ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 4,920.0 4,931.0 11.0 0.2% 4,930.0
High 4,920.0 5,016.0 96.0 2.0% 4,973.0
Low 4,814.0 4,925.0 111.0 2.3% 4,784.0
Close 4,851.0 5,001.0 150.0 3.1% 4,851.0
Range 106.0 91.0 -15.0 -14.2% 189.0
ATR 95.5 100.5 5.0 5.2% 0.0
Volume 20,097 31,087 10,990 54.7% 128,070
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,253.7 5,218.3 5,051.1
R3 5,162.7 5,127.3 5,026.0
R2 5,071.7 5,071.7 5,017.7
R1 5,036.3 5,036.3 5,009.3 5,054.0
PP 4,980.7 4,980.7 4,980.7 4,989.5
S1 4,945.3 4,945.3 4,992.7 4,963.0
S2 4,889.7 4,889.7 4,984.3
S3 4,798.7 4,854.3 4,976.0
S4 4,707.7 4,763.3 4,951.0
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,436.3 5,332.7 4,955.0
R3 5,247.3 5,143.7 4,903.0
R2 5,058.3 5,058.3 4,885.7
R1 4,954.7 4,954.7 4,868.3 4,912.0
PP 4,869.3 4,869.3 4,869.3 4,848.0
S1 4,765.7 4,765.7 4,833.7 4,723.0
S2 4,680.3 4,680.3 4,816.4
S3 4,491.3 4,576.7 4,799.0
S4 4,302.3 4,387.7 4,747.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,016.0 4,784.0 232.0 4.6% 92.2 1.8% 94% True False 28,130
10 5,044.0 4,784.0 260.0 5.2% 84.2 1.7% 83% False False 25,965
20 5,357.0 4,784.0 573.0 11.5% 85.2 1.7% 38% False False 26,636
40 5,760.0 4,784.0 976.0 19.5% 77.2 1.5% 22% False False 21,349
60 6,006.0 4,784.0 1,222.0 24.4% 65.1 1.3% 18% False False 14,268
80 6,006.0 4,784.0 1,222.0 24.4% 55.8 1.1% 18% False False 10,711
100 6,006.0 4,784.0 1,222.0 24.4% 46.6 0.9% 18% False False 8,574
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 14.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,402.8
2.618 5,254.2
1.618 5,163.2
1.000 5,107.0
0.618 5,072.2
HIGH 5,016.0
0.618 4,981.2
0.500 4,970.5
0.382 4,959.8
LOW 4,925.0
0.618 4,868.8
1.000 4,834.0
1.618 4,777.8
2.618 4,686.8
4.250 4,538.3
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 4,990.8 4,972.3
PP 4,980.7 4,943.7
S1 4,970.5 4,915.0

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

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