ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 4,989.0 4,924.0 -65.0 -1.3% 4,881.0
High 4,993.0 4,978.0 -15.0 -0.3% 4,993.0
Low 4,910.0 4,880.0 -30.0 -0.6% 4,728.0
Close 4,975.0 4,962.0 -13.0 -0.3% 4,962.0
Range 83.0 98.0 15.0 18.1% 265.0
ATR 112.3 111.3 -1.0 -0.9% 0.0
Volume 20,497 25,073 4,576 22.3% 136,751
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,234.0 5,196.0 5,015.9
R3 5,136.0 5,098.0 4,989.0
R2 5,038.0 5,038.0 4,980.0
R1 5,000.0 5,000.0 4,971.0 5,019.0
PP 4,940.0 4,940.0 4,940.0 4,949.5
S1 4,902.0 4,902.0 4,953.0 4,921.0
S2 4,842.0 4,842.0 4,944.0
S3 4,744.0 4,804.0 4,935.1
S4 4,646.0 4,706.0 4,908.1
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,689.3 5,590.7 5,107.8
R3 5,424.3 5,325.7 5,034.9
R2 5,159.3 5,159.3 5,010.6
R1 5,060.7 5,060.7 4,986.3 5,110.0
PP 4,894.3 4,894.3 4,894.3 4,919.0
S1 4,795.7 4,795.7 4,937.7 4,845.0
S2 4,629.3 4,629.3 4,913.4
S3 4,364.3 4,530.7 4,889.1
S4 4,099.3 4,265.7 4,816.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,993.0 4,728.0 265.0 5.3% 85.2 1.7% 88% False False 27,350
10 5,007.0 4,728.0 279.0 5.6% 85.9 1.7% 84% False False 25,758
20 5,152.0 4,728.0 424.0 8.5% 87.9 1.8% 55% False False 26,637
40 5,454.0 4,728.0 726.0 14.6% 86.0 1.7% 32% False False 30,136
60 6,006.0 4,728.0 1,278.0 25.8% 75.6 1.5% 18% False False 20,474
80 6,006.0 4,728.0 1,278.0 25.8% 66.2 1.3% 18% False False 15,373
100 6,006.0 4,728.0 1,278.0 25.8% 57.5 1.2% 18% False False 12,305
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 18.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,394.5
2.618 5,234.6
1.618 5,136.6
1.000 5,076.0
0.618 5,038.6
HIGH 4,978.0
0.618 4,940.6
0.500 4,929.0
0.382 4,917.4
LOW 4,880.0
0.618 4,819.4
1.000 4,782.0
1.618 4,721.4
2.618 4,623.4
4.250 4,463.5
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 4,951.0 4,953.5
PP 4,940.0 4,945.0
S1 4,929.0 4,936.5

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

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