ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 6,264.0 6,295.0 31.0 0.5% 6,348.0
High 6,286.0 6,310.0 24.0 0.4% 6,371.0
Low 6,246.0 6,241.0 -5.0 -0.1% 6,184.0
Close 6,275.0 6,278.0 3.0 0.0% 6,278.0
Range 40.0 69.0 29.0 72.5% 187.0
ATR 68.7 68.8 0.0 0.0% 0.0
Volume 23,021 26,418 3,397 14.8% 120,788
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,483.3 6,449.7 6,316.0
R3 6,414.3 6,380.7 6,297.0
R2 6,345.3 6,345.3 6,290.7
R1 6,311.7 6,311.7 6,284.3 6,294.0
PP 6,276.3 6,276.3 6,276.3 6,267.5
S1 6,242.7 6,242.7 6,271.7 6,225.0
S2 6,207.3 6,207.3 6,265.4
S3 6,138.3 6,173.7 6,259.0
S4 6,069.3 6,104.7 6,240.1
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,838.7 6,745.3 6,380.9
R3 6,651.7 6,558.3 6,329.4
R2 6,464.7 6,464.7 6,312.3
R1 6,371.3 6,371.3 6,295.1 6,324.5
PP 6,277.7 6,277.7 6,277.7 6,254.3
S1 6,184.3 6,184.3 6,260.9 6,137.5
S2 6,090.7 6,090.7 6,243.7
S3 5,903.7 5,997.3 6,226.6
S4 5,716.7 5,810.3 6,175.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,371.0 6,184.0 187.0 3.0% 64.2 1.0% 50% False False 24,157
10 6,426.0 6,184.0 242.0 3.9% 59.0 0.9% 39% False False 44,182
20 6,434.0 6,182.0 252.0 4.0% 49.7 0.8% 38% False False 24,370
40 6,434.0 6,182.0 252.0 4.0% 41.5 0.7% 38% False False 12,284
60 6,434.0 5,993.0 441.0 7.0% 32.6 0.5% 65% False False 8,215
80 6,434.0 5,784.0 650.0 10.4% 29.0 0.5% 76% False False 6,169
100 6,434.0 5,667.0 767.0 12.2% 26.1 0.4% 80% False False 4,958
120 6,434.0 5,533.0 901.0 14.4% 22.4 0.4% 83% False False 4,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,603.3
2.618 6,490.6
1.618 6,421.6
1.000 6,379.0
0.618 6,352.6
HIGH 6,310.0
0.618 6,283.6
0.500 6,275.5
0.382 6,267.4
LOW 6,241.0
0.618 6,198.4
1.000 6,172.0
1.618 6,129.4
2.618 6,060.4
4.250 5,947.8
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 6,277.2 6,267.7
PP 6,276.3 6,257.3
S1 6,275.5 6,247.0

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

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