ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 6,363.0 6,285.0 -78.0 -1.2% 6,337.0
High 6,370.0 6,303.0 -67.0 -1.1% 6,426.0
Low 6,322.0 6,184.0 -138.0 -2.2% 6,322.0
Close 6,336.0 6,212.0 -124.0 -2.0% 6,397.0
Range 48.0 119.0 71.0 147.9% 104.0
ATR 61.9 68.3 6.4 10.4% 0.0
Volume 19,709 32,153 12,444 63.1% 321,036
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,590.0 6,520.0 6,277.5
R3 6,471.0 6,401.0 6,244.7
R2 6,352.0 6,352.0 6,233.8
R1 6,282.0 6,282.0 6,222.9 6,257.5
PP 6,233.0 6,233.0 6,233.0 6,220.8
S1 6,163.0 6,163.0 6,201.1 6,138.5
S2 6,114.0 6,114.0 6,190.2
S3 5,995.0 6,044.0 6,179.3
S4 5,876.0 5,925.0 6,146.6
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,693.7 6,649.3 6,454.2
R3 6,589.7 6,545.3 6,425.6
R2 6,485.7 6,485.7 6,416.1
R1 6,441.3 6,441.3 6,406.5 6,463.5
PP 6,381.7 6,381.7 6,381.7 6,392.8
S1 6,337.3 6,337.3 6,387.5 6,359.5
S2 6,277.7 6,277.7 6,377.9
S3 6,173.7 6,233.3 6,368.4
S4 6,069.7 6,129.3 6,339.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,400.0 6,184.0 216.0 3.5% 59.2 1.0% 13% False True 22,040
10 6,426.0 6,184.0 242.0 3.9% 56.0 0.9% 12% False True 42,372
20 6,434.0 6,182.0 252.0 4.1% 49.7 0.8% 12% False False 21,916
40 6,434.0 6,150.0 284.0 4.6% 40.4 0.7% 22% False False 11,050
60 6,434.0 5,958.0 476.0 7.7% 32.1 0.5% 53% False False 7,392
80 6,434.0 5,667.0 767.0 12.3% 28.9 0.5% 71% False False 5,561
100 6,434.0 5,667.0 767.0 12.3% 25.2 0.4% 71% False False 4,464
120 6,434.0 5,533.0 901.0 14.5% 21.8 0.4% 75% False False 3,722
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 13.7
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 6,808.8
2.618 6,614.5
1.618 6,495.5
1.000 6,422.0
0.618 6,376.5
HIGH 6,303.0
0.618 6,257.5
0.500 6,243.5
0.382 6,229.5
LOW 6,184.0
0.618 6,110.5
1.000 6,065.0
1.618 5,991.5
2.618 5,872.5
4.250 5,678.3
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 6,243.5 6,277.5
PP 6,233.0 6,255.7
S1 6,222.5 6,233.8

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

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