ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 5,006.0 5,021.0 15.0 0.3% 5,262.0
High 5,019.0 5,098.0 79.0 1.6% 5,328.0
Low 4,975.0 5,009.0 34.0 0.7% 4,975.0
Close 4,999.0 5,074.0 75.0 1.5% 5,074.0
Range 44.0 89.0 45.0 102.3% 353.0
ATR 95.2 95.5 0.3 0.3% 0.0
Volume 27,794 25,131 -2,663 -9.6% 141,361
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,327.3 5,289.7 5,123.0
R3 5,238.3 5,200.7 5,098.5
R2 5,149.3 5,149.3 5,090.3
R1 5,111.7 5,111.7 5,082.2 5,130.5
PP 5,060.3 5,060.3 5,060.3 5,069.8
S1 5,022.7 5,022.7 5,065.8 5,041.5
S2 4,971.3 4,971.3 5,057.7
S3 4,882.3 4,933.7 5,049.5
S4 4,793.3 4,844.7 5,025.1
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,184.7 5,982.3 5,268.2
R3 5,831.7 5,629.3 5,171.1
R2 5,478.7 5,478.7 5,138.7
R1 5,276.3 5,276.3 5,106.4 5,201.0
PP 5,125.7 5,125.7 5,125.7 5,088.0
S1 4,923.3 4,923.3 5,041.6 4,848.0
S2 4,772.7 4,772.7 5,009.3
S3 4,419.7 4,570.3 4,976.9
S4 4,066.7 4,217.3 4,879.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,328.0 4,975.0 353.0 7.0% 90.6 1.8% 28% False False 28,272
10 5,357.0 4,975.0 382.0 7.5% 89.2 1.8% 26% False False 27,981
20 5,636.0 4,975.0 661.0 13.0% 82.4 1.6% 15% False False 28,699
40 6,006.0 4,975.0 1,031.0 20.3% 67.9 1.3% 10% False False 14,436
60 6,006.0 4,975.0 1,031.0 20.3% 54.9 1.1% 10% False False 9,641
80 6,006.0 4,975.0 1,031.0 20.3% 45.8 0.9% 10% False False 7,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,476.3
2.618 5,331.0
1.618 5,242.0
1.000 5,187.0
0.618 5,153.0
HIGH 5,098.0
0.618 5,064.0
0.500 5,053.5
0.382 5,043.0
LOW 5,009.0
0.618 4,954.0
1.000 4,920.0
1.618 4,865.0
2.618 4,776.0
4.250 4,630.8
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 5,067.2 5,069.5
PP 5,060.3 5,065.0
S1 5,053.5 5,060.5

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

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