ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 6,346.0 6,357.0 11.0 0.2% 6,368.0
High 6,398.0 6,357.0 -41.0 -0.6% 6,401.0
Low 6,336.0 6,285.0 -51.0 -0.8% 6,275.0
Close 6,378.0 6,298.0 -80.0 -1.3% 6,337.0
Range 62.0 72.0 10.0 16.1% 126.0
ATR 69.8 71.5 1.7 2.4% 0.0
Volume 16,902 26,870 9,968 59.0% 82,054
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 6,529.3 6,485.7 6,337.6
R3 6,457.3 6,413.7 6,317.8
R2 6,385.3 6,385.3 6,311.2
R1 6,341.7 6,341.7 6,304.6 6,327.5
PP 6,313.3 6,313.3 6,313.3 6,306.3
S1 6,269.7 6,269.7 6,291.4 6,255.5
S2 6,241.3 6,241.3 6,284.8
S3 6,169.3 6,197.7 6,278.2
S4 6,097.3 6,125.7 6,258.4
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 6,285.0 122.0 1.9% 58.8 0.9% 11% False True 18,312
10 6,407.0 6,275.0 132.0 2.1% 54.7 0.9% 17% False False 17,519
20 6,407.0 6,152.0 255.0 4.0% 56.3 0.9% 57% False False 17,938
40 6,407.0 5,941.0 466.0 7.4% 58.8 0.9% 77% False False 17,712
60 6,407.0 5,665.0 742.0 11.8% 61.0 1.0% 85% False False 17,729
80 6,407.0 5,665.0 742.0 11.8% 52.6 0.8% 85% False False 13,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,663.0
2.618 6,545.5
1.618 6,473.5
1.000 6,429.0
0.618 6,401.5
HIGH 6,357.0
0.618 6,329.5
0.500 6,321.0
0.382 6,312.5
LOW 6,285.0
0.618 6,240.5
1.000 6,213.0
1.618 6,168.5
2.618 6,096.5
4.250 5,979.0
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 6,321.0 6,346.0
PP 6,313.3 6,330.0
S1 6,305.7 6,314.0

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

View Archives - Comment on this page... - Back to Index of Symbols