ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 6,050.0 5,987.0 -63.0 -1.0% 6,390.0
High 6,133.0 6,087.0 -46.0 -0.8% 6,427.0
Low 6,050.0 5,987.0 -63.0 -1.0% 6,050.0
Close 6,064.0 6,072.0 8.0 0.1% 6,064.0
Range 83.0 100.0 17.0 20.5% 377.0
ATR 75.4 77.2 1.8 2.3% 0.0
Volume 35,093 34,028 -1,065 -3.0% 117,389
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,348.7 6,310.3 6,127.0
R3 6,248.7 6,210.3 6,099.5
R2 6,148.7 6,148.7 6,090.3
R1 6,110.3 6,110.3 6,081.2 6,129.5
PP 6,048.7 6,048.7 6,048.7 6,058.3
S1 6,010.3 6,010.3 6,062.8 6,029.5
S2 5,948.7 5,948.7 6,053.7
S3 5,848.7 5,910.3 6,044.5
S4 5,748.7 5,810.3 6,017.0
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,311.3 7,064.7 6,271.4
R3 6,934.3 6,687.7 6,167.7
R2 6,557.3 6,557.3 6,133.1
R1 6,310.7 6,310.7 6,098.6 6,245.5
PP 6,180.3 6,180.3 6,180.3 6,147.8
S1 5,933.7 5,933.7 6,029.4 5,868.5
S2 5,803.3 5,803.3 5,994.9
S3 5,426.3 5,556.7 5,960.3
S4 5,049.3 5,179.7 5,856.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,427.0 5,987.0 440.0 7.2% 69.0 1.1% 19% False True 26,705
10 6,428.0 5,987.0 441.0 7.3% 53.0 0.9% 19% False True 21,645
20 6,452.0 5,987.0 465.0 7.7% 52.2 0.9% 18% False True 19,112
40 6,452.0 5,987.0 465.0 7.7% 51.7 0.9% 18% False True 22,301
60 6,452.0 5,987.0 465.0 7.7% 45.6 0.8% 18% False True 14,933
80 6,452.0 5,987.0 465.0 7.7% 37.1 0.6% 18% False True 11,221
100 6,452.0 5,784.0 668.0 11.0% 34.1 0.6% 43% False False 8,984
120 6,452.0 5,667.0 785.0 12.9% 30.7 0.5% 52% False False 7,505
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 False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,512.0
2.618 6,348.8
1.618 6,248.8
1.000 6,187.0
0.618 6,148.8
HIGH 6,087.0
0.618 6,048.8
0.500 6,037.0
0.382 6,025.2
LOW 5,987.0
0.618 5,925.2
1.000 5,887.0
1.618 5,825.2
2.618 5,725.2
4.250 5,562.0
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 6,060.3 6,165.0
PP 6,048.7 6,134.0
S1 6,037.0 6,103.0

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

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