ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 6,027.0 6,040.0 13.0 0.2% 5,860.0
High 6,028.0 6,052.0 24.0 0.4% 6,028.0
Low 5,981.0 6,024.0 43.0 0.7% 5,853.0
Close 5,996.0 6,047.0 51.0 0.9% 5,996.0
Range 47.0 28.0 -19.0 -40.4% 175.0
ATR 72.4 71.3 -1.2 -1.6% 0.0
Volume 14,372 15,597 1,225 8.5% 81,605
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,125.0 6,114.0 6,062.4
R3 6,097.0 6,086.0 6,054.7
R2 6,069.0 6,069.0 6,052.1
R1 6,058.0 6,058.0 6,049.6 6,063.5
PP 6,041.0 6,041.0 6,041.0 6,043.8
S1 6,030.0 6,030.0 6,044.4 6,035.5
S2 6,013.0 6,013.0 6,041.9
S3 5,985.0 6,002.0 6,039.3
S4 5,957.0 5,974.0 6,031.6
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,484.0 6,415.0 6,092.3
R3 6,309.0 6,240.0 6,044.1
R2 6,134.0 6,134.0 6,028.1
R1 6,065.0 6,065.0 6,012.0 6,099.5
PP 5,959.0 5,959.0 5,959.0 5,976.3
S1 5,890.0 5,890.0 5,980.0 5,924.5
S2 5,784.0 5,784.0 5,963.9
S3 5,609.0 5,715.0 5,947.9
S4 5,434.0 5,540.0 5,899.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,052.0 5,895.0 157.0 2.6% 51.0 0.8% 97% True False 16,226
10 6,052.0 5,775.0 277.0 4.6% 59.0 1.0% 98% True False 21,985
20 6,074.0 5,665.0 409.0 6.8% 65.5 1.1% 93% False False 17,763
40 6,086.0 5,665.0 421.0 7.0% 46.5 0.8% 91% False False 9,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.1
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,171.0
2.618 6,125.3
1.618 6,097.3
1.000 6,080.0
0.618 6,069.3
HIGH 6,052.0
0.618 6,041.3
0.500 6,038.0
0.382 6,034.7
LOW 6,024.0
0.618 6,006.7
1.000 5,996.0
1.618 5,978.7
2.618 5,950.7
4.250 5,905.0
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 6,044.0 6,035.2
PP 6,041.0 6,023.3
S1 6,038.0 6,011.5

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

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