ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 6,400.0 6,348.0 -52.0 -0.8% 6,328.0
High 6,405.0 6,395.0 -10.0 -0.2% 6,371.0
Low 6,369.0 6,345.0 -24.0 -0.4% 6,294.0
Close 6,378.0 6,384.0 6.0 0.1% 6,341.0
Range 36.0 50.0 14.0 38.9% 77.0
ATR 44.3 44.7 0.4 0.9% 0.0
Volume 158 23 -135 -85.4% 1,266
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 6,524.7 6,504.3 6,411.5
R3 6,474.7 6,454.3 6,397.8
R2 6,424.7 6,424.7 6,393.2
R1 6,404.3 6,404.3 6,388.6 6,414.5
PP 6,374.7 6,374.7 6,374.7 6,379.8
S1 6,354.3 6,354.3 6,379.4 6,364.5
S2 6,324.7 6,324.7 6,374.8
S3 6,274.7 6,304.3 6,370.3
S4 6,224.7 6,254.3 6,356.5
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 6,566.3 6,530.7 6,383.4
R3 6,489.3 6,453.7 6,362.2
R2 6,412.3 6,412.3 6,355.1
R1 6,376.7 6,376.7 6,348.1 6,394.5
PP 6,335.3 6,335.3 6,335.3 6,344.3
S1 6,299.7 6,299.7 6,333.9 6,317.5
S2 6,258.3 6,258.3 6,326.9
S3 6,181.3 6,222.7 6,319.8
S4 6,104.3 6,145.7 6,298.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,408.0 6,335.0 73.0 1.1% 32.8 0.5% 67% False False 191
10 6,408.0 6,294.0 114.0 1.8% 28.9 0.5% 79% False False 199
20 6,408.0 6,150.0 258.0 4.0% 23.9 0.4% 91% False False 141
40 6,408.0 5,958.0 450.0 7.0% 21.8 0.3% 95% False False 109
60 6,408.0 5,667.0 741.0 11.6% 19.8 0.3% 97% False False 117
80 6,408.0 5,667.0 741.0 11.6% 16.7 0.3% 97% False False 89
100 6,408.0 5,533.0 875.0 13.7% 14.3 0.2% 97% False False 74
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 2.1
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,607.5
2.618 6,525.9
1.618 6,475.9
1.000 6,445.0
0.618 6,425.9
HIGH 6,395.0
0.618 6,375.9
0.500 6,370.0
0.382 6,364.1
LOW 6,345.0
0.618 6,314.1
1.000 6,295.0
1.618 6,264.1
2.618 6,214.1
4.250 6,132.5
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 6,379.3 6,381.5
PP 6,374.7 6,379.0
S1 6,370.0 6,376.5

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

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