ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 5,700.0 5,729.0 29.0 0.5% 5,960.0
High 5,750.0 5,780.0 30.0 0.5% 6,025.0
Low 5,535.0 5,584.0 49.0 0.9% 5,535.0
Close 5,700.0 5,585.0 -115.0 -2.0% 5,585.0
Range 215.0 196.0 -19.0 -8.8% 490.0
ATR 120.6 126.0 5.4 4.5% 0.0
Volume 56,569 49,037 -7,532 -13.3% 201,133
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,237.7 6,107.3 5,692.8
R3 6,041.7 5,911.3 5,638.9
R2 5,845.7 5,845.7 5,620.9
R1 5,715.3 5,715.3 5,603.0 5,682.5
PP 5,649.7 5,649.7 5,649.7 5,633.3
S1 5,519.3 5,519.3 5,567.0 5,486.5
S2 5,453.7 5,453.7 5,549.1
S3 5,257.7 5,323.3 5,531.1
S4 5,061.7 5,127.3 5,477.2
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,185.0 6,875.0 5,854.5
R3 6,695.0 6,385.0 5,719.8
R2 6,205.0 6,205.0 5,674.8
R1 5,895.0 5,895.0 5,629.9 5,805.0
PP 5,715.0 5,715.0 5,715.0 5,670.0
S1 5,405.0 5,405.0 5,540.1 5,315.0
S2 5,225.0 5,225.0 5,495.2
S3 4,735.0 4,915.0 5,450.3
S4 4,245.0 4,425.0 5,315.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,025.0 5,535.0 490.0 8.8% 144.0 2.6% 10% False False 40,226
10 6,153.0 5,535.0 618.0 11.1% 108.6 1.9% 8% False False 34,155
20 6,427.0 5,535.0 892.0 16.0% 97.4 1.7% 6% False False 31,804
40 6,452.0 5,535.0 917.0 16.4% 74.3 1.3% 5% False False 25,258
60 6,452.0 5,535.0 917.0 16.4% 64.9 1.2% 5% False False 22,967
80 6,452.0 5,535.0 917.0 16.4% 55.1 1.0% 5% False False 17,262
100 6,452.0 5,535.0 917.0 16.4% 48.0 0.9% 5% False False 13,825
120 6,452.0 5,535.0 917.0 16.4% 42.6 0.8% 5% False False 11,543
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 16.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,613.0
2.618 6,293.1
1.618 6,097.1
1.000 5,976.0
0.618 5,901.1
HIGH 5,780.0
0.618 5,705.1
0.500 5,682.0
0.382 5,658.9
LOW 5,584.0
0.618 5,462.9
1.000 5,388.0
1.618 5,266.9
2.618 5,070.9
4.250 4,751.0
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 5,682.0 5,710.0
PP 5,649.7 5,668.3
S1 5,617.3 5,626.7

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

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