ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 4,690.0 4,809.0 119.0 2.5% 4,981.0
High 4,781.0 4,837.0 56.0 1.2% 5,093.0
Low 4,683.0 4,699.0 16.0 0.3% 4,813.0
Close 4,749.0 4,730.0 -19.0 -0.4% 4,926.0
Range 98.0 138.0 40.0 40.8% 280.0
ATR 125.1 126.0 0.9 0.7% 0.0
Volume 127,264 81,862 -45,402 -35.7% 162,768
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,169.3 5,087.7 4,805.9
R3 5,031.3 4,949.7 4,768.0
R2 4,893.3 4,893.3 4,755.3
R1 4,811.7 4,811.7 4,742.7 4,783.5
PP 4,755.3 4,755.3 4,755.3 4,741.3
S1 4,673.7 4,673.7 4,717.4 4,645.5
S2 4,617.3 4,617.3 4,704.7
S3 4,479.3 4,535.7 4,692.1
S4 4,341.3 4,397.7 4,654.1
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,784.0 5,635.0 5,080.0
R3 5,504.0 5,355.0 5,003.0
R2 5,224.0 5,224.0 4,977.3
R1 5,075.0 5,075.0 4,951.7 5,009.5
PP 4,944.0 4,944.0 4,944.0 4,911.3
S1 4,795.0 4,795.0 4,900.3 4,729.5
S2 4,664.0 4,664.0 4,874.7
S3 4,384.0 4,515.0 4,849.0
S4 4,104.0 4,235.0 4,772.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,932.0 4,683.0 249.0 5.3% 113.2 2.4% 19% False False 74,948
10 5,109.0 4,683.0 426.0 9.0% 112.9 2.4% 11% False False 55,381
20 5,186.0 4,683.0 503.0 10.6% 97.7 2.1% 9% False False 40,597
40 5,186.0 4,683.0 503.0 10.6% 92.1 1.9% 9% False False 33,158
60 5,357.0 4,683.0 674.0 14.2% 90.8 1.9% 7% False False 31,202
80 5,745.0 4,683.0 1,062.0 22.5% 86.7 1.8% 4% False False 27,972
100 6,006.0 4,683.0 1,323.0 28.0% 77.2 1.6% 4% False False 22,400
120 6,006.0 4,683.0 1,323.0 28.0% 69.4 1.5% 4% False False 18,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,423.5
2.618 5,198.3
1.618 5,060.3
1.000 4,975.0
0.618 4,922.3
HIGH 4,837.0
0.618 4,784.3
0.500 4,768.0
0.382 4,751.7
LOW 4,699.0
0.618 4,613.7
1.000 4,561.0
1.618 4,475.7
2.618 4,337.7
4.250 4,112.5
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 4,768.0 4,782.5
PP 4,755.3 4,765.0
S1 4,742.7 4,747.5

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

View Archives - Comment on this page... - Back to Index of Symbols