ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 5,922.0 5,950.0 28.0 0.5% 5,960.0
High 5,997.0 6,046.0 49.0 0.8% 6,025.0
Low 5,864.0 5,932.0 68.0 1.2% 5,535.0
Close 5,968.0 6,020.0 52.0 0.9% 5,585.0
Range 133.0 114.0 -19.0 -14.3% 490.0
ATR 140.8 138.9 -1.9 -1.4% 0.0
Volume 33,442 25,758 -7,684 -23.0% 201,133
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,341.3 6,294.7 6,082.7
R3 6,227.3 6,180.7 6,051.4
R2 6,113.3 6,113.3 6,040.9
R1 6,066.7 6,066.7 6,030.5 6,090.0
PP 5,999.3 5,999.3 5,999.3 6,011.0
S1 5,952.7 5,952.7 6,009.6 5,976.0
S2 5,885.3 5,885.3 5,999.1
S3 5,771.3 5,838.7 5,988.7
S4 5,657.3 5,724.7 5,957.3
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 6,046.0 5,535.0 511.0 8.5% 166.8 2.8% 95% True False 41,824
10 6,153.0 5,535.0 618.0 10.3% 129.7 2.2% 78% False False 36,273
20 6,343.0 5,535.0 808.0 13.4% 113.8 1.9% 60% False False 34,286
40 6,452.0 5,535.0 917.0 15.2% 79.6 1.3% 53% False False 26,062
60 6,452.0 5,535.0 917.0 15.2% 69.6 1.2% 53% False False 24,680
80 6,452.0 5,535.0 917.0 15.2% 60.0 1.0% 53% False False 18,556
100 6,452.0 5,535.0 917.0 15.2% 51.1 0.8% 53% False False 14,860
120 6,452.0 5,535.0 917.0 15.2% 45.8 0.8% 53% False False 12,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,530.5
2.618 6,344.5
1.618 6,230.5
1.000 6,160.0
0.618 6,116.5
HIGH 6,046.0
0.618 6,002.5
0.500 5,989.0
0.382 5,975.5
LOW 5,932.0
0.618 5,861.5
1.000 5,818.0
1.618 5,747.5
2.618 5,633.5
4.250 5,447.5
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 6,009.7 5,979.5
PP 5,999.3 5,939.0
S1 5,989.0 5,898.5

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

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