ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 4,881.0 4,785.0 -96.0 -2.0% 4,994.0
High 4,917.0 4,830.0 -87.0 -1.8% 5,007.0
Low 4,855.0 4,728.0 -127.0 -2.6% 4,799.0
Close 4,860.0 4,826.0 -34.0 -0.7% 4,913.0
Range 62.0 102.0 40.0 64.5% 208.0
ATR 110.0 111.6 1.6 1.4% 0.0
Volume 21,267 39,887 18,620 87.6% 120,837
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,100.7 5,065.3 4,882.1
R3 4,998.7 4,963.3 4,854.1
R2 4,896.7 4,896.7 4,844.7
R1 4,861.3 4,861.3 4,835.4 4,879.0
PP 4,794.7 4,794.7 4,794.7 4,803.5
S1 4,759.3 4,759.3 4,816.7 4,777.0
S2 4,692.7 4,692.7 4,807.3
S3 4,590.7 4,657.3 4,798.0
S4 4,488.7 4,555.3 4,769.9
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,530.3 5,429.7 5,027.4
R3 5,322.3 5,221.7 4,970.2
R2 5,114.3 5,114.3 4,951.1
R1 5,013.7 5,013.7 4,932.1 4,960.0
PP 4,906.3 4,906.3 4,906.3 4,879.5
S1 4,805.7 4,805.7 4,893.9 4,752.0
S2 4,698.3 4,698.3 4,874.9
S3 4,490.3 4,597.7 4,855.8
S4 4,282.3 4,389.7 4,798.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,007.0 4,728.0 279.0 5.8% 77.6 1.6% 35% False True 26,015
10 5,152.0 4,728.0 424.0 8.8% 87.9 1.8% 23% False True 27,581
20 5,152.0 4,728.0 424.0 8.8% 85.2 1.8% 23% False True 26,523
40 5,479.0 4,728.0 751.0 15.6% 84.9 1.8% 13% False True 28,712
60 6,006.0 4,728.0 1,278.0 26.5% 73.7 1.5% 8% False True 19,219
80 6,006.0 4,728.0 1,278.0 26.5% 64.0 1.3% 8% False True 14,429
100 6,006.0 4,728.0 1,278.0 26.5% 55.4 1.1% 8% False True 11,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,263.5
2.618 5,097.0
1.618 4,995.0
1.000 4,932.0
0.618 4,893.0
HIGH 4,830.0
0.618 4,791.0
0.500 4,779.0
0.382 4,767.0
LOW 4,728.0
0.618 4,665.0
1.000 4,626.0
1.618 4,563.0
2.618 4,461.0
4.250 4,294.5
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 4,810.3 4,837.5
PP 4,794.7 4,833.7
S1 4,779.0 4,829.8

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

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