ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 6,325.0 6,348.0 23.0 0.4% 6,326.0
High 6,334.0 6,401.0 67.0 1.1% 6,397.0
Low 6,275.0 6,335.0 60.0 1.0% 6,284.0
Close 6,307.0 6,394.0 87.0 1.4% 6,303.0
Range 59.0 66.0 7.0 11.9% 113.0
ATR 68.8 70.6 1.8 2.6% 0.0
Volume 16,781 16,696 -85 -0.5% 91,482
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 6,574.7 6,550.3 6,430.3
R3 6,508.7 6,484.3 6,412.2
R2 6,442.7 6,442.7 6,406.1
R1 6,418.3 6,418.3 6,400.1 6,430.5
PP 6,376.7 6,376.7 6,376.7 6,382.8
S1 6,352.3 6,352.3 6,388.0 6,364.5
S2 6,310.7 6,310.7 6,381.9
S3 6,244.7 6,286.3 6,375.9
S4 6,178.7 6,220.3 6,357.7
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 6,667.0 6,598.0 6,365.2
R3 6,554.0 6,485.0 6,334.1
R2 6,441.0 6,441.0 6,323.7
R1 6,372.0 6,372.0 6,313.4 6,350.0
PP 6,328.0 6,328.0 6,328.0 6,317.0
S1 6,259.0 6,259.0 6,292.6 6,237.0
S2 6,215.0 6,215.0 6,282.3
S3 6,102.0 6,146.0 6,271.9
S4 5,989.0 6,033.0 6,240.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,401.0 6,275.0 126.0 2.0% 50.6 0.8% 94% True False 16,726
10 6,401.0 6,275.0 126.0 2.0% 55.9 0.9% 94% True False 17,331
20 6,401.0 6,152.0 249.0 3.9% 58.0 0.9% 97% True False 18,008
40 6,401.0 5,895.0 506.0 7.9% 57.8 0.9% 99% True False 17,452
60 6,401.0 5,665.0 736.0 11.5% 58.3 0.9% 99% True False 16,242
80 6,401.0 5,665.0 736.0 11.5% 50.1 0.8% 99% True False 12,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,681.5
2.618 6,573.8
1.618 6,507.8
1.000 6,467.0
0.618 6,441.8
HIGH 6,401.0
0.618 6,375.8
0.500 6,368.0
0.382 6,360.2
LOW 6,335.0
0.618 6,294.2
1.000 6,269.0
1.618 6,228.2
2.618 6,162.2
4.250 6,054.5
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 6,385.3 6,375.3
PP 6,376.7 6,356.7
S1 6,368.0 6,338.0

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

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