ASX SPI 200 Index Future September 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	6,337.0	6,355.0	18.0	0.3%	6,251.0
High	6,370.0	6,397.0	27.0	0.4%	6,314.0
Low	6,334.0	6,322.0	-12.0	-0.2%	6,182.0
Close	6,353.0	6,392.0	39.0	0.6%	6,293.0
Range	36.0	75.0	39.0	108.3%	132.0
ATR	62.9	63.8	0.9	1.4%	0.0
Volume	49,920	115,942	66,022	132.3%	43,221

Daily Pivots for day following 19-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,595.3	6,568.7	6,433.3
R3	6,520.3	6,493.7	6,412.6
R2	6,445.3	6,445.3	6,405.8
R1	6,418.7	6,418.7	6,398.9	6,432.0
PP	6,370.3	6,370.3	6,370.3	6,377.0
S1	6,343.7	6,343.7	6,385.1	6,357.0
S2	6,295.3	6,295.3	6,378.3
S3	6,220.3	6,268.7	6,371.4
S4	6,145.3	6,193.7	6,350.8

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,659.0	6,608.0	6,365.6
R3	6,527.0	6,476.0	6,329.3
R2	6,395.0	6,395.0	6,317.2
R1	6,344.0	6,344.0	6,305.1	6,369.5
PP	6,263.0	6,263.0	6,263.0	6,275.8
S1	6,212.0	6,212.0	6,280.9	6,237.5
S2	6,131.0	6,131.0	6,268.8
S3	5,999.0	6,080.0	6,256.7
S4	5,867.0	5,948.0	6,220.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,397.0	6,182.0	215.0	3.4%	45.0	0.7%	98%	True	False	40,897
10	6,420.0	6,182.0	238.0	3.7%	46.2	0.7%	88%	False	False	21,111
20	6,434.0	6,182.0	252.0	3.9%	45.1	0.7%	83%	False	False	10,644
40	6,434.0	6,150.0	284.0	4.4%	32.3	0.5%	85%	False	False	5,388
60	6,434.0	5,958.0	476.0	7.4%	28.6	0.4%	91%	False	False	3,619
80	6,434.0	5,667.0	767.0	12.0%	25.0	0.4%	95%	False	False	2,747
100	6,434.0	5,667.0	767.0	12.0%	21.6	0.3%	95%	False	False	2,199
120	6,434.0	5,533.0	901.0	14.1%	18.7	0.3%	95%	False	False	1,834

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	8.4
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	6,715.8
2.618	6,593.4
1.618	6,518.4
1.000	6,472.0
0.618	6,443.4
HIGH	6,397.0
0.618	6,368.4
0.500	6,359.5
0.382	6,350.7
LOW	6,322.0
0.618	6,275.7
1.000	6,247.0
1.618	6,200.7
2.618	6,125.7
4.250	6,003.3

Fisher Pivots for day following 19-Jun-2007
Pivot	1 day	3 day
R1	6,381.2	6,372.3
PP	6,370.3	6,352.7
S1	6,359.5	6,333.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols