ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 5,007.0 5,144.0 137.0 2.7% 4,964.0
High 5,079.0 5,155.0 76.0 1.5% 5,155.0
Low 5,004.0 5,090.0 86.0 1.7% 4,872.0
Close 5,061.0 5,144.0 83.0 1.6% 5,144.0
Range 75.0 65.0 -10.0 -13.3% 283.0
ATR 106.9 106.0 -0.9 -0.9% 0.0
Volume 26,936 24,771 -2,165 -8.0% 132,577
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,324.7 5,299.3 5,179.8
R3 5,259.7 5,234.3 5,161.9
R2 5,194.7 5,194.7 5,155.9
R1 5,169.3 5,169.3 5,150.0 5,176.5
PP 5,129.7 5,129.7 5,129.7 5,133.3
S1 5,104.3 5,104.3 5,138.0 5,111.5
S2 5,064.7 5,064.7 5,132.1
S3 4,999.7 5,039.3 5,126.1
S4 4,934.7 4,974.3 5,108.3
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,906.0 5,808.0 5,299.7
R3 5,623.0 5,525.0 5,221.8
R2 5,340.0 5,340.0 5,195.9
R1 5,242.0 5,242.0 5,169.9 5,291.0
PP 5,057.0 5,057.0 5,057.0 5,081.5
S1 4,959.0 4,959.0 5,118.1 5,008.0
S2 4,774.0 4,774.0 5,092.1
S3 4,491.0 4,676.0 5,066.2
S4 4,208.0 4,393.0 4,988.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,155.0 4,872.0 283.0 5.5% 83.8 1.6% 96% True False 26,515
10 5,155.0 4,830.0 325.0 6.3% 84.2 1.6% 97% True False 25,648
20 5,155.0 4,728.0 427.0 8.3% 85.2 1.7% 97% True False 25,768
40 5,155.0 4,728.0 427.0 8.3% 85.2 1.7% 97% True False 25,753
60 5,636.0 4,728.0 908.0 17.7% 84.3 1.6% 46% False False 26,735
80 6,006.0 4,728.0 1,278.0 24.8% 76.6 1.5% 33% False False 20,094
100 6,006.0 4,728.0 1,278.0 24.8% 67.1 1.3% 33% False False 16,086
120 6,006.0 4,728.0 1,278.0 24.8% 59.0 1.1% 33% False False 13,413
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 13.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,431.3
2.618 5,325.2
1.618 5,260.2
1.000 5,220.0
0.618 5,195.2
HIGH 5,155.0
0.618 5,130.2
0.500 5,122.5
0.382 5,114.8
LOW 5,090.0
0.618 5,049.8
1.000 5,025.0
1.618 4,984.8
2.618 4,919.8
4.250 4,813.8
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 5,136.8 5,114.3
PP 5,129.7 5,084.7
S1 5,122.5 5,055.0

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

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