ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 6,415.0 6,305.0 -110.0 -1.7% 6,287.0
High 6,417.0 6,349.0 -68.0 -1.1% 6,393.0
Low 6,362.0 6,298.0 -64.0 -1.0% 6,277.0
Close 6,375.0 6,326.0 -49.0 -0.8% 6,361.0
Range 55.0 51.0 -4.0 -7.3% 116.0
ATR 64.6 65.4 0.9 1.4% 0.0
Volume 18,194 20,095 1,901 10.4% 87,141
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,477.3 6,452.7 6,354.1
R3 6,426.3 6,401.7 6,340.0
R2 6,375.3 6,375.3 6,335.4
R1 6,350.7 6,350.7 6,330.7 6,363.0
PP 6,324.3 6,324.3 6,324.3 6,330.5
S1 6,299.7 6,299.7 6,321.3 6,312.0
S2 6,273.3 6,273.3 6,316.7
S3 6,222.3 6,248.7 6,312.0
S4 6,171.3 6,197.7 6,298.0
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,691.7 6,642.3 6,424.8
R3 6,575.7 6,526.3 6,392.9
R2 6,459.7 6,459.7 6,382.3
R1 6,410.3 6,410.3 6,371.6 6,435.0
PP 6,343.7 6,343.7 6,343.7 6,356.0
S1 6,294.3 6,294.3 6,350.4 6,319.0
S2 6,227.7 6,227.7 6,339.7
S3 6,111.7 6,178.3 6,329.1
S4 5,995.7 6,062.3 6,297.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,421.0 6,298.0 123.0 1.9% 54.8 0.9% 23% False True 16,157
10 6,421.0 6,241.0 180.0 2.8% 52.3 0.8% 47% False False 18,795
20 6,426.0 6,184.0 242.0 3.8% 54.2 0.9% 59% False False 30,583
40 6,434.0 6,182.0 252.0 4.0% 47.9 0.8% 57% False False 15,715
60 6,434.0 6,150.0 284.0 4.5% 37.8 0.6% 62% False False 10,503
80 6,434.0 5,862.0 572.0 9.0% 33.2 0.5% 81% False False 7,897
100 6,434.0 5,667.0 767.0 12.1% 29.3 0.5% 86% False False 6,342
120 6,434.0 5,667.0 767.0 12.1% 25.4 0.4% 86% False False 5,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 9.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,565.8
2.618 6,482.5
1.618 6,431.5
1.000 6,400.0
0.618 6,380.5
HIGH 6,349.0
0.618 6,329.5
0.500 6,323.5
0.382 6,317.5
LOW 6,298.0
0.618 6,266.5
1.000 6,247.0
1.618 6,215.5
2.618 6,164.5
4.250 6,081.3
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 6,325.2 6,359.5
PP 6,324.3 6,348.3
S1 6,323.5 6,337.2

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

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