ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 5,034.0 5,124.0 90.0 1.8% 4,930.0
High 5,149.0 5,152.0 3.0 0.1% 4,973.0
Low 5,034.0 5,082.0 48.0 1.0% 4,784.0
Close 5,100.0 5,144.0 44.0 0.9% 4,851.0
Range 115.0 70.0 -45.0 -39.1% 189.0
ATR 101.8 99.5 -2.3 -2.2% 0.0
Volume 35,482 21,381 -14,101 -39.7% 128,070
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,336.0 5,310.0 5,182.5
R3 5,266.0 5,240.0 5,163.3
R2 5,196.0 5,196.0 5,156.8
R1 5,170.0 5,170.0 5,150.4 5,183.0
PP 5,126.0 5,126.0 5,126.0 5,132.5
S1 5,100.0 5,100.0 5,137.6 5,113.0
S2 5,056.0 5,056.0 5,131.2
S3 4,986.0 5,030.0 5,124.8
S4 4,916.0 4,960.0 5,105.5
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 5,152.0 4,814.0 338.0 6.6% 93.4 1.8% 98% True False 26,045
10 5,152.0 4,784.0 368.0 7.2% 87.0 1.7% 98% True False 25,903
20 5,328.0 4,784.0 544.0 10.6% 88.5 1.7% 66% False False 26,853
40 5,733.0 4,784.0 949.0 18.4% 80.9 1.6% 38% False False 23,312
60 6,006.0 4,784.0 1,222.0 23.8% 67.4 1.3% 29% False False 15,583
80 6,006.0 4,784.0 1,222.0 23.8% 58.7 1.1% 29% False False 11,699
100 6,006.0 4,784.0 1,222.0 23.8% 49.3 1.0% 29% False False 9,365
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 11.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,449.5
2.618 5,335.3
1.618 5,265.3
1.000 5,222.0
0.618 5,195.3
HIGH 5,152.0
0.618 5,125.3
0.500 5,117.0
0.382 5,108.7
LOW 5,082.0
0.618 5,038.7
1.000 5,012.0
1.618 4,968.7
2.618 4,898.7
4.250 4,784.5
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 5,135.0 5,109.8
PP 5,126.0 5,075.7
S1 5,117.0 5,041.5

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

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