ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 5,997.0 6,105.0 108.0 1.8% 6,040.0
High 6,074.0 6,147.0 73.0 1.2% 6,052.0
Low 5,980.0 6,105.0 125.0 2.1% 5,950.0
Close 6,074.0 6,121.0 47.0 0.8% 6,034.0
Range 94.0 42.0 -52.0 -55.3% 102.0
ATR 72.0 72.1 0.1 0.1% 0.0
Volume 21,634 20,531 -1,103 -5.1% 81,154
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,250.3 6,227.7 6,144.1
R3 6,208.3 6,185.7 6,132.6
R2 6,166.3 6,166.3 6,128.7
R1 6,143.7 6,143.7 6,124.9 6,155.0
PP 6,124.3 6,124.3 6,124.3 6,130.0
S1 6,101.7 6,101.7 6,117.2 6,113.0
S2 6,082.3 6,082.3 6,113.3
S3 6,040.3 6,059.7 6,109.5
S4 5,998.3 6,017.7 6,097.9
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 6,147.0 5,941.0 206.0 3.4% 66.6 1.1% 87% True False 19,407
10 6,147.0 5,941.0 206.0 3.4% 56.0 0.9% 87% True False 17,878
20 6,147.0 5,775.0 372.0 6.1% 60.5 1.0% 93% True False 23,327
40 6,147.0 5,665.0 482.0 7.9% 52.2 0.9% 95% True False 12,241
60 6,147.0 5,560.0 587.0 9.6% 42.7 0.7% 96% True False 8,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 10.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,325.5
2.618 6,257.0
1.618 6,215.0
1.000 6,189.0
0.618 6,173.0
HIGH 6,147.0
0.618 6,131.0
0.500 6,126.0
0.382 6,121.0
LOW 6,105.0
0.618 6,079.0
1.000 6,063.0
1.618 6,037.0
2.618 5,995.0
4.250 5,926.5
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 6,126.0 6,095.3
PP 6,124.3 6,069.7
S1 6,122.7 6,044.0

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

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