ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 6,369.0 6,395.0 26.0 0.4% 6,287.0
High 6,374.0 6,421.0 47.0 0.7% 6,393.0
Low 6,323.0 6,383.0 60.0 0.9% 6,277.0
Close 6,361.0 6,405.0 44.0 0.7% 6,361.0
Range 51.0 38.0 -13.0 -25.5% 116.0
ATR 65.7 65.3 -0.4 -0.6% 0.0
Volume 13,819 13,083 -736 -5.3% 87,141
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,517.0 6,499.0 6,425.9
R3 6,479.0 6,461.0 6,415.5
R2 6,441.0 6,441.0 6,412.0
R1 6,423.0 6,423.0 6,408.5 6,432.0
PP 6,403.0 6,403.0 6,403.0 6,407.5
S1 6,385.0 6,385.0 6,401.5 6,394.0
S2 6,365.0 6,365.0 6,398.0
S3 6,327.0 6,347.0 6,394.6
S4 6,289.0 6,309.0 6,384.1
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,691.7 6,642.3 6,424.8
R3 6,575.7 6,526.3 6,392.9
R2 6,459.7 6,459.7 6,382.3
R1 6,410.3 6,410.3 6,371.6 6,435.0
PP 6,343.7 6,343.7 6,343.7 6,356.0
S1 6,294.3 6,294.3 6,350.4 6,319.0
S2 6,227.7 6,227.7 6,339.7
S3 6,111.7 6,178.3 6,329.1
S4 5,995.7 6,062.3 6,297.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,421.0 6,296.0 125.0 2.0% 52.2 0.8% 87% True False 15,518
10 6,421.0 6,184.0 237.0 3.7% 58.4 0.9% 93% True False 20,152
20 6,426.0 6,182.0 244.0 3.8% 54.0 0.8% 91% False False 29,263
40 6,434.0 6,182.0 252.0 3.9% 46.5 0.7% 88% False False 14,759
60 6,434.0 6,150.0 284.0 4.4% 36.0 0.6% 90% False False 9,877
80 6,434.0 5,784.0 650.0 10.1% 32.8 0.5% 96% False False 7,419
100 6,434.0 5,667.0 767.0 12.0% 28.7 0.4% 96% False False 5,960
120 6,434.0 5,667.0 767.0 12.0% 24.5 0.4% 96% False False 4,967
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 11.0
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,582.5
2.618 6,520.5
1.618 6,482.5
1.000 6,459.0
0.618 6,444.5
HIGH 6,421.0
0.618 6,406.5
0.500 6,402.0
0.382 6,397.5
LOW 6,383.0
0.618 6,359.5
1.000 6,345.0
1.618 6,321.5
2.618 6,283.5
4.250 6,221.5
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 6,404.0 6,392.5
PP 6,403.0 6,380.0
S1 6,402.0 6,367.5

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

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