ASX SPI 200 Index Future September 2007

Trading Metrics calculated at close of trading on 16-Jul-2007

Day Change Summary
	Previous	Current
	13-Jul-2007	16-Jul-2007	Change	Change %	Previous Week
Open	6,450.0	6,396.0	-54.0	-0.8%	6,395.0
High	6,452.0	6,418.0	-34.0	-0.5%	6,452.0
Low	6,389.0	6,381.0	-8.0	-0.1%	6,298.0
Close	6,393.0	6,384.0	-9.0	-0.1%	6,393.0
Range	63.0	37.0	-26.0	-41.3%	154.0
ATR	65.7	63.6	-2.0	-3.1%	0.0
Volume	18,880	14,374	-4,506	-23.9%	86,909

Daily Pivots for day following 16-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,505.3	6,481.7	6,404.4
R3	6,468.3	6,444.7	6,394.2
R2	6,431.3	6,431.3	6,390.8
R1	6,407.7	6,407.7	6,387.4	6,401.0
PP	6,394.3	6,394.3	6,394.3	6,391.0
S1	6,370.7	6,370.7	6,380.6	6,364.0
S2	6,357.3	6,357.3	6,377.2
S3	6,320.3	6,333.7	6,373.8
S4	6,283.3	6,296.7	6,363.7

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%	50.4	0.8%	56%	False	False	17,640
10	6,452.0	6,296.0	156.0	2.4%	51.3	0.8%	56%	False	False	16,579
20	6,452.0	6,184.0	268.0	4.2%	55.7	0.9%	75%	False	False	29,016
40	6,452.0	6,182.0	270.0	4.2%	49.3	0.8%	75%	False	False	16,932
60	6,452.0	6,150.0	302.0	4.7%	39.8	0.6%	77%	False	False	11,333
80	6,452.0	5,903.0	549.0	8.6%	34.4	0.5%	88%	False	False	8,519
100	6,452.0	5,667.0	785.0	12.3%	30.4	0.5%	91%	False	False	6,841
120	6,452.0	5,667.0	785.0	12.3%	26.6	0.4%	91%	False	False	5,702

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.0
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	6,575.3
2.618	6,514.9
1.618	6,477.9
1.000	6,455.0
0.618	6,440.9
HIGH	6,418.0
0.618	6,403.9
0.500	6,399.5
0.382	6,395.1
LOW	6,381.0
0.618	6,358.1
1.000	6,344.0
1.618	6,321.1
2.618	6,284.1
4.250	6,223.8

Fisher Pivots for day following 16-Jul-2007
Pivot	1 day	3 day
R1	6,399.5	6,388.0
PP	6,394.3	6,386.7
S1	6,389.2	6,385.3

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