ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 6,201.0 6,268.0 67.0 1.1% 6,204.0
High 6,240.0 6,286.0 46.0 0.7% 6,299.0
Low 6,200.0 6,186.0 -14.0 -0.2% 6,175.0
Close 6,228.0 6,237.0 9.0 0.1% 6,228.0
Range 40.0 100.0 60.0 150.0% 124.0
ATR 68.4 70.7 2.3 3.3% 0.0
Volume 17,162 21,652 4,490 26.2% 90,617
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,536.3 6,486.7 6,292.0
R3 6,436.3 6,386.7 6,264.5
R2 6,336.3 6,336.3 6,255.3
R1 6,286.7 6,286.7 6,246.2 6,261.5
PP 6,236.3 6,236.3 6,236.3 6,223.8
S1 6,186.7 6,186.7 6,227.8 6,161.5
S2 6,136.3 6,136.3 6,218.7
S3 6,036.3 6,086.7 6,209.5
S4 5,936.3 5,986.7 6,182.0
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,606.0 6,541.0 6,296.2
R3 6,482.0 6,417.0 6,262.1
R2 6,358.0 6,358.0 6,250.7
R1 6,293.0 6,293.0 6,239.4 6,325.5
PP 6,234.0 6,234.0 6,234.0 6,250.3
S1 6,169.0 6,169.0 6,216.6 6,201.5
S2 6,110.0 6,110.0 6,205.3
S3 5,986.0 6,045.0 6,193.9
S4 5,862.0 5,921.0 6,159.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,299.0 6,175.0 124.0 2.0% 70.8 1.1% 50% False False 19,181
10 6,299.0 6,122.0 177.0 2.8% 65.7 1.1% 65% False False 17,859
20 6,299.0 5,941.0 358.0 5.7% 60.0 1.0% 83% False False 17,386
40 6,299.0 5,665.0 634.0 10.2% 62.6 1.0% 90% False False 16,866
60 6,299.0 5,665.0 634.0 10.2% 50.2 0.8% 90% False False 11,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 6,711.0
2.618 6,547.8
1.618 6,447.8
1.000 6,386.0
0.618 6,347.8
HIGH 6,286.0
0.618 6,247.8
0.500 6,236.0
0.382 6,224.2
LOW 6,186.0
0.618 6,124.2
1.000 6,086.0
1.618 6,024.2
2.618 5,924.2
4.250 5,761.0
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 6,236.7 6,234.8
PP 6,236.3 6,232.7
S1 6,236.0 6,230.5

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

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