ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 6,181.0 6,220.0 39.0 0.6% 6,124.0
High 6,211.0 6,238.0 27.0 0.4% 6,238.0
Low 6,161.0 6,153.0 -8.0 -0.1% 6,122.0
Close 6,207.0 6,174.0 -33.0 -0.5% 6,174.0
Range 50.0 85.0 35.0 70.0% 116.0
ATR 66.4 67.7 1.3 2.0% 0.0
Volume 14,294 18,258 3,964 27.7% 66,327
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,443.3 6,393.7 6,220.8
R3 6,358.3 6,308.7 6,197.4
R2 6,273.3 6,273.3 6,189.6
R1 6,223.7 6,223.7 6,181.8 6,206.0
PP 6,188.3 6,188.3 6,188.3 6,179.5
S1 6,138.7 6,138.7 6,166.2 6,121.0
S2 6,103.3 6,103.3 6,158.4
S3 6,018.3 6,053.7 6,150.6
S4 5,933.3 5,968.7 6,127.3
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,526.0 6,466.0 6,237.8
R3 6,410.0 6,350.0 6,205.9
R2 6,294.0 6,294.0 6,195.3
R1 6,234.0 6,234.0 6,184.6 6,264.0
PP 6,178.0 6,178.0 6,178.0 6,193.0
S1 6,118.0 6,118.0 6,163.4 6,148.0
S2 6,062.0 6,062.0 6,152.7
S3 5,946.0 6,002.0 6,142.1
S4 5,830.0 5,886.0 6,110.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,238.0 6,100.0 138.0 2.2% 55.4 0.9% 54% True False 15,242
10 6,238.0 5,941.0 297.0 4.8% 61.0 1.0% 78% True False 17,324
20 6,238.0 5,834.0 404.0 6.5% 59.0 1.0% 84% True False 17,180
40 6,238.0 5,665.0 573.0 9.3% 55.9 0.9% 89% True False 14,089
60 6,238.0 5,656.0 582.0 9.4% 45.5 0.7% 89% True False 9,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,599.3
2.618 6,460.5
1.618 6,375.5
1.000 6,323.0
0.618 6,290.5
HIGH 6,238.0
0.618 6,205.5
0.500 6,195.5
0.382 6,185.5
LOW 6,153.0
0.618 6,100.5
1.000 6,068.0
1.618 6,015.5
2.618 5,930.5
4.250 5,791.8
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 6,195.5 6,195.5
PP 6,188.3 6,188.3
S1 6,181.2 6,181.2

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

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