ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 5,914.0 5,917.0 3.0 0.1% 5,750.0
High 5,914.0 5,917.0 3.0 0.1% 5,895.0
Low 5,914.0 5,917.0 3.0 0.1% 5,667.0
Close 5,940.0 5,901.0 -39.0 -0.7% 5,855.0
Range
ATR 51.2 49.2 -2.0 -3.9% 0.0
Volume 2 5 3 150.0% 193
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 5,911.7 5,906.3 5,901.0
R3 5,911.7 5,906.3 5,901.0
R2 5,911.7 5,911.7 5,901.0
R1 5,906.3 5,906.3 5,901.0 5,909.0
PP 5,911.7 5,911.7 5,911.7 5,913.0
S1 5,906.3 5,906.3 5,901.0 5,909.0
S2 5,911.7 5,911.7 5,901.0
S3 5,911.7 5,906.3 5,901.0
S4 5,911.7 5,906.3 5,901.0
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,489.7 6,400.3 5,980.4
R3 6,261.7 6,172.3 5,917.7
R2 6,033.7 6,033.7 5,896.8
R1 5,944.3 5,944.3 5,875.9 5,989.0
PP 5,805.7 5,805.7 5,805.7 5,828.0
S1 5,716.3 5,716.3 5,834.1 5,761.0
S2 5,577.7 5,577.7 5,813.2
S3 5,349.7 5,488.3 5,792.3
S4 5,121.7 5,260.3 5,729.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,917.0 5,857.0 60.0 1.0% 0.0 0.0% 73% True False 37
10 5,917.0 5,667.0 250.0 4.2% 14.6 0.2% 94% True False 224
20 6,073.0 5,667.0 406.0 6.9% 12.0 0.2% 58% False False 121
40 6,073.0 5,667.0 406.0 6.9% 8.0 0.1% 58% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 5,917.0
2.618 5,917.0
1.618 5,917.0
1.000 5,917.0
0.618 5,917.0
HIGH 5,917.0
0.618 5,917.0
0.500 5,917.0
0.382 5,917.0
LOW 5,917.0
0.618 5,917.0
1.000 5,917.0
1.618 5,917.0
2.618 5,917.0
4.250 5,917.0
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 5,917.0 5,906.0
PP 5,911.7 5,904.3
S1 5,906.3 5,902.7

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

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