ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 6,198.0 6,247.0 49.0 0.8% 6,407.0
High 6,249.0 6,307.0 58.0 0.9% 6,428.0
Low 6,198.0 6,238.0 40.0 0.6% 6,198.0
Close 6,223.0 6,250.0 27.0 0.4% 6,223.0
Range 51.0 69.0 18.0 35.3% 230.0
ATR 74.2 74.9 0.7 0.9% 0.0
Volume 27,778 28,457 679 2.4% 116,191
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,472.0 6,430.0 6,288.0
R3 6,403.0 6,361.0 6,269.0
R2 6,334.0 6,334.0 6,262.7
R1 6,292.0 6,292.0 6,256.3 6,313.0
PP 6,265.0 6,265.0 6,265.0 6,275.5
S1 6,223.0 6,223.0 6,243.7 6,244.0
S2 6,196.0 6,196.0 6,237.4
S3 6,127.0 6,154.0 6,231.0
S4 6,058.0 6,085.0 6,212.1
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,973.0 6,828.0 6,349.5
R3 6,743.0 6,598.0 6,286.3
R2 6,513.0 6,513.0 6,265.2
R1 6,368.0 6,368.0 6,244.1 6,325.5
PP 6,283.0 6,283.0 6,283.0 6,261.8
S1 6,138.0 6,138.0 6,201.9 6,095.5
S2 6,053.0 6,053.0 6,180.8
S3 5,823.0 5,908.0 6,159.8
S4 5,593.0 5,678.0 6,096.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,413.0 6,198.0 215.0 3.4% 58.0 0.9% 24% False False 24,162
10 6,428.0 6,198.0 230.0 3.7% 58.2 0.9% 23% False False 23,100
20 6,428.0 6,198.0 230.0 3.7% 58.2 0.9% 23% False False 20,353
40 6,428.0 6,152.0 276.0 4.4% 58.2 0.9% 36% False False 19,197
60 6,428.0 5,834.0 594.0 9.5% 58.5 0.9% 70% False False 18,524
80 6,428.0 5,665.0 763.0 12.2% 57.1 0.9% 77% False False 16,643
100 6,428.0 5,656.0 772.0 12.4% 50.6 0.8% 77% False False 13,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,600.3
2.618 6,487.6
1.618 6,418.6
1.000 6,376.0
0.618 6,349.6
HIGH 6,307.0
0.618 6,280.6
0.500 6,272.5
0.382 6,264.4
LOW 6,238.0
0.618 6,195.4
1.000 6,169.0
1.618 6,126.4
2.618 6,057.4
4.250 5,944.8
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 6,272.5 6,263.0
PP 6,265.0 6,258.7
S1 6,257.5 6,254.3

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

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