ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 4,925.0 4,871.0 -54.0 -1.1% 4,916.0
High 4,935.0 4,916.0 -19.0 -0.4% 5,019.0
Low 4,833.0 4,864.0 31.0 0.6% 4,830.0
Close 4,843.0 4,901.0 58.0 1.2% 4,901.0
Range 102.0 52.0 -50.0 -49.0% 189.0
ATR 109.1 106.5 -2.6 -2.4% 0.0
Volume 24,421 23,159 -1,262 -5.2% 123,911
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,049.7 5,027.3 4,929.6
R3 4,997.7 4,975.3 4,915.3
R2 4,945.7 4,945.7 4,910.5
R1 4,923.3 4,923.3 4,905.8 4,934.5
PP 4,893.7 4,893.7 4,893.7 4,899.3
S1 4,871.3 4,871.3 4,896.2 4,882.5
S2 4,841.7 4,841.7 4,891.5
S3 4,789.7 4,819.3 4,886.7
S4 4,737.7 4,767.3 4,872.4
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,483.7 5,381.3 5,005.0
R3 5,294.7 5,192.3 4,953.0
R2 5,105.7 5,105.7 4,935.7
R1 5,003.3 5,003.3 4,918.3 4,960.0
PP 4,916.7 4,916.7 4,916.7 4,895.0
S1 4,814.3 4,814.3 4,883.7 4,771.0
S2 4,727.7 4,727.7 4,866.4
S3 4,538.7 4,625.3 4,849.0
S4 4,349.7 4,436.3 4,797.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,019.0 4,830.0 189.0 3.9% 84.6 1.7% 38% False False 24,782
10 5,056.0 4,830.0 226.0 4.6% 85.8 1.8% 31% False False 24,605
20 5,056.0 4,728.0 328.0 6.7% 85.9 1.8% 53% False False 25,181
40 5,328.0 4,728.0 600.0 12.2% 86.1 1.8% 29% False False 25,973
60 5,718.0 4,728.0 990.0 20.2% 82.2 1.7% 17% False False 24,551
80 6,006.0 4,728.0 1,278.0 26.1% 72.8 1.5% 14% False False 18,444
100 6,006.0 4,728.0 1,278.0 26.1% 64.2 1.3% 14% False False 14,763
120 6,006.0 4,728.0 1,278.0 26.1% 56.2 1.1% 14% False False 12,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.1
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 5,137.0
2.618 5,052.1
1.618 5,000.1
1.000 4,968.0
0.618 4,948.1
HIGH 4,916.0
0.618 4,896.1
0.500 4,890.0
0.382 4,883.9
LOW 4,864.0
0.618 4,831.9
1.000 4,812.0
1.618 4,779.9
2.618 4,727.9
4.250 4,643.0
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 4,897.3 4,895.0
PP 4,893.7 4,889.0
S1 4,890.0 4,883.0

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

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