ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 5,955.0 5,986.0 31.0 0.5% 5,887.0
High 5,966.0 6,017.0 51.0 0.9% 5,964.0
Low 5,895.0 5,971.0 76.0 1.3% 5,775.0
Close 5,910.0 5,998.0 88.0 1.5% 5,876.0
Range 71.0 46.0 -25.0 -35.2% 189.0
ATR 71.9 74.4 2.5 3.5% 0.0
Volume 13,631 19,530 5,899 43.3% 188,094
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,133.3 6,111.7 6,023.3
R3 6,087.3 6,065.7 6,010.7
R2 6,041.3 6,041.3 6,006.4
R1 6,019.7 6,019.7 6,002.2 6,030.5
PP 5,995.3 5,995.3 5,995.3 6,000.8
S1 5,973.7 5,973.7 5,993.8 5,984.5
S2 5,949.3 5,949.3 5,989.6
S3 5,903.3 5,927.7 5,985.4
S4 5,857.3 5,881.7 5,972.7
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,438.7 6,346.3 5,980.0
R3 6,249.7 6,157.3 5,928.0
R2 6,060.7 6,060.7 5,910.7
R1 5,968.3 5,968.3 5,893.3 5,920.0
PP 5,871.7 5,871.7 5,871.7 5,847.5
S1 5,779.3 5,779.3 5,858.7 5,731.0
S2 5,682.7 5,682.7 5,841.4
S3 5,493.7 5,590.3 5,824.0
S4 5,304.7 5,401.3 5,772.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,017.0 5,851.0 166.0 2.8% 63.6 1.1% 89% True False 16,958
10 6,017.0 5,775.0 242.0 4.0% 64.5 1.1% 92% True False 28,613
20 6,086.0 5,665.0 421.0 7.0% 65.2 1.1% 79% False False 16,345
40 6,086.0 5,665.0 421.0 7.0% 45.3 0.8% 79% False False 8,280
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 14.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,212.5
2.618 6,137.4
1.618 6,091.4
1.000 6,063.0
0.618 6,045.4
HIGH 6,017.0
0.618 5,999.4
0.500 5,994.0
0.382 5,988.6
LOW 5,971.0
0.618 5,942.6
1.000 5,925.0
1.618 5,896.6
2.618 5,850.6
4.250 5,775.5
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 5,996.7 5,984.0
PP 5,995.3 5,970.0
S1 5,994.0 5,956.0

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

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