ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 28-May-2007
Day Change Summary
Previous Current
25-May-2007 28-May-2007 Change Change % Previous Week
Open 6,245.0 6,300.0 55.0 0.9% 6,397.0
High 6,285.0 6,300.0 15.0 0.2% 6,408.0
Low 6,245.0 6,271.0 26.0 0.4% 6,245.0
Close 6,277.0 6,279.0 2.0 0.0% 6,277.0
Range 40.0 29.0 -11.0 -27.5% 163.0
ATR 48.7 47.3 -1.4 -2.9% 0.0
Volume 216 457 241 111.6% 601
Daily Pivots for day following 28-May-2007
Classic Woodie Camarilla DeMark
R4 6,370.3 6,353.7 6,295.0
R3 6,341.3 6,324.7 6,287.0
R2 6,312.3 6,312.3 6,284.3
R1 6,295.7 6,295.7 6,281.7 6,289.5
PP 6,283.3 6,283.3 6,283.3 6,280.3
S1 6,266.7 6,266.7 6,276.3 6,260.5
S2 6,254.3 6,254.3 6,273.7
S3 6,225.3 6,237.7 6,271.0
S4 6,196.3 6,208.7 6,263.1
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 6,799.0 6,701.0 6,366.7
R3 6,636.0 6,538.0 6,321.8
R2 6,473.0 6,473.0 6,306.9
R1 6,375.0 6,375.0 6,291.9 6,342.5
PP 6,310.0 6,310.0 6,310.0 6,293.8
S1 6,212.0 6,212.0 6,262.1 6,179.5
S2 6,147.0 6,147.0 6,247.1
S3 5,984.0 6,049.0 6,232.2
S4 5,821.0 5,886.0 6,187.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,405.0 6,245.0 160.0 2.5% 40.8 0.6% 21% False False 207
10 6,408.0 6,245.0 163.0 2.6% 35.7 0.6% 21% False False 232
20 6,408.0 6,150.0 258.0 4.1% 27.7 0.4% 50% False False 182
40 6,408.0 5,958.0 450.0 7.2% 21.8 0.3% 71% False False 129
60 6,408.0 5,667.0 741.0 11.8% 21.5 0.3% 83% False False 122
80 6,408.0 5,667.0 741.0 11.8% 18.2 0.3% 83% False False 100
100 6,408.0 5,533.0 875.0 13.9% 15.5 0.2% 85% False False 82
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 2.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,423.3
2.618 6,375.9
1.618 6,346.9
1.000 6,329.0
0.618 6,317.9
HIGH 6,300.0
0.618 6,288.9
0.500 6,285.5
0.382 6,282.1
LOW 6,271.0
0.618 6,253.1
1.000 6,242.0
1.618 6,224.1
2.618 6,195.1
4.250 6,147.8
Fisher Pivots for day following 28-May-2007
Pivot 1 day 3 day
R1 6,285.5 6,295.0
PP 6,283.3 6,289.7
S1 6,281.2 6,284.3

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

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