ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 6,309.0 6,365.0 56.0 0.9% 6,300.0
High 6,354.0 6,369.0 15.0 0.2% 6,369.0
Low 6,308.0 6,338.0 30.0 0.5% 6,234.0
Close 6,332.0 6,359.0 27.0 0.4% 6,359.0
Range 46.0 31.0 -15.0 -32.6% 135.0
ATR 74.3 71.6 -2.7 -3.6% 0.0
Volume 27,279 15,181 -12,098 -44.3% 100,410
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,448.3 6,434.7 6,376.1
R3 6,417.3 6,403.7 6,367.5
R2 6,386.3 6,386.3 6,364.7
R1 6,372.7 6,372.7 6,361.8 6,364.0
PP 6,355.3 6,355.3 6,355.3 6,351.0
S1 6,341.7 6,341.7 6,356.2 6,333.0
S2 6,324.3 6,324.3 6,353.3
S3 6,293.3 6,310.7 6,350.5
S4 6,262.3 6,279.7 6,342.0
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,725.7 6,677.3 6,433.3
R3 6,590.7 6,542.3 6,396.1
R2 6,455.7 6,455.7 6,383.8
R1 6,407.3 6,407.3 6,371.4 6,431.5
PP 6,320.7 6,320.7 6,320.7 6,332.8
S1 6,272.3 6,272.3 6,346.6 6,296.5
S2 6,185.7 6,185.7 6,334.3
S3 6,050.7 6,137.3 6,321.9
S4 5,915.7 6,002.3 6,284.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,369.0 6,234.0 135.0 2.1% 63.2 1.0% 93% True False 20,082
10 6,407.0 6,232.0 175.0 2.8% 59.8 0.9% 73% False False 19,562
20 6,407.0 6,232.0 175.0 2.8% 58.9 0.9% 73% False False 18,458
40 6,407.0 6,100.0 307.0 4.8% 58.0 0.9% 84% False False 17,999
60 6,407.0 5,775.0 632.0 9.9% 58.8 0.9% 92% False False 19,615
80 6,407.0 5,665.0 742.0 11.7% 54.7 0.9% 94% False False 14,866
100 6,407.0 5,541.0 866.0 13.6% 49.3 0.8% 94% False False 11,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.9
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 6,500.8
2.618 6,450.2
1.618 6,419.2
1.000 6,400.0
0.618 6,388.2
HIGH 6,369.0
0.618 6,357.2
0.500 6,353.5
0.382 6,349.8
LOW 6,338.0
0.618 6,318.8
1.000 6,307.0
1.618 6,287.8
2.618 6,256.8
4.250 6,206.3
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 6,357.2 6,339.8
PP 6,355.3 6,320.7
S1 6,353.5 6,301.5

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

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