ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 6,303.0 6,330.0 27.0 0.4% 6,247.0
High 6,306.0 6,364.0 58.0 0.9% 6,307.0
Low 6,264.0 6,329.0 65.0 1.0% 6,173.0
Close 6,287.0 6,347.0 60.0 1.0% 6,287.0
Range 42.0 35.0 -7.0 -16.7% 134.0
ATR 73.1 73.4 0.3 0.4% 0.0
Volume 32,064 61,514 29,450 91.8% 114,722
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,451.7 6,434.3 6,366.3
R3 6,416.7 6,399.3 6,356.6
R2 6,381.7 6,381.7 6,353.4
R1 6,364.3 6,364.3 6,350.2 6,373.0
PP 6,346.7 6,346.7 6,346.7 6,351.0
S1 6,329.3 6,329.3 6,343.8 6,338.0
S2 6,311.7 6,311.7 6,340.6
S3 6,276.7 6,294.3 6,337.4
S4 6,241.7 6,259.3 6,327.8
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,657.7 6,606.3 6,360.7
R3 6,523.7 6,472.3 6,323.9
R2 6,389.7 6,389.7 6,311.6
R1 6,338.3 6,338.3 6,299.3 6,364.0
PP 6,255.7 6,255.7 6,255.7 6,268.5
S1 6,204.3 6,204.3 6,274.7 6,230.0
S2 6,121.7 6,121.7 6,262.4
S3 5,987.7 6,070.3 6,250.2
S4 5,853.7 5,936.3 6,213.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,364.0 6,173.0 191.0 3.0% 44.2 0.7% 91% True False 35,247
10 6,428.0 6,173.0 255.0 4.0% 48.1 0.8% 68% False False 29,242
20 6,428.0 6,173.0 255.0 4.0% 54.0 0.9% 68% False False 24,402
40 6,428.0 6,152.0 276.0 4.3% 55.3 0.9% 71% False False 21,055
60 6,428.0 5,895.0 533.0 8.4% 56.5 0.9% 85% False False 19,738
80 6,428.0 5,665.0 763.0 12.0% 57.8 0.9% 89% False False 18,483
100 6,428.0 5,665.0 763.0 12.0% 51.4 0.8% 89% False False 14,830
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 10.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,512.8
2.618 6,455.6
1.618 6,420.6
1.000 6,399.0
0.618 6,385.6
HIGH 6,364.0
0.618 6,350.6
0.500 6,346.5
0.382 6,342.4
LOW 6,329.0
0.618 6,307.4
1.000 6,294.0
1.618 6,272.4
2.618 6,237.4
4.250 6,180.3
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 6,346.8 6,330.2
PP 6,346.7 6,313.3
S1 6,346.5 6,296.5

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

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