ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 6,089.0 6,006.0 -83.0 -1.4% 6,390.0
High 6,089.0 6,034.0 -55.0 -0.9% 6,427.0
Low 5,917.0 5,873.0 -44.0 -0.7% 6,050.0
Close 5,927.0 5,970.0 43.0 0.7% 6,064.0
Range 172.0 161.0 -11.0 -6.4% 377.0
ATR 85.2 90.6 5.4 6.4% 0.0
Volume 48,900 37,881 -11,019 -22.5% 117,389
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,442.0 6,367.0 6,058.6
R3 6,281.0 6,206.0 6,014.3
R2 6,120.0 6,120.0 5,999.5
R1 6,045.0 6,045.0 5,984.8 6,002.0
PP 5,959.0 5,959.0 5,959.0 5,937.5
S1 5,884.0 5,884.0 5,955.2 5,841.0
S2 5,798.0 5,798.0 5,940.5
S3 5,637.0 5,723.0 5,925.7
S4 5,476.0 5,562.0 5,881.5
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,311.3 7,064.7 6,271.4
R3 6,934.3 6,687.7 6,167.7
R2 6,557.3 6,557.3 6,133.1
R1 6,310.7 6,310.7 6,098.6 6,245.5
PP 6,180.3 6,180.3 6,180.3 6,147.8
S1 5,933.7 5,933.7 6,029.4 5,868.5
S2 5,803.3 5,803.3 5,994.9
S3 5,426.3 5,556.7 5,960.3
S4 5,049.3 5,179.7 5,856.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,133.0 5,873.0 260.0 4.4% 114.0 1.9% 37% False True 37,417
10 6,428.0 5,873.0 555.0 9.3% 81.0 1.4% 17% False True 28,232
20 6,452.0 5,873.0 579.0 9.7% 62.9 1.1% 17% False True 22,476
40 6,452.0 5,873.0 579.0 9.7% 58.9 1.0% 17% False True 25,227
60 6,452.0 5,873.0 579.0 9.7% 51.0 0.9% 17% False True 16,891
80 6,452.0 5,873.0 579.0 9.7% 41.6 0.7% 17% False True 12,691
100 6,452.0 5,784.0 668.0 11.2% 38.0 0.6% 28% False False 10,161
120 6,452.0 5,667.0 785.0 13.1% 33.9 0.6% 39% False False 8,488
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 8.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,718.3
2.618 6,455.5
1.618 6,294.5
1.000 6,195.0
0.618 6,133.5
HIGH 6,034.0
0.618 5,972.5
0.500 5,953.5
0.382 5,934.5
LOW 5,873.0
0.618 5,773.5
1.000 5,712.0
1.618 5,612.5
2.618 5,451.5
4.250 5,188.8
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 5,964.5 6,002.0
PP 5,959.0 5,991.3
S1 5,953.5 5,980.7

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

View Archives - Comment on this page... - Back to Index of Symbols