ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 6,346.0 6,450.0 104.0 1.6% 6,395.0
High 6,370.0 6,452.0 82.0 1.3% 6,452.0
Low 6,324.0 6,389.0 65.0 1.0% 6,298.0
Close 6,365.0 6,393.0 28.0 0.4% 6,393.0
Range 46.0 63.0 17.0 37.0% 154.0
ATR 64.1 65.7 1.6 2.6% 0.0
Volume 16,657 18,880 2,223 13.3% 86,909
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,600.3 6,559.7 6,427.7
R3 6,537.3 6,496.7 6,410.3
R2 6,474.3 6,474.3 6,404.6
R1 6,433.7 6,433.7 6,398.8 6,422.5
PP 6,411.3 6,411.3 6,411.3 6,405.8
S1 6,370.7 6,370.7 6,387.2 6,359.5
S2 6,348.3 6,348.3 6,381.5
S3 6,285.3 6,307.7 6,375.7
S4 6,222.3 6,244.7 6,358.4
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,843.0 6,772.0 6,477.7
R3 6,689.0 6,618.0 6,435.4
R2 6,535.0 6,535.0 6,421.2
R1 6,464.0 6,464.0 6,407.1 6,422.5
PP 6,381.0 6,381.0 6,381.0 6,360.3
S1 6,310.0 6,310.0 6,378.9 6,268.5
S2 6,227.0 6,227.0 6,364.8
S3 6,073.0 6,156.0 6,350.7
S4 5,919.0 6,002.0 6,308.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,452.0 6,298.0 154.0 2.4% 50.6 0.8% 62% True False 17,381
10 6,452.0 6,277.0 175.0 2.7% 52.3 0.8% 66% True False 17,405
20 6,452.0 6,184.0 268.0 4.2% 55.7 0.9% 78% True False 30,793
40 6,452.0 6,182.0 270.0 4.2% 49.0 0.8% 78% True False 16,575
60 6,452.0 6,150.0 302.0 4.7% 39.5 0.6% 80% True False 11,094
80 6,452.0 5,903.0 549.0 8.6% 34.3 0.5% 89% True False 8,340
100 6,452.0 5,667.0 785.0 12.3% 30.1 0.5% 92% True False 6,697
120 6,452.0 5,667.0 785.0 12.3% 26.3 0.4% 92% True False 5,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,719.8
2.618 6,616.9
1.618 6,553.9
1.000 6,515.0
0.618 6,490.9
HIGH 6,452.0
0.618 6,427.9
0.500 6,420.5
0.382 6,413.1
LOW 6,389.0
0.618 6,350.1
1.000 6,326.0
1.618 6,287.1
2.618 6,224.1
4.250 6,121.3
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 6,420.5 6,387.0
PP 6,411.3 6,381.0
S1 6,402.2 6,375.0

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

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