ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 5,060.0 4,860.0 -200.0 -4.0% 5,120.0
High 5,073.0 4,937.0 -136.0 -2.7% 5,186.0
Low 4,964.0 4,851.0 -113.0 -2.3% 4,795.0
Close 5,010.0 4,913.0 -97.0 -1.9% 4,873.0
Range 109.0 86.0 -23.0 -21.1% 391.0
ATR 120.4 123.1 2.8 2.3% 0.0
Volume 29,190 35,078 5,888 20.2% 153,319
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,158.3 5,121.7 4,960.3
R3 5,072.3 5,035.7 4,936.7
R2 4,986.3 4,986.3 4,928.8
R1 4,949.7 4,949.7 4,920.9 4,968.0
PP 4,900.3 4,900.3 4,900.3 4,909.5
S1 4,863.7 4,863.7 4,905.1 4,882.0
S2 4,814.3 4,814.3 4,897.2
S3 4,728.3 4,777.7 4,889.4
S4 4,642.3 4,691.7 4,865.7
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,124.3 5,889.7 5,088.1
R3 5,733.3 5,498.7 4,980.5
R2 5,342.3 5,342.3 4,944.7
R1 5,107.7 5,107.7 4,908.8 5,029.5
PP 4,951.3 4,951.3 4,951.3 4,912.3
S1 4,716.7 4,716.7 4,837.2 4,638.5
S2 4,560.3 4,560.3 4,801.3
S3 4,169.3 4,325.7 4,765.5
S4 3,778.3 3,934.7 4,658.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,109.0 4,795.0 314.0 6.4% 112.6 2.3% 38% False False 35,813
10 5,186.0 4,795.0 391.0 8.0% 95.4 1.9% 30% False False 30,875
20 5,186.0 4,795.0 391.0 8.0% 92.5 1.9% 30% False False 28,411
40 5,186.0 4,728.0 458.0 9.3% 89.3 1.8% 40% False False 27,008
60 5,423.0 4,728.0 695.0 14.1% 88.0 1.8% 27% False False 27,105
80 5,887.0 4,728.0 1,159.0 23.6% 81.6 1.7% 16% False False 23,294
100 6,006.0 4,728.0 1,278.0 26.0% 72.4 1.5% 14% False False 18,654
120 6,006.0 4,728.0 1,278.0 26.0% 65.3 1.3% 14% False False 15,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 14.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,302.5
2.618 5,162.1
1.618 5,076.1
1.000 5,023.0
0.618 4,990.1
HIGH 4,937.0
0.618 4,904.1
0.500 4,894.0
0.382 4,883.9
LOW 4,851.0
0.618 4,797.9
1.000 4,765.0
1.618 4,711.9
2.618 4,625.9
4.250 4,485.5
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 4,906.7 4,972.0
PP 4,900.3 4,952.3
S1 4,894.0 4,932.7

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

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