ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 4,800.0 4,929.0 129.0 2.7% 5,040.0
High 4,881.0 4,937.0 56.0 1.1% 5,044.0
Low 4,784.0 4,880.0 96.0 2.0% 4,904.0
Close 4,850.0 4,890.0 40.0 0.8% 4,953.0
Range 97.0 57.0 -40.0 -41.2% 140.0
ATR 95.3 94.7 -0.6 -0.6% 0.0
Volume 40,546 19,881 -20,665 -51.0% 118,763
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,073.3 5,038.7 4,921.4
R3 5,016.3 4,981.7 4,905.7
R2 4,959.3 4,959.3 4,900.5
R1 4,924.7 4,924.7 4,895.2 4,913.5
PP 4,902.3 4,902.3 4,902.3 4,896.8
S1 4,867.7 4,867.7 4,884.8 4,856.5
S2 4,845.3 4,845.3 4,879.6
S3 4,788.3 4,810.7 4,874.3
S4 4,731.3 4,753.7 4,858.7
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,387.0 5,310.0 5,030.0
R3 5,247.0 5,170.0 4,991.5
R2 5,107.0 5,107.0 4,978.7
R1 5,030.0 5,030.0 4,965.8 4,998.5
PP 4,967.0 4,967.0 4,967.0 4,951.3
S1 4,890.0 4,890.0 4,940.2 4,858.5
S2 4,827.0 4,827.0 4,927.3
S3 4,687.0 4,750.0 4,914.5
S4 4,547.0 4,610.0 4,876.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,996.0 4,784.0 212.0 4.3% 80.6 1.6% 50% False False 25,762
10 5,098.0 4,784.0 314.0 6.4% 79.8 1.6% 34% False False 25,186
20 5,373.0 4,784.0 589.0 12.0% 84.8 1.7% 18% False False 26,792
40 5,883.0 4,784.0 1,099.0 22.5% 74.4 1.5% 10% False False 20,076
60 6,006.0 4,784.0 1,222.0 25.0% 61.8 1.3% 9% False False 13,415
80 6,006.0 4,784.0 1,222.0 25.0% 53.4 1.1% 9% False False 10,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,179.3
2.618 5,086.2
1.618 5,029.2
1.000 4,994.0
0.618 4,972.2
HIGH 4,937.0
0.618 4,915.2
0.500 4,908.5
0.382 4,901.8
LOW 4,880.0
0.618 4,844.8
1.000 4,823.0
1.618 4,787.8
2.618 4,730.8
4.250 4,637.8
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 4,908.5 4,880.2
PP 4,902.3 4,870.3
S1 4,896.2 4,860.5

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

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