ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 6,330.0 6,349.0 19.0 0.3% 6,247.0
High 6,364.0 6,391.0 27.0 0.4% 6,307.0
Low 6,329.0 6,316.0 -13.0 -0.2% 6,173.0
Close 6,347.0 6,386.0 39.0 0.6% 6,287.0
Range 35.0 75.0 40.0 114.3% 134.0
ATR 73.4 73.5 0.1 0.2% 0.0
Volume 61,514 128,364 66,850 108.7% 114,722
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,589.3 6,562.7 6,427.3
R3 6,514.3 6,487.7 6,406.6
R2 6,439.3 6,439.3 6,399.8
R1 6,412.7 6,412.7 6,392.9 6,426.0
PP 6,364.3 6,364.3 6,364.3 6,371.0
S1 6,337.7 6,337.7 6,379.1 6,351.0
S2 6,289.3 6,289.3 6,372.3
S3 6,214.3 6,262.7 6,365.4
S4 6,139.3 6,187.7 6,344.8
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,657.7 6,606.3 6,360.7
R3 6,523.7 6,472.3 6,323.9
R2 6,389.7 6,389.7 6,311.6
R1 6,338.3 6,338.3 6,299.3 6,364.0
PP 6,255.7 6,255.7 6,255.7 6,268.5
S1 6,204.3 6,204.3 6,274.7 6,230.0
S2 6,121.7 6,121.7 6,262.4
S3 5,987.7 6,070.3 6,250.2
S4 5,853.7 5,936.3 6,213.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,391.0 6,173.0 218.0 3.4% 45.4 0.7% 98% True False 55,228
10 6,413.0 6,173.0 240.0 3.8% 51.7 0.8% 89% False False 39,695
20 6,428.0 6,173.0 255.0 4.0% 55.9 0.9% 84% False False 29,990
40 6,428.0 6,152.0 276.0 4.3% 56.2 0.9% 85% False False 23,835
60 6,428.0 5,941.0 487.0 7.6% 56.6 0.9% 91% False False 21,650
80 6,428.0 5,665.0 763.0 11.9% 58.5 0.9% 94% False False 20,082
100 6,428.0 5,665.0 763.0 11.9% 51.8 0.8% 94% False False 16,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,709.8
2.618 6,587.4
1.618 6,512.4
1.000 6,466.0
0.618 6,437.4
HIGH 6,391.0
0.618 6,362.4
0.500 6,353.5
0.382 6,344.7
LOW 6,316.0
0.618 6,269.7
1.000 6,241.0
1.618 6,194.7
2.618 6,119.7
4.250 5,997.3
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 6,375.2 6,366.5
PP 6,364.3 6,347.0
S1 6,353.5 6,327.5

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

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