ASX SPI 200 Index Future September 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 6,309.0 6,337.0 28.0 0.4% 6,251.0
High 6,311.0 6,370.0 59.0 0.9% 6,314.0
Low 6,269.0 6,334.0 65.0 1.0% 6,182.0
Close 6,293.0 6,353.0 60.0 1.0% 6,293.0
Range 42.0 36.0 -6.0 -14.3% 132.0
ATR 61.8 62.9 1.1 1.8% 0.0
Volume 19,703 49,920 30,217 153.4% 43,221
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,460.3 6,442.7 6,372.8
R3 6,424.3 6,406.7 6,362.9
R2 6,388.3 6,388.3 6,359.6
R1 6,370.7 6,370.7 6,356.3 6,379.5
PP 6,352.3 6,352.3 6,352.3 6,356.8
S1 6,334.7 6,334.7 6,349.7 6,343.5
S2 6,316.3 6,316.3 6,346.4
S3 6,280.3 6,298.7 6,343.1
S4 6,244.3 6,262.7 6,333.2
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,659.0 6,608.0 6,365.6
R3 6,527.0 6,476.0 6,329.3
R2 6,395.0 6,395.0 6,317.2
R1 6,344.0 6,344.0 6,305.1 6,369.5
PP 6,263.0 6,263.0 6,263.0 6,275.8
S1 6,212.0 6,212.0 6,280.9 6,237.5
S2 6,131.0 6,131.0 6,268.8
S3 5,999.0 6,080.0 6,256.7
S4 5,867.0 5,948.0 6,220.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,370.0 6,182.0 188.0 3.0% 43.6 0.7% 91% True False 18,628
10 6,434.0 6,182.0 252.0 4.0% 42.2 0.7% 68% False False 9,526
20 6,434.0 6,182.0 252.0 4.0% 42.9 0.7% 68% False False 4,848
40 6,434.0 6,150.0 284.0 4.5% 31.9 0.5% 71% False False 2,491
60 6,434.0 5,903.0 531.0 8.4% 27.3 0.4% 85% False False 1,687
80 6,434.0 5,667.0 767.0 12.1% 24.1 0.4% 89% False False 1,297
100 6,434.0 5,667.0 767.0 12.1% 20.8 0.3% 89% False False 1,039
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 5.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,523.0
2.618 6,464.2
1.618 6,428.2
1.000 6,406.0
0.618 6,392.2
HIGH 6,370.0
0.618 6,356.2
0.500 6,352.0
0.382 6,347.8
LOW 6,334.0
0.618 6,311.8
1.000 6,298.0
1.618 6,275.8
2.618 6,239.8
4.250 6,181.0
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 6,352.7 6,336.3
PP 6,352.3 6,319.7
S1 6,352.0 6,303.0

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

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