ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 6,332.0 6,331.0 -1.0 0.0% 6,396.0
High 6,344.0 6,343.0 -1.0 0.0% 6,428.0
Low 6,317.0 6,233.0 -84.0 -1.3% 6,315.0
Close 6,330.0 6,242.0 -88.0 -1.4% 6,424.0
Range 27.0 110.0 83.0 307.4% 113.0
ATR 63.1 66.4 3.4 5.3% 0.0
Volume 21,216 28,411 7,195 33.9% 79,408
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,602.7 6,532.3 6,302.5
R3 6,492.7 6,422.3 6,272.3
R2 6,382.7 6,382.7 6,262.2
R1 6,312.3 6,312.3 6,252.1 6,292.5
PP 6,272.7 6,272.7 6,272.7 6,262.8
S1 6,202.3 6,202.3 6,231.9 6,182.5
S2 6,162.7 6,162.7 6,221.8
S3 6,052.7 6,092.3 6,211.8
S4 5,942.7 5,982.3 6,181.5
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,728.0 6,689.0 6,486.2
R3 6,615.0 6,576.0 6,455.1
R2 6,502.0 6,502.0 6,444.7
R1 6,463.0 6,463.0 6,434.4 6,482.5
PP 6,389.0 6,389.0 6,389.0 6,398.8
S1 6,350.0 6,350.0 6,413.6 6,369.5
S2 6,276.0 6,276.0 6,403.3
S3 6,163.0 6,237.0 6,392.9
S4 6,050.0 6,124.0 6,361.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,428.0 6,233.0 195.0 3.1% 48.0 0.8% 5% False True 19,047
10 6,452.0 6,233.0 219.0 3.5% 44.7 0.7% 4% False True 18,058
20 6,452.0 6,233.0 219.0 3.5% 48.8 0.8% 4% False True 18,108
40 6,452.0 6,182.0 270.0 4.3% 48.4 0.8% 22% False False 20,587
60 6,452.0 6,150.0 302.0 4.8% 43.5 0.7% 30% False False 13,786
80 6,452.0 5,958.0 494.0 7.9% 36.5 0.6% 57% False False 10,358
100 6,452.0 5,667.0 785.0 12.6% 33.1 0.5% 73% False False 8,293
120 6,452.0 5,667.0 785.0 12.6% 29.4 0.5% 73% False False 6,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,810.5
2.618 6,631.0
1.618 6,521.0
1.000 6,453.0
0.618 6,411.0
HIGH 6,343.0
0.618 6,301.0
0.500 6,288.0
0.382 6,275.0
LOW 6,233.0
0.618 6,165.0
1.000 6,123.0
1.618 6,055.0
2.618 5,945.0
4.250 5,765.5
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 6,288.0 6,330.0
PP 6,272.7 6,300.7
S1 6,257.3 6,271.3

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

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