ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 6,259.0 6,286.0 27.0 0.4% 6,181.0
High 6,263.0 6,323.0 60.0 1.0% 6,333.0
Low 6,214.0 6,270.0 56.0 0.9% 6,154.0
Close 6,239.0 6,283.0 44.0 0.7% 6,283.0
Range 49.0 53.0 4.0 8.2% 179.0
ATR 111.6 109.6 -2.0 -1.8% 0.0
Volume 15,627 50,432 34,805 222.7% 137,546
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,451.0 6,420.0 6,312.2
R3 6,398.0 6,367.0 6,297.6
R2 6,345.0 6,345.0 6,292.7
R1 6,314.0 6,314.0 6,287.9 6,303.0
PP 6,292.0 6,292.0 6,292.0 6,286.5
S1 6,261.0 6,261.0 6,278.1 6,250.0
S2 6,239.0 6,239.0 6,273.3
S3 6,186.0 6,208.0 6,268.4
S4 6,133.0 6,155.0 6,253.9
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,793.7 6,717.3 6,381.5
R3 6,614.7 6,538.3 6,332.2
R2 6,435.7 6,435.7 6,315.8
R1 6,359.3 6,359.3 6,299.4 6,397.5
PP 6,256.7 6,256.7 6,256.7 6,275.8
S1 6,180.3 6,180.3 6,266.6 6,218.5
S2 6,077.7 6,077.7 6,250.2
S3 5,898.7 6,001.3 6,233.8
S4 5,719.7 5,822.3 6,184.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,333.0 6,154.0 179.0 2.8% 72.2 1.1% 72% False False 27,509
10 6,366.0 6,135.0 231.0 3.7% 82.8 1.3% 64% False False 23,809
20 6,366.0 5,584.0 782.0 12.4% 94.1 1.5% 89% False False 27,286
40 6,428.0 5,535.0 893.0 14.2% 91.7 1.5% 84% False False 28,643
60 6,452.0 5,535.0 917.0 14.6% 78.4 1.2% 82% False False 25,393
80 6,452.0 5,535.0 917.0 14.6% 70.4 1.1% 82% False False 23,436
100 6,452.0 5,535.0 917.0 14.6% 61.1 1.0% 82% False False 18,777
120 6,452.0 5,535.0 917.0 14.6% 54.2 0.9% 82% False False 15,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,548.3
2.618 6,461.8
1.618 6,408.8
1.000 6,376.0
0.618 6,355.8
HIGH 6,323.0
0.618 6,302.8
0.500 6,296.5
0.382 6,290.2
LOW 6,270.0
0.618 6,237.2
1.000 6,217.0
1.618 6,184.2
2.618 6,131.2
4.250 6,044.8
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 6,296.5 6,279.3
PP 6,292.0 6,275.7
S1 6,287.5 6,272.0

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

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