ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 5,877.0 5,887.0 10.0 0.2% 5,780.0
High 5,896.0 5,944.0 48.0 0.8% 5,896.0
Low 5,848.0 5,862.0 14.0 0.2% 5,665.0
Close 5,854.0 5,939.0 85.0 1.5% 5,854.0
Range 48.0 82.0 34.0 70.8% 231.0
ATR 63.3 65.2 1.9 3.0% 0.0
Volume 30,807 65,440 34,633 112.4% 66,887
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,161.0 6,132.0 5,984.1
R3 6,079.0 6,050.0 5,961.6
R2 5,997.0 5,997.0 5,954.0
R1 5,968.0 5,968.0 5,946.5 5,982.5
PP 5,915.0 5,915.0 5,915.0 5,922.3
S1 5,886.0 5,886.0 5,931.5 5,900.5
S2 5,833.0 5,833.0 5,924.0
S3 5,751.0 5,804.0 5,916.5
S4 5,669.0 5,722.0 5,893.9
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 5,944.0 5,670.0 274.0 4.6% 69.0 1.2% 98% True False 26,290
10 6,074.0 5,665.0 409.0 6.9% 72.0 1.2% 67% False False 13,542
20 6,086.0 5,665.0 421.0 7.1% 49.3 0.8% 65% False False 6,989
40 6,086.0 5,656.0 430.0 7.2% 37.1 0.6% 66% False False 3,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,292.5
2.618 6,158.7
1.618 6,076.7
1.000 6,026.0
0.618 5,994.7
HIGH 5,944.0
0.618 5,912.7
0.500 5,903.0
0.382 5,893.3
LOW 5,862.0
0.618 5,811.3
1.000 5,780.0
1.618 5,729.3
2.618 5,647.3
4.250 5,513.5
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 5,927.0 5,919.7
PP 5,915.0 5,900.3
S1 5,903.0 5,881.0

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

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