ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 6,268.0 6,238.0 -30.0 -0.5% 6,204.0
High 6,286.0 6,262.0 -24.0 -0.4% 6,299.0
Low 6,186.0 6,199.0 13.0 0.2% 6,175.0
Close 6,237.0 6,203.0 -34.0 -0.5% 6,228.0
Range 100.0 63.0 -37.0 -37.0% 124.0
ATR 70.7 70.1 -0.5 -0.8% 0.0
Volume 21,652 16,672 -4,980 -23.0% 90,617
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,410.3 6,369.7 6,237.7
R3 6,347.3 6,306.7 6,220.3
R2 6,284.3 6,284.3 6,214.6
R1 6,243.7 6,243.7 6,208.8 6,232.5
PP 6,221.3 6,221.3 6,221.3 6,215.8
S1 6,180.7 6,180.7 6,197.2 6,169.5
S2 6,158.3 6,158.3 6,191.5
S3 6,095.3 6,117.7 6,185.7
S4 6,032.3 6,054.7 6,168.4
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,606.0 6,541.0 6,296.2
R3 6,482.0 6,417.0 6,262.1
R2 6,358.0 6,358.0 6,250.7
R1 6,293.0 6,293.0 6,239.4 6,325.5
PP 6,234.0 6,234.0 6,234.0 6,250.3
S1 6,169.0 6,169.0 6,216.6 6,201.5
S2 6,110.0 6,110.0 6,205.3
S3 5,986.0 6,045.0 6,193.9
S4 5,862.0 5,921.0 6,159.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,299.0 6,175.0 124.0 2.0% 69.0 1.1% 23% False False 19,074
10 6,299.0 6,153.0 146.0 2.4% 64.6 1.0% 34% False False 17,996
20 6,299.0 5,941.0 358.0 5.8% 60.8 1.0% 73% False False 17,501
40 6,299.0 5,665.0 634.0 10.2% 63.6 1.0% 85% False False 17,269
60 6,299.0 5,665.0 634.0 10.2% 50.9 0.8% 85% False False 11,593
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,529.8
2.618 6,426.9
1.618 6,363.9
1.000 6,325.0
0.618 6,300.9
HIGH 6,262.0
0.618 6,237.9
0.500 6,230.5
0.382 6,223.1
LOW 6,199.0
0.618 6,160.1
1.000 6,136.0
1.618 6,097.1
2.618 6,034.1
4.250 5,931.3
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 6,230.5 6,236.0
PP 6,221.3 6,225.0
S1 6,212.2 6,214.0

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

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