ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 6,015.0 5,894.0 -121.0 -2.0% 5,987.0
High 6,035.0 5,920.0 -115.0 -1.9% 6,131.0
Low 5,948.0 5,860.0 -88.0 -1.5% 5,873.0
Close 5,976.0 5,892.0 -84.0 -1.4% 5,976.0
Range 87.0 60.0 -27.0 -31.0% 258.0
ATR 90.3 92.2 1.8 2.0% 0.0
Volume 25,156 30,191 5,035 20.0% 177,151
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,070.7 6,041.3 5,925.0
R3 6,010.7 5,981.3 5,908.5
R2 5,950.7 5,950.7 5,903.0
R1 5,921.3 5,921.3 5,897.5 5,906.0
PP 5,890.7 5,890.7 5,890.7 5,883.0
S1 5,861.3 5,861.3 5,886.5 5,846.0
S2 5,830.7 5,830.7 5,881.0
S3 5,770.7 5,801.3 5,875.5
S4 5,710.7 5,741.3 5,859.0
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,767.3 6,629.7 6,117.9
R3 6,509.3 6,371.7 6,047.0
R2 6,251.3 6,251.3 6,023.3
R1 6,113.7 6,113.7 5,999.7 6,053.5
PP 5,993.3 5,993.3 5,993.3 5,963.3
S1 5,855.7 5,855.7 5,952.4 5,795.5
S2 5,735.3 5,735.3 5,928.7
S3 5,477.3 5,597.7 5,905.1
S4 5,219.3 5,339.7 5,834.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,131.0 5,860.0 271.0 4.6% 106.8 1.8% 12% False True 34,662
10 6,427.0 5,860.0 567.0 9.6% 87.9 1.5% 6% False True 30,684
20 6,452.0 5,860.0 592.0 10.0% 65.8 1.1% 5% False True 23,898
40 6,452.0 5,860.0 592.0 10.0% 59.9 1.0% 5% False True 26,580
60 6,452.0 5,860.0 592.0 10.0% 52.9 0.9% 5% False True 17,805
80 6,452.0 5,860.0 592.0 10.0% 43.5 0.7% 5% False True 13,382
100 6,452.0 5,784.0 668.0 11.3% 39.4 0.7% 16% False False 10,715
120 6,452.0 5,667.0 785.0 13.3% 34.9 0.6% 29% False False 8,949
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 12.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,175.0
2.618 6,077.1
1.618 6,017.1
1.000 5,980.0
0.618 5,957.1
HIGH 5,920.0
0.618 5,897.1
0.500 5,890.0
0.382 5,882.9
LOW 5,860.0
0.618 5,822.9
1.000 5,800.0
1.618 5,762.9
2.618 5,702.9
4.250 5,605.0
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 5,891.3 5,947.5
PP 5,890.7 5,929.0
S1 5,890.0 5,910.5

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

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