ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 6,096.0 6,089.0 -7.0 -0.1% 6,390.0
High 6,131.0 6,089.0 -42.0 -0.7% 6,427.0
Low 6,077.0 5,917.0 -160.0 -2.6% 6,050.0
Close 6,123.0 5,927.0 -196.0 -3.2% 6,064.0
Range 54.0 172.0 118.0 218.5% 377.0
ATR 75.9 85.2 9.3 12.3% 0.0
Volume 31,186 48,900 17,714 56.8% 117,389
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,493.7 6,382.3 6,021.6
R3 6,321.7 6,210.3 5,974.3
R2 6,149.7 6,149.7 5,958.5
R1 6,038.3 6,038.3 5,942.8 6,008.0
PP 5,977.7 5,977.7 5,977.7 5,962.5
S1 5,866.3 5,866.3 5,911.2 5,836.0
S2 5,805.7 5,805.7 5,895.5
S3 5,633.7 5,694.3 5,879.7
S4 5,461.7 5,522.3 5,832.4
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 6,343.0 5,917.0 426.0 7.2% 103.8 1.8% 2% False True 35,523
10 6,428.0 5,917.0 511.0 8.6% 68.6 1.2% 2% False True 25,985
20 6,452.0 5,917.0 535.0 9.0% 58.8 1.0% 2% False True 21,361
40 6,452.0 5,917.0 535.0 9.0% 55.8 0.9% 2% False True 24,293
60 6,452.0 5,917.0 535.0 9.0% 48.8 0.8% 2% False True 16,261
80 6,452.0 5,917.0 535.0 9.0% 39.6 0.7% 2% False True 12,218
100 6,452.0 5,784.0 668.0 11.3% 36.3 0.6% 21% False False 9,783
120 6,452.0 5,667.0 785.0 13.2% 32.5 0.5% 33% False False 8,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 6,820.0
2.618 6,539.3
1.618 6,367.3
1.000 6,261.0
0.618 6,195.3
HIGH 6,089.0
0.618 6,023.3
0.500 6,003.0
0.382 5,982.7
LOW 5,917.0
0.618 5,810.7
1.000 5,745.0
1.618 5,638.7
2.618 5,466.7
4.250 5,186.0
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 6,003.0 6,024.0
PP 5,977.7 5,991.7
S1 5,952.3 5,959.3

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

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