ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 6,409.0 6,332.0 -77.0 -1.2% 6,396.0
High 6,427.0 6,344.0 -83.0 -1.3% 6,428.0
Low 6,402.0 6,317.0 -85.0 -1.3% 6,315.0
Close 6,415.0 6,330.0 -85.0 -1.3% 6,424.0
Range 25.0 27.0 2.0 8.0% 113.0
ATR 60.4 63.1 2.7 4.4% 0.0
Volume 14,779 21,216 6,437 43.6% 79,408
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,411.3 6,397.7 6,344.9
R3 6,384.3 6,370.7 6,337.4
R2 6,357.3 6,357.3 6,335.0
R1 6,343.7 6,343.7 6,332.5 6,337.0
PP 6,330.3 6,330.3 6,330.3 6,327.0
S1 6,316.7 6,316.7 6,327.5 6,310.0
S2 6,303.3 6,303.3 6,325.1
S3 6,276.3 6,289.7 6,322.6
S4 6,249.3 6,262.7 6,315.2
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,728.0 6,689.0 6,486.2
R3 6,615.0 6,576.0 6,455.1
R2 6,502.0 6,502.0 6,444.7
R1 6,463.0 6,463.0 6,434.4 6,482.5
PP 6,389.0 6,389.0 6,389.0 6,398.8
S1 6,350.0 6,350.0 6,413.6 6,369.5
S2 6,276.0 6,276.0 6,403.3
S3 6,163.0 6,237.0 6,392.9
S4 6,050.0 6,124.0 6,361.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,428.0 6,317.0 111.0 1.8% 33.4 0.5% 12% False True 16,447
10 6,452.0 6,315.0 137.0 2.2% 38.3 0.6% 11% False False 16,883
20 6,452.0 6,241.0 211.0 3.3% 45.3 0.7% 42% False False 17,839
40 6,452.0 6,182.0 270.0 4.3% 47.5 0.8% 55% False False 19,877
60 6,452.0 6,150.0 302.0 4.8% 42.0 0.7% 60% False False 13,313
80 6,452.0 5,958.0 494.0 7.8% 35.4 0.6% 75% False False 10,004
100 6,452.0 5,667.0 785.0 12.4% 32.2 0.5% 84% False False 8,016
120 6,452.0 5,667.0 785.0 12.4% 28.5 0.5% 84% False False 6,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,458.8
2.618 6,414.7
1.618 6,387.7
1.000 6,371.0
0.618 6,360.7
HIGH 6,344.0
0.618 6,333.7
0.500 6,330.5
0.382 6,327.3
LOW 6,317.0
0.618 6,300.3
1.000 6,290.0
1.618 6,273.3
2.618 6,246.3
4.250 6,202.3
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 6,330.5 6,372.0
PP 6,330.3 6,358.0
S1 6,330.2 6,344.0

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

View Archives - Comment on this page... - Back to Index of Symbols