ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 6,251.0 6,192.0 -59.0 -0.9% 6,407.0
High 6,314.0 6,217.0 -97.0 -1.5% 6,434.0
Low 6,246.0 6,182.0 -64.0 -1.0% 6,209.0
Close 6,257.0 6,200.0 -57.0 -0.9% 6,227.0
Range 68.0 35.0 -33.0 -48.5% 225.0
ATR 61.6 62.6 1.0 1.5% 0.0
Volume 4,597 7,288 2,691 58.5% 2,127
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,304.7 6,287.3 6,219.3
R3 6,269.7 6,252.3 6,209.6
R2 6,234.7 6,234.7 6,206.4
R1 6,217.3 6,217.3 6,203.2 6,226.0
PP 6,199.7 6,199.7 6,199.7 6,204.0
S1 6,182.3 6,182.3 6,196.8 6,191.0
S2 6,164.7 6,164.7 6,193.6
S3 6,129.7 6,147.3 6,190.4
S4 6,094.7 6,112.3 6,180.8
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,965.0 6,821.0 6,350.8
R3 6,740.0 6,596.0 6,288.9
R2 6,515.0 6,515.0 6,268.3
R1 6,371.0 6,371.0 6,247.6 6,330.5
PP 6,290.0 6,290.0 6,290.0 6,269.8
S1 6,146.0 6,146.0 6,206.4 6,105.5
S2 6,065.0 6,065.0 6,185.8
S3 5,840.0 5,921.0 6,165.1
S4 5,615.0 5,696.0 6,103.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,377.0 6,182.0 195.0 3.1% 49.4 0.8% 9% False True 2,720
10 6,434.0 6,182.0 252.0 4.1% 43.3 0.7% 7% False True 1,461
20 6,434.0 6,182.0 252.0 4.1% 41.7 0.7% 7% False True 846
40 6,434.0 6,150.0 284.0 4.6% 29.6 0.5% 18% False False 464
60 6,434.0 5,862.0 572.0 9.2% 26.2 0.4% 59% False False 335
80 6,434.0 5,667.0 767.0 12.4% 23.1 0.4% 69% False False 282
100 6,434.0 5,667.0 767.0 12.4% 19.7 0.3% 69% False False 227
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 4.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,365.8
2.618 6,308.6
1.618 6,273.6
1.000 6,252.0
0.618 6,238.6
HIGH 6,217.0
0.618 6,203.6
0.500 6,199.5
0.382 6,195.4
LOW 6,182.0
0.618 6,160.4
1.000 6,147.0
1.618 6,125.4
2.618 6,090.4
4.250 6,033.3
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 6,199.8 6,248.0
PP 6,199.7 6,232.0
S1 6,199.5 6,216.0

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

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