ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 5,124.0 5,010.0 -114.0 -2.2% 4,931.0
High 5,152.0 5,019.0 -133.0 -2.6% 5,152.0
Low 5,082.0 4,922.0 -160.0 -3.1% 4,922.0
Close 5,144.0 4,981.0 -163.0 -3.2% 4,981.0
Range 70.0 97.0 27.0 38.6% 230.0
ATR 99.5 108.3 8.7 8.8% 0.0
Volume 21,381 36,960 15,579 72.9% 147,091
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,265.0 5,220.0 5,034.4
R3 5,168.0 5,123.0 5,007.7
R2 5,071.0 5,071.0 4,998.8
R1 5,026.0 5,026.0 4,989.9 5,000.0
PP 4,974.0 4,974.0 4,974.0 4,961.0
S1 4,929.0 4,929.0 4,972.1 4,903.0
S2 4,877.0 4,877.0 4,963.2
S3 4,780.0 4,832.0 4,954.3
S4 4,683.0 4,735.0 4,927.7
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,708.3 5,574.7 5,107.5
R3 5,478.3 5,344.7 5,044.3
R2 5,248.3 5,248.3 5,023.2
R1 5,114.7 5,114.7 5,002.1 5,181.5
PP 5,018.3 5,018.3 5,018.3 5,051.8
S1 4,884.7 4,884.7 4,959.9 4,951.5
S2 4,788.3 4,788.3 4,938.8
S3 4,558.3 4,654.7 4,917.8
S4 4,328.3 4,424.7 4,854.5
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 4,922.0 230.0 4.6% 91.6 1.8% 26% False True 29,418
10 5,152.0 4,784.0 368.0 7.4% 89.9 1.8% 54% False False 27,516
20 5,328.0 4,784.0 544.0 10.9% 86.3 1.7% 36% False False 26,764
40 5,718.0 4,784.0 934.0 18.8% 80.4 1.6% 21% False False 24,236
60 6,006.0 4,784.0 1,222.0 24.5% 68.4 1.4% 16% False False 16,198
80 6,006.0 4,784.0 1,222.0 24.5% 58.8 1.2% 16% False False 12,159
100 6,006.0 4,784.0 1,222.0 24.5% 50.3 1.0% 16% False False 9,734
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 12.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,431.3
2.618 5,272.9
1.618 5,175.9
1.000 5,116.0
0.618 5,078.9
HIGH 5,019.0
0.618 4,981.9
0.500 4,970.5
0.382 4,959.1
LOW 4,922.0
0.618 4,862.1
1.000 4,825.0
1.618 4,765.1
2.618 4,668.1
4.250 4,509.8
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 4,977.5 5,037.0
PP 4,974.0 5,018.3
S1 4,970.5 4,999.7

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

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