ASX SPI 200 Index Future June 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 6,349.0 6,402.0 53.0 0.8% 6,247.0
High 6,391.0 6,421.0 30.0 0.5% 6,307.0
Low 6,316.0 6,346.0 30.0 0.5% 6,173.0
Close 6,386.0 6,409.0 23.0 0.4% 6,287.0
Range 75.0 75.0 0.0 0.0% 134.0
ATR 73.5 73.6 0.1 0.1% 0.0
Volume 128,364 120,713 -7,651 -6.0% 114,722
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,617.0 6,588.0 6,450.3
R3 6,542.0 6,513.0 6,429.6
R2 6,467.0 6,467.0 6,422.8
R1 6,438.0 6,438.0 6,415.9 6,452.5
PP 6,392.0 6,392.0 6,392.0 6,399.3
S1 6,363.0 6,363.0 6,402.1 6,377.5
S2 6,317.0 6,317.0 6,395.3
S3 6,242.0 6,288.0 6,388.4
S4 6,167.0 6,213.0 6,367.8
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 6,421.0 6,229.0 192.0 3.0% 53.2 0.8% 94% True False 74,268
10 6,421.0 6,173.0 248.0 3.9% 56.0 0.9% 95% True False 50,031
20 6,428.0 6,173.0 255.0 4.0% 56.6 0.9% 93% False False 35,274
40 6,428.0 6,152.0 276.0 4.3% 55.6 0.9% 93% False False 26,311
60 6,428.0 5,941.0 487.0 7.6% 57.0 0.9% 96% False False 23,336
80 6,428.0 5,665.0 763.0 11.9% 59.1 0.9% 98% False False 21,588
100 6,428.0 5,665.0 763.0 11.9% 52.3 0.8% 98% False False 17,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 13.1
Fibonacci Retracements and Extensions
4.250 6,739.8
2.618 6,617.4
1.618 6,542.4
1.000 6,496.0
0.618 6,467.4
HIGH 6,421.0
0.618 6,392.4
0.500 6,383.5
0.382 6,374.7
LOW 6,346.0
0.618 6,299.7
1.000 6,271.0
1.618 6,224.7
2.618 6,149.7
4.250 6,027.3
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 6,400.5 6,395.5
PP 6,392.0 6,382.0
S1 6,383.5 6,368.5

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

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