ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 6,004.0 5,960.0 -44.0 -0.7% 5,894.0
High 6,004.0 6,021.0 17.0 0.3% 6,153.0
Low 5,912.0 5,960.0 48.0 0.8% 5,860.0
Close 5,934.0 5,996.0 62.0 1.0% 5,934.0
Range 92.0 61.0 -31.0 -33.7% 293.0
ATR 103.7 102.5 -1.2 -1.1% 0.0
Volume 32,554 27,712 -4,842 -14.9% 140,418
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,175.3 6,146.7 6,029.6
R3 6,114.3 6,085.7 6,012.8
R2 6,053.3 6,053.3 6,007.2
R1 6,024.7 6,024.7 6,001.6 6,039.0
PP 5,992.3 5,992.3 5,992.3 5,999.5
S1 5,963.7 5,963.7 5,990.4 5,978.0
S2 5,931.3 5,931.3 5,984.8
S3 5,870.3 5,902.7 5,979.2
S4 5,809.3 5,841.7 5,962.5
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 5,912.0 241.0 4.0% 73.4 1.2% 35% False False 27,587
10 6,153.0 5,860.0 293.0 4.9% 90.1 1.5% 46% False False 31,125
20 6,428.0 5,860.0 568.0 9.5% 71.6 1.2% 24% False False 26,385
40 6,452.0 5,860.0 592.0 9.9% 63.6 1.1% 23% False False 27,700
60 6,452.0 5,860.0 592.0 9.9% 56.7 0.9% 23% False False 20,083
80 6,452.0 5,860.0 592.0 9.9% 47.8 0.8% 23% False False 15,096
100 6,452.0 5,860.0 592.0 9.9% 41.8 0.7% 23% False False 12,092
120 6,452.0 5,667.0 785.0 13.1% 37.3 0.6% 42% False False 10,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 11.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,280.3
2.618 6,180.7
1.618 6,119.7
1.000 6,082.0
0.618 6,058.7
HIGH 6,021.0
0.618 5,997.7
0.500 5,990.5
0.382 5,983.3
LOW 5,960.0
0.618 5,922.3
1.000 5,899.0
1.618 5,861.3
2.618 5,800.3
4.250 5,700.8
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 5,994.2 6,032.5
PP 5,992.3 6,020.3
S1 5,990.5 6,008.2

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

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