ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 6,285.0 6,264.0 -21.0 -0.3% 6,337.0
High 6,303.0 6,286.0 -17.0 -0.3% 6,426.0
Low 6,184.0 6,246.0 62.0 1.0% 6,322.0
Close 6,212.0 6,275.0 63.0 1.0% 6,397.0
Range 119.0 40.0 -79.0 -66.4% 104.0
ATR 68.3 68.7 0.4 0.6% 0.0
Volume 32,153 23,021 -9,132 -28.4% 321,036
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,389.0 6,372.0 6,297.0
R3 6,349.0 6,332.0 6,286.0
R2 6,309.0 6,309.0 6,282.3
R1 6,292.0 6,292.0 6,278.7 6,300.5
PP 6,269.0 6,269.0 6,269.0 6,273.3
S1 6,252.0 6,252.0 6,271.3 6,260.5
S2 6,229.0 6,229.0 6,267.7
S3 6,189.0 6,212.0 6,264.0
S4 6,149.0 6,172.0 6,253.0
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 6,399.0 6,184.0 215.0 3.4% 59.8 1.0% 42% False False 22,191
10 6,426.0 6,184.0 242.0 3.9% 56.3 0.9% 38% False False 43,510
20 6,434.0 6,182.0 252.0 4.0% 48.1 0.8% 37% False False 23,065
40 6,434.0 6,150.0 284.0 4.5% 40.8 0.7% 44% False False 11,625
60 6,434.0 5,958.0 476.0 7.6% 32.5 0.5% 67% False False 7,775
80 6,434.0 5,667.0 767.0 12.2% 29.2 0.5% 79% False False 5,839
100 6,434.0 5,667.0 767.0 12.2% 25.6 0.4% 79% False False 4,694
120 6,434.0 5,533.0 901.0 14.4% 21.9 0.3% 82% False False 3,912
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,456.0
2.618 6,390.7
1.618 6,350.7
1.000 6,326.0
0.618 6,310.7
HIGH 6,286.0
0.618 6,270.7
0.500 6,266.0
0.382 6,261.3
LOW 6,246.0
0.618 6,221.3
1.000 6,206.0
1.618 6,181.3
2.618 6,141.3
4.250 6,076.0
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 6,272.0 6,277.0
PP 6,269.0 6,276.3
S1 6,266.0 6,275.7

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

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