ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 6,390.0 6,395.0 5.0 0.1% 6,368.0
High 6,405.0 6,407.0 2.0 0.0% 6,401.0
Low 6,368.0 6,346.0 -22.0 -0.3% 6,275.0
Close 6,369.0 6,371.0 2.0 0.0% 6,337.0
Range 37.0 61.0 24.0 64.9% 126.0
ATR 71.1 70.4 -0.7 -1.0% 0.0
Volume 16,602 15,028 -1,574 -9.5% 82,054
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 6,557.7 6,525.3 6,404.6
R3 6,496.7 6,464.3 6,387.8
R2 6,435.7 6,435.7 6,382.2
R1 6,403.3 6,403.3 6,376.6 6,389.0
PP 6,374.7 6,374.7 6,374.7 6,367.5
S1 6,342.3 6,342.3 6,365.4 6,328.0
S2 6,313.7 6,313.7 6,359.8
S3 6,252.7 6,281.3 6,354.2
S4 6,191.7 6,220.3 6,337.5
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 6,407.0 6,275.0 132.0 2.1% 57.0 0.9% 73% True False 16,253
10 6,407.0 6,275.0 132.0 2.1% 57.7 0.9% 73% True False 17,123
20 6,407.0 6,152.0 255.0 4.0% 54.6 0.9% 86% True False 17,348
40 6,407.0 5,941.0 466.0 7.3% 57.3 0.9% 92% True False 17,367
60 6,407.0 5,665.0 742.0 11.6% 59.9 0.9% 95% True False 17,026
80 6,407.0 5,665.0 742.0 11.6% 51.3 0.8% 95% True False 12,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,666.3
2.618 6,566.7
1.618 6,505.7
1.000 6,468.0
0.618 6,444.7
HIGH 6,407.0
0.618 6,383.7
0.500 6,376.5
0.382 6,369.3
LOW 6,346.0
0.618 6,308.3
1.000 6,285.0
1.618 6,247.3
2.618 6,186.3
4.250 6,086.8
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 6,376.5 6,367.3
PP 6,374.7 6,363.7
S1 6,372.8 6,360.0

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

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