ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 5,960.0 6,014.0 54.0 0.9% 5,894.0
High 6,021.0 6,025.0 4.0 0.1% 6,153.0
Low 5,960.0 5,908.0 -52.0 -0.9% 5,860.0
Close 5,996.0 5,963.0 -33.0 -0.6% 5,934.0
Range 61.0 117.0 56.0 91.8% 293.0
ATR 102.5 103.5 1.0 1.0% 0.0
Volume 27,712 27,730 18 0.1% 140,418
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,316.3 6,256.7 6,027.4
R3 6,199.3 6,139.7 5,995.2
R2 6,082.3 6,082.3 5,984.5
R1 6,022.7 6,022.7 5,973.7 5,994.0
PP 5,965.3 5,965.3 5,965.3 5,951.0
S1 5,905.7 5,905.7 5,952.3 5,877.0
S2 5,848.3 5,848.3 5,941.6
S3 5,731.3 5,788.7 5,930.8
S4 5,614.3 5,671.7 5,898.7
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 5,908.0 245.0 4.1% 84.2 1.4% 22% False True 28,169
10 6,153.0 5,860.0 293.0 4.9% 96.4 1.6% 35% False False 30,779
20 6,428.0 5,860.0 568.0 9.5% 76.1 1.3% 18% False False 27,073
40 6,452.0 5,860.0 592.0 9.9% 64.7 1.1% 17% False False 25,495
60 6,452.0 5,860.0 592.0 9.9% 58.1 1.0% 17% False False 20,545
80 6,452.0 5,860.0 592.0 9.9% 48.5 0.8% 17% False False 15,442
100 6,452.0 5,860.0 592.0 9.9% 43.0 0.7% 17% False False 12,369
120 6,452.0 5,667.0 785.0 13.2% 38.3 0.6% 38% False False 10,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,522.3
2.618 6,331.3
1.618 6,214.3
1.000 6,142.0
0.618 6,097.3
HIGH 6,025.0
0.618 5,980.3
0.500 5,966.5
0.382 5,952.7
LOW 5,908.0
0.618 5,835.7
1.000 5,791.0
1.618 5,718.7
2.618 5,601.7
4.250 5,410.8
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 5,966.5 5,966.5
PP 5,965.3 5,965.3
S1 5,964.2 5,964.2

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

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