ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 6,006.0 6,015.0 9.0 0.1% 5,987.0
High 6,034.0 6,035.0 1.0 0.0% 6,131.0
Low 5,873.0 5,948.0 75.0 1.3% 5,873.0
Close 5,970.0 5,976.0 6.0 0.1% 5,976.0
Range 161.0 87.0 -74.0 -46.0% 258.0
ATR 90.6 90.3 -0.3 -0.3% 0.0
Volume 37,881 25,156 -12,725 -33.6% 177,151
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,247.3 6,198.7 6,023.9
R3 6,160.3 6,111.7 5,999.9
R2 6,073.3 6,073.3 5,992.0
R1 6,024.7 6,024.7 5,984.0 6,005.5
PP 5,986.3 5,986.3 5,986.3 5,976.8
S1 5,937.7 5,937.7 5,968.0 5,918.5
S2 5,899.3 5,899.3 5,960.1
S3 5,812.3 5,850.7 5,952.1
S4 5,725.3 5,763.7 5,928.2
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,767.3 6,629.7 6,117.9
R3 6,509.3 6,371.7 6,047.0
R2 6,251.3 6,251.3 6,023.3
R1 6,113.7 6,113.7 5,999.7 6,053.5
PP 5,993.3 5,993.3 5,993.3 5,963.3
S1 5,855.7 5,855.7 5,952.4 5,795.5
S2 5,735.3 5,735.3 5,928.7
S3 5,477.3 5,597.7 5,905.1
S4 5,219.3 5,339.7 5,834.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,131.0 5,873.0 258.0 4.3% 114.8 1.9% 40% False False 35,430
10 6,427.0 5,873.0 554.0 9.3% 86.2 1.4% 19% False False 29,454
20 6,452.0 5,873.0 579.0 9.7% 64.7 1.1% 18% False False 23,042
40 6,452.0 5,873.0 579.0 9.7% 59.5 1.0% 18% False False 25,844
60 6,452.0 5,873.0 579.0 9.7% 51.9 0.9% 18% False False 17,302
80 6,452.0 5,873.0 579.0 9.7% 42.7 0.7% 18% False False 13,006
100 6,452.0 5,784.0 668.0 11.2% 38.8 0.6% 29% False False 10,413
120 6,452.0 5,667.0 785.0 13.1% 34.4 0.6% 39% False False 8,698
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 9.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,404.8
2.618 6,262.8
1.618 6,175.8
1.000 6,122.0
0.618 6,088.8
HIGH 6,035.0
0.618 6,001.8
0.500 5,991.5
0.382 5,981.2
LOW 5,948.0
0.618 5,894.2
1.000 5,861.0
1.618 5,807.2
2.618 5,720.2
4.250 5,578.3
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 5,991.5 5,981.0
PP 5,986.3 5,979.3
S1 5,981.2 5,977.7

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

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