ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 5,780.0 5,922.0 142.0 2.5% 5,960.0
High 5,927.0 5,997.0 70.0 1.2% 6,025.0
Low 5,751.0 5,864.0 113.0 2.0% 5,535.0
Close 5,902.0 5,968.0 66.0 1.1% 5,585.0
Range 176.0 133.0 -43.0 -24.4% 490.0
ATR 141.4 140.8 -0.6 -0.4% 0.0
Volume 44,316 33,442 -10,874 -24.5% 201,133
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,342.0 6,288.0 6,041.2
R3 6,209.0 6,155.0 6,004.6
R2 6,076.0 6,076.0 5,992.4
R1 6,022.0 6,022.0 5,980.2 6,049.0
PP 5,943.0 5,943.0 5,943.0 5,956.5
S1 5,889.0 5,889.0 5,955.8 5,916.0
S2 5,810.0 5,810.0 5,943.6
S3 5,677.0 5,756.0 5,931.4
S4 5,544.0 5,623.0 5,894.9
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 5,997.0 5,535.0 462.0 7.7% 170.2 2.9% 94% True False 44,689
10 6,153.0 5,535.0 618.0 10.4% 127.2 2.1% 70% False False 36,429
20 6,344.0 5,535.0 809.0 13.6% 109.5 1.8% 54% False False 34,059
40 6,452.0 5,535.0 917.0 15.4% 79.7 1.3% 47% False False 26,222
60 6,452.0 5,535.0 917.0 15.4% 68.9 1.2% 47% False False 24,252
80 6,452.0 5,535.0 917.0 15.4% 58.6 1.0% 47% False False 18,234
100 6,452.0 5,535.0 917.0 15.4% 50.1 0.8% 47% False False 14,602
120 6,452.0 5,535.0 917.0 15.4% 45.2 0.8% 47% False False 12,187
Crabel Price Patterns
NR True
NR4 True
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 22.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,562.3
2.618 6,345.2
1.618 6,212.2
1.000 6,130.0
0.618 6,079.2
HIGH 5,997.0
0.618 5,946.2
0.500 5,930.5
0.382 5,914.8
LOW 5,864.0
0.618 5,781.8
1.000 5,731.0
1.618 5,648.8
2.618 5,515.8
4.250 5,298.8
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 5,955.5 5,908.8
PP 5,943.0 5,849.7
S1 5,930.5 5,790.5

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

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