ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 6,407.0 6,420.0 13.0 0.2% 6,300.0
High 6,434.0 6,420.0 -14.0 -0.2% 6,370.0
Low 6,399.0 6,395.0 -4.0 -0.1% 6,248.0
Close 6,416.0 6,404.0 -12.0 -0.2% 6,365.0
Range 35.0 25.0 -10.0 -28.6% 122.0
ATR 53.8 51.7 -2.1 -3.8% 0.0
Volume 98 314 216 220.4% 1,099
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,481.3 6,467.7 6,417.8
R3 6,456.3 6,442.7 6,410.9
R2 6,431.3 6,431.3 6,408.6
R1 6,417.7 6,417.7 6,406.3 6,412.0
PP 6,406.3 6,406.3 6,406.3 6,403.5
S1 6,392.7 6,392.7 6,401.7 6,387.0
S2 6,381.3 6,381.3 6,399.4
S3 6,356.3 6,367.7 6,397.1
S4 6,331.3 6,342.7 6,390.3
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,693.7 6,651.3 6,432.1
R3 6,571.7 6,529.3 6,398.6
R2 6,449.7 6,449.7 6,387.4
R1 6,407.3 6,407.3 6,376.2 6,428.5
PP 6,327.7 6,327.7 6,327.7 6,338.3
S1 6,285.3 6,285.3 6,353.8 6,306.5
S2 6,205.7 6,205.7 6,342.6
S3 6,083.7 6,163.3 6,331.5
S4 5,961.7 6,041.3 6,297.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,434.0 6,248.0 186.0 2.9% 37.2 0.6% 84% False False 202
10 6,434.0 6,245.0 189.0 3.0% 42.8 0.7% 84% False False 193
20 6,434.0 6,245.0 189.0 3.0% 34.9 0.5% 84% False False 197
40 6,434.0 6,119.0 315.0 4.9% 23.4 0.4% 90% False False 143
60 6,434.0 5,784.0 650.0 10.1% 23.4 0.4% 95% False False 110
80 6,434.0 5,667.0 767.0 12.0% 20.9 0.3% 96% False False 112
100 6,434.0 5,583.0 851.0 13.3% 17.4 0.3% 96% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 6,526.3
2.618 6,485.5
1.618 6,460.5
1.000 6,445.0
0.618 6,435.5
HIGH 6,420.0
0.618 6,410.5
0.500 6,407.5
0.382 6,404.6
LOW 6,395.0
0.618 6,379.6
1.000 6,370.0
1.618 6,354.6
2.618 6,329.6
4.250 6,288.8
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 6,407.5 6,400.5
PP 6,406.3 6,397.0
S1 6,405.2 6,393.5

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

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