ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 5,990.0 6,002.0 12.0 0.2% 5,987.0
High 5,990.0 6,087.0 97.0 1.6% 6,131.0
Low 5,927.0 5,998.0 71.0 1.2% 5,873.0
Close 5,966.0 6,076.0 110.0 1.8% 5,976.0
Range 63.0 89.0 26.0 41.3% 258.0
ATR 92.6 94.6 2.0 2.2% 0.0
Volume 24,822 27,324 2,502 10.1% 177,151
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,320.7 6,287.3 6,125.0
R3 6,231.7 6,198.3 6,100.5
R2 6,142.7 6,142.7 6,092.3
R1 6,109.3 6,109.3 6,084.2 6,126.0
PP 6,053.7 6,053.7 6,053.7 6,062.0
S1 6,020.3 6,020.3 6,067.8 6,037.0
S2 5,964.7 5,964.7 6,059.7
S3 5,875.7 5,931.3 6,051.5
S4 5,786.7 5,842.3 6,027.1
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,767.3 6,629.7 6,117.9
R3 6,509.3 6,371.7 6,047.0
R2 6,251.3 6,251.3 6,023.3
R1 6,113.7 6,113.7 5,999.7 6,053.5
PP 5,993.3 5,993.3 5,993.3 5,963.3
S1 5,855.7 5,855.7 5,952.4 5,795.5
S2 5,735.3 5,735.3 5,928.7
S3 5,477.3 5,597.7 5,905.1
S4 5,219.3 5,339.7 5,834.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,087.0 5,860.0 227.0 3.7% 92.0 1.5% 95% True False 29,074
10 6,343.0 5,860.0 483.0 7.9% 97.9 1.6% 45% False False 32,299
20 6,452.0 5,860.0 592.0 9.7% 68.1 1.1% 36% False False 24,591
40 6,452.0 5,860.0 592.0 9.7% 61.1 1.0% 36% False False 27,587
60 6,452.0 5,860.0 592.0 9.7% 54.7 0.9% 36% False False 18,673
80 6,452.0 5,860.0 592.0 9.7% 45.4 0.7% 36% False False 14,025
100 6,452.0 5,860.0 592.0 9.7% 40.2 0.7% 36% False False 11,236
120 6,452.0 5,667.0 785.0 12.9% 35.8 0.6% 52% False False 9,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,465.3
2.618 6,320.0
1.618 6,231.0
1.000 6,176.0
0.618 6,142.0
HIGH 6,087.0
0.618 6,053.0
0.500 6,042.5
0.382 6,032.0
LOW 5,998.0
0.618 5,943.0
1.000 5,909.0
1.618 5,854.0
2.618 5,765.0
4.250 5,619.8
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 6,064.8 6,041.8
PP 6,053.7 6,007.7
S1 6,042.5 5,973.5

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

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