ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 6,360.0 6,299.0 -61.0 -1.0% 6,326.0
High 6,378.0 6,330.0 -48.0 -0.8% 6,397.0
Low 6,321.0 6,284.0 -37.0 -0.6% 6,284.0
Close 6,375.0 6,303.0 -72.0 -1.1% 6,303.0
Range 57.0 46.0 -11.0 -19.3% 113.0
ATR 66.6 68.3 1.7 2.6% 0.0
Volume 14,589 17,737 3,148 21.6% 91,482
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 6,443.7 6,419.3 6,328.3
R3 6,397.7 6,373.3 6,315.7
R2 6,351.7 6,351.7 6,311.4
R1 6,327.3 6,327.3 6,307.2 6,339.5
PP 6,305.7 6,305.7 6,305.7 6,311.8
S1 6,281.3 6,281.3 6,298.8 6,293.5
S2 6,259.7 6,259.7 6,294.6
S3 6,213.7 6,235.3 6,290.4
S4 6,167.7 6,189.3 6,277.7
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 6,667.0 6,598.0 6,365.2
R3 6,554.0 6,485.0 6,334.1
R2 6,441.0 6,441.0 6,323.7
R1 6,372.0 6,372.0 6,313.4 6,350.0
PP 6,328.0 6,328.0 6,328.0 6,317.0
S1 6,259.0 6,259.0 6,292.6 6,237.0
S2 6,215.0 6,215.0 6,282.3
S3 6,102.0 6,146.0 6,271.9
S4 5,989.0 6,033.0 6,240.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,397.0 6,284.0 113.0 1.8% 62.0 1.0% 17% False True 18,296
10 6,397.0 6,152.0 245.0 3.9% 56.8 0.9% 62% False False 18,557
20 6,397.0 6,152.0 245.0 3.9% 60.9 1.0% 62% False False 18,190
40 6,397.0 5,775.0 622.0 9.9% 59.1 0.9% 85% False False 18,998
60 6,397.0 5,665.0 732.0 11.6% 56.5 0.9% 87% False False 15,162
80 6,397.0 5,656.0 741.0 11.8% 48.8 0.8% 87% False False 11,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 14.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,525.5
2.618 6,450.4
1.618 6,404.4
1.000 6,376.0
0.618 6,358.4
HIGH 6,330.0
0.618 6,312.4
0.500 6,307.0
0.382 6,301.6
LOW 6,284.0
0.618 6,255.6
1.000 6,238.0
1.618 6,209.6
2.618 6,163.6
4.250 6,088.5
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 6,307.0 6,340.5
PP 6,305.7 6,328.0
S1 6,304.3 6,315.5

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

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