ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 01-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 01-Sep-2008 Change Change % Previous Week
Open 5,144.0 5,120.0 -24.0 -0.5% 4,964.0
High 5,155.0 5,149.0 -6.0 -0.1% 5,155.0
Low 5,090.0 5,097.0 7.0 0.1% 4,872.0
Close 5,144.0 5,140.0 -4.0 -0.1% 5,144.0
Range 65.0 52.0 -13.0 -20.0% 283.0
ATR 106.0 102.1 -3.9 -3.6% 0.0
Volume 24,771 16,196 -8,575 -34.6% 132,577
Daily Pivots for day following 01-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,284.7 5,264.3 5,168.6
R3 5,232.7 5,212.3 5,154.3
R2 5,180.7 5,180.7 5,149.5
R1 5,160.3 5,160.3 5,144.8 5,170.5
PP 5,128.7 5,128.7 5,128.7 5,133.8
S1 5,108.3 5,108.3 5,135.2 5,118.5
S2 5,076.7 5,076.7 5,130.5
S3 5,024.7 5,056.3 5,125.7
S4 4,972.7 5,004.3 5,111.4
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% 82.2 1.6% 95% False False 24,499
10 5,155.0 4,830.0 325.0 6.3% 78.0 1.5% 95% False False 24,752
20 5,155.0 4,728.0 427.0 8.3% 84.7 1.6% 96% False False 25,515
40 5,155.0 4,728.0 427.0 8.3% 84.9 1.7% 96% False False 25,701
60 5,509.0 4,728.0 781.0 15.2% 84.3 1.6% 53% False False 26,999
80 6,006.0 4,728.0 1,278.0 24.9% 76.1 1.5% 32% False False 20,295
100 6,006.0 4,728.0 1,278.0 24.9% 67.6 1.3% 32% False False 16,248
120 6,006.0 4,728.0 1,278.0 24.9% 59.4 1.2% 32% False False 13,548
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,370.0
2.618 5,285.1
1.618 5,233.1
1.000 5,201.0
0.618 5,181.1
HIGH 5,149.0
0.618 5,129.1
0.500 5,123.0
0.382 5,116.9
LOW 5,097.0
0.618 5,064.9
1.000 5,045.0
1.618 5,012.9
2.618 4,960.9
4.250 4,876.0
Fisher Pivots for day following 01-Sep-2008
Pivot 1 day 3 day
R1 5,134.3 5,119.8
PP 5,128.7 5,099.7
S1 5,123.0 5,079.5

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

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