ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 6,370.0 6,390.0 20.0 0.3% 6,368.0
High 6,375.0 6,405.0 30.0 0.5% 6,401.0
Low 6,313.0 6,368.0 55.0 0.9% 6,275.0
Close 6,337.0 6,369.0 32.0 0.5% 6,337.0
Range 62.0 37.0 -25.0 -40.3% 126.0
ATR 71.4 71.1 -0.2 -0.3% 0.0
Volume 16,160 16,602 442 2.7% 82,054
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 6,491.7 6,467.3 6,389.4
R3 6,454.7 6,430.3 6,379.2
R2 6,417.7 6,417.7 6,375.8
R1 6,393.3 6,393.3 6,372.4 6,387.0
PP 6,380.7 6,380.7 6,380.7 6,377.5
S1 6,356.3 6,356.3 6,365.6 6,350.0
S2 6,343.7 6,343.7 6,362.2
S3 6,306.7 6,319.3 6,358.8
S4 6,269.7 6,282.3 6,348.7
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 6,715.7 6,652.3 6,406.3
R3 6,589.7 6,526.3 6,371.7
R2 6,463.7 6,463.7 6,360.1
R1 6,400.3 6,400.3 6,348.6 6,369.0
PP 6,337.7 6,337.7 6,337.7 6,322.0
S1 6,274.3 6,274.3 6,325.5 6,243.0
S2 6,211.7 6,211.7 6,313.9
S3 6,085.7 6,148.3 6,302.4
S4 5,959.7 6,022.3 6,267.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,405.0 6,275.0 130.0 2.0% 54.6 0.9% 72% True False 16,679
10 6,405.0 6,275.0 130.0 2.0% 56.8 0.9% 72% True False 17,416
20 6,405.0 6,152.0 253.0 4.0% 56.5 0.9% 86% True False 17,679
40 6,405.0 5,941.0 464.0 7.3% 56.9 0.9% 92% True False 17,480
60 6,405.0 5,665.0 740.0 11.6% 59.4 0.9% 95% True False 16,779
80 6,405.0 5,665.0 740.0 11.6% 50.8 0.8% 95% True False 12,638
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 13.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,562.3
2.618 6,501.9
1.618 6,464.9
1.000 6,442.0
0.618 6,427.9
HIGH 6,405.0
0.618 6,390.9
0.500 6,386.5
0.382 6,382.1
LOW 6,368.0
0.618 6,345.1
1.000 6,331.0
1.618 6,308.1
2.618 6,271.1
4.250 6,210.8
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 6,386.5 6,365.7
PP 6,380.7 6,362.3
S1 6,374.8 6,359.0

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

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