ASX SPI 200 Index Future September 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 6,320.0 6,365.0 45.0 0.7% 6,300.0
High 6,357.0 6,370.0 13.0 0.2% 6,370.0
Low 6,320.0 6,353.0 33.0 0.5% 6,248.0
Close 6,338.0 6,365.0 27.0 0.4% 6,365.0
Range 37.0 17.0 -20.0 -54.1% 122.0
ATR 54.2 52.6 -1.6 -2.9% 0.0
Volume 321 243 -78 -24.3% 1,099
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,413.7 6,406.3 6,374.4
R3 6,396.7 6,389.3 6,369.7
R2 6,379.7 6,379.7 6,368.1
R1 6,372.3 6,372.3 6,366.6 6,373.5
PP 6,362.7 6,362.7 6,362.7 6,363.3
S1 6,355.3 6,355.3 6,363.4 6,356.5
S2 6,345.7 6,345.7 6,361.9
S3 6,328.7 6,338.3 6,360.3
S4 6,311.7 6,321.3 6,355.7
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,693.7 6,651.3 6,432.1
R3 6,571.7 6,529.3 6,398.6
R2 6,449.7 6,449.7 6,387.4
R1 6,407.3 6,407.3 6,376.2 6,428.5
PP 6,327.7 6,327.7 6,327.7 6,338.3
S1 6,285.3 6,285.3 6,353.8 6,306.5
S2 6,205.7 6,205.7 6,342.6
S3 6,083.7 6,163.3 6,331.5
S4 5,961.7 6,041.3 6,297.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,370.0 6,248.0 122.0 1.9% 45.8 0.7% 96% True False 219
10 6,408.0 6,245.0 163.0 2.6% 43.6 0.7% 74% False False 170
20 6,408.0 6,245.0 163.0 2.6% 33.4 0.5% 74% False False 196
40 6,408.0 6,112.0 296.0 4.7% 22.5 0.4% 85% False False 142
60 6,408.0 5,784.0 624.0 9.8% 22.4 0.4% 93% False False 106
80 6,408.0 5,667.0 741.0 11.6% 20.2 0.3% 94% False False 108
100 6,408.0 5,533.0 875.0 13.7% 16.9 0.3% 95% False False 87
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 2.9
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,442.3
2.618 6,414.5
1.618 6,397.5
1.000 6,387.0
0.618 6,380.5
HIGH 6,370.0
0.618 6,363.5
0.500 6,361.5
0.382 6,359.5
LOW 6,353.0
0.618 6,342.5
1.000 6,336.0
1.618 6,325.5
2.618 6,308.5
4.250 6,280.8
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 6,363.8 6,346.3
PP 6,362.7 6,327.7
S1 6,361.5 6,309.0

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

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