ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 6,007.0 6,011.0 4.0 0.1% 6,040.0
High 6,052.0 6,033.0 -19.0 -0.3% 6,052.0
Low 6,007.0 5,941.0 -66.0 -1.1% 5,950.0
Close 6,034.0 5,959.0 -75.0 -1.2% 6,034.0
Range 45.0 92.0 47.0 104.4% 102.0
ATR 66.8 68.7 1.9 2.8% 0.0
Volume 17,371 21,568 4,197 24.2% 81,154
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,253.7 6,198.3 6,009.6
R3 6,161.7 6,106.3 5,984.3
R2 6,069.7 6,069.7 5,975.9
R1 6,014.3 6,014.3 5,967.4 5,996.0
PP 5,977.7 5,977.7 5,977.7 5,968.5
S1 5,922.3 5,922.3 5,950.6 5,904.0
S2 5,885.7 5,885.7 5,942.1
S3 5,793.7 5,830.3 5,933.7
S4 5,701.7 5,738.3 5,908.4
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,318.0 6,278.0 6,090.1
R3 6,216.0 6,176.0 6,062.1
R2 6,114.0 6,114.0 6,052.7
R1 6,074.0 6,074.0 6,043.4 6,043.0
PP 6,012.0 6,012.0 6,012.0 5,996.5
S1 5,972.0 5,972.0 6,024.7 5,941.0
S2 5,910.0 5,910.0 6,015.3
S3 5,808.0 5,870.0 6,006.0
S4 5,706.0 5,768.0 5,977.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,052.0 5,941.0 111.0 1.9% 60.6 1.0% 16% False True 17,425
10 6,052.0 5,895.0 157.0 2.6% 55.8 0.9% 41% False False 16,825
20 6,052.0 5,670.0 382.0 6.4% 61.9 1.0% 76% False False 21,921
40 6,086.0 5,665.0 421.0 7.1% 50.3 0.8% 70% False False 11,193
60 6,086.0 5,541.0 545.0 9.1% 42.2 0.7% 77% False False 7,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,424.0
2.618 6,273.9
1.618 6,181.9
1.000 6,125.0
0.618 6,089.9
HIGH 6,033.0
0.618 5,997.9
0.500 5,987.0
0.382 5,976.1
LOW 5,941.0
0.618 5,884.1
1.000 5,849.0
1.618 5,792.1
2.618 5,700.1
4.250 5,550.0
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 5,987.0 5,996.5
PP 5,977.7 5,984.0
S1 5,968.3 5,971.5

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

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