ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 6,138.0 6,004.0 -134.0 -2.2% 5,894.0
High 6,153.0 6,004.0 -149.0 -2.4% 6,153.0
Low 6,091.0 5,912.0 -179.0 -2.9% 5,860.0
Close 6,150.0 5,934.0 -216.0 -3.5% 5,934.0
Range 62.0 92.0 30.0 48.4% 293.0
ATR 93.3 103.7 10.3 11.1% 0.0
Volume 25,527 32,554 7,027 27.5% 140,418
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,226.0 6,172.0 5,984.6
R3 6,134.0 6,080.0 5,959.3
R2 6,042.0 6,042.0 5,950.9
R1 5,988.0 5,988.0 5,942.4 5,969.0
PP 5,950.0 5,950.0 5,950.0 5,940.5
S1 5,896.0 5,896.0 5,925.6 5,877.0
S2 5,858.0 5,858.0 5,917.1
S3 5,766.0 5,804.0 5,908.7
S4 5,674.0 5,712.0 5,883.4
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,861.3 6,690.7 6,095.2
R3 6,568.3 6,397.7 6,014.6
R2 6,275.3 6,275.3 5,987.7
R1 6,104.7 6,104.7 5,960.9 6,190.0
PP 5,982.3 5,982.3 5,982.3 6,025.0
S1 5,811.7 5,811.7 5,907.1 5,897.0
S2 5,689.3 5,689.3 5,880.3
S3 5,396.3 5,518.7 5,853.4
S4 5,103.3 5,225.7 5,772.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,153.0 5,860.0 293.0 4.9% 73.2 1.2% 25% False False 28,083
10 6,153.0 5,860.0 293.0 4.9% 94.0 1.6% 25% False False 31,756
20 6,428.0 5,860.0 568.0 9.6% 70.4 1.2% 13% False False 25,718
40 6,452.0 5,860.0 592.0 10.0% 63.0 1.1% 13% False False 28,256
60 6,452.0 5,860.0 592.0 10.0% 56.1 0.9% 13% False False 19,622
80 6,452.0 5,860.0 592.0 10.0% 47.2 0.8% 13% False False 14,750
100 6,452.0 5,860.0 592.0 10.0% 41.5 0.7% 13% False False 11,816
120 6,452.0 5,667.0 785.0 13.2% 36.8 0.6% 34% False False 9,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,395.0
2.618 6,244.9
1.618 6,152.9
1.000 6,096.0
0.618 6,060.9
HIGH 6,004.0
0.618 5,968.9
0.500 5,958.0
0.382 5,947.1
LOW 5,912.0
0.618 5,855.1
1.000 5,820.0
1.618 5,763.1
2.618 5,671.1
4.250 5,521.0
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 5,958.0 6,032.5
PP 5,950.0 5,999.7
S1 5,942.0 5,966.8

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

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