ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 5,217.0 5,284.0 67.0 1.3% 5,404.0
High 5,307.0 5,322.0 15.0 0.3% 5,454.0
Low 5,213.0 5,259.0 46.0 0.9% 5,278.0
Close 5,277.0 5,319.0 42.0 0.8% 5,308.0
Range 94.0 63.0 -31.0 -33.0% 176.0
ATR 85.3 83.7 -1.6 -1.9% 0.0
Volume 25,007 21,355 -3,652 -14.6% 274,125
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,489.0 5,467.0 5,353.7
R3 5,426.0 5,404.0 5,336.3
R2 5,363.0 5,363.0 5,330.6
R1 5,341.0 5,341.0 5,324.8 5,352.0
PP 5,300.0 5,300.0 5,300.0 5,305.5
S1 5,278.0 5,278.0 5,313.2 5,289.0
S2 5,237.0 5,237.0 5,307.5
S3 5,174.0 5,215.0 5,301.7
S4 5,111.0 5,152.0 5,284.4
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,874.7 5,767.3 5,404.8
R3 5,698.7 5,591.3 5,356.4
R2 5,522.7 5,522.7 5,340.3
R1 5,415.3 5,415.3 5,324.1 5,381.0
PP 5,346.7 5,346.7 5,346.7 5,329.5
S1 5,239.3 5,239.3 5,291.9 5,205.0
S2 5,170.7 5,170.7 5,275.7
S3 4,994.7 5,063.3 5,259.6
S4 4,818.7 4,887.3 5,211.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,454.0 5,213.0 241.0 4.5% 79.0 1.5% 44% False False 33,494
10 5,479.0 5,213.0 266.0 5.0% 79.0 1.5% 40% False False 33,911
20 5,745.0 5,213.0 532.0 10.0% 70.5 1.3% 20% False False 17,128
40 6,006.0 5,213.0 793.0 14.9% 54.8 1.0% 13% False False 8,617
60 6,006.0 5,213.0 793.0 14.9% 47.0 0.9% 13% False False 5,759
80 6,006.0 5,110.0 896.0 16.8% 37.8 0.7% 23% False False 4,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,589.8
2.618 5,486.9
1.618 5,423.9
1.000 5,385.0
0.618 5,360.9
HIGH 5,322.0
0.618 5,297.9
0.500 5,290.5
0.382 5,283.1
LOW 5,259.0
0.618 5,220.1
1.000 5,196.0
1.618 5,157.1
2.618 5,094.1
4.250 4,991.3
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 5,309.5 5,310.3
PP 5,300.0 5,301.7
S1 5,290.5 5,293.0

These figures are updated between 7pm and 10pm EST after a trading day.

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