ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 5,840.0 5,877.0 37.0 0.6% 5,780.0
High 5,868.0 5,896.0 28.0 0.5% 5,896.0
Low 5,818.0 5,848.0 30.0 0.5% 5,665.0
Close 5,855.0 5,854.0 -1.0 0.0% 5,854.0
Range 50.0 48.0 -2.0 -4.0% 231.0
ATR 64.5 63.3 -1.2 -1.8% 0.0
Volume 21,147 30,807 9,660 45.7% 66,887
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,010.0 5,980.0 5,880.4
R3 5,962.0 5,932.0 5,867.2
R2 5,914.0 5,914.0 5,862.8
R1 5,884.0 5,884.0 5,858.4 5,875.0
PP 5,866.0 5,866.0 5,866.0 5,861.5
S1 5,836.0 5,836.0 5,849.6 5,827.0
S2 5,818.0 5,818.0 5,845.2
S3 5,770.0 5,788.0 5,840.8
S4 5,722.0 5,740.0 5,827.6
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,498.0 6,407.0 5,981.1
R3 6,267.0 6,176.0 5,917.5
R2 6,036.0 6,036.0 5,896.4
R1 5,945.0 5,945.0 5,875.2 5,990.5
PP 5,805.0 5,805.0 5,805.0 5,827.8
S1 5,714.0 5,714.0 5,832.8 5,759.5
S2 5,574.0 5,574.0 5,811.7
S3 5,343.0 5,483.0 5,790.5
S4 5,112.0 5,252.0 5,727.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,896.0 5,665.0 231.0 3.9% 75.6 1.3% 82% True False 13,377
10 6,086.0 5,665.0 421.0 7.2% 68.4 1.2% 45% False False 7,106
20 6,086.0 5,665.0 421.0 7.2% 46.2 0.8% 45% False False 3,722
40 6,086.0 5,631.0 455.0 7.8% 35.5 0.6% 49% False False 1,957
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 11.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,100.0
2.618 6,021.7
1.618 5,973.7
1.000 5,944.0
0.618 5,925.7
HIGH 5,896.0
0.618 5,877.7
0.500 5,872.0
0.382 5,866.3
LOW 5,848.0
0.618 5,818.3
1.000 5,800.0
1.618 5,770.3
2.618 5,722.3
4.250 5,644.0
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 5,872.0 5,857.0
PP 5,866.0 5,856.0
S1 5,860.0 5,855.0

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

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