ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 6,002.0 6,138.0 136.0 2.3% 5,987.0
High 6,087.0 6,153.0 66.0 1.1% 6,131.0
Low 5,998.0 6,091.0 93.0 1.6% 5,873.0
Close 6,076.0 6,150.0 74.0 1.2% 5,976.0
Range 89.0 62.0 -27.0 -30.3% 258.0
ATR 94.6 93.3 -1.3 -1.3% 0.0
Volume 27,324 25,527 -1,797 -6.6% 177,151
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,317.3 6,295.7 6,184.1
R3 6,255.3 6,233.7 6,167.1
R2 6,193.3 6,193.3 6,161.4
R1 6,171.7 6,171.7 6,155.7 6,182.5
PP 6,131.3 6,131.3 6,131.3 6,136.8
S1 6,109.7 6,109.7 6,144.3 6,120.5
S2 6,069.3 6,069.3 6,138.6
S3 6,007.3 6,047.7 6,133.0
S4 5,945.3 5,985.7 6,115.9
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 6,153.0 5,860.0 293.0 4.8% 72.2 1.2% 99% True False 26,604
10 6,153.0 5,860.0 293.0 4.8% 93.1 1.5% 99% True False 32,010
20 6,452.0 5,860.0 592.0 9.6% 68.9 1.1% 49% False False 25,034
40 6,452.0 5,860.0 592.0 9.6% 61.8 1.0% 49% False False 27,934
60 6,452.0 5,860.0 592.0 9.6% 54.9 0.9% 49% False False 19,091
80 6,452.0 5,860.0 592.0 9.6% 46.0 0.7% 49% False False 14,343
100 6,452.0 5,860.0 592.0 9.6% 40.6 0.7% 49% False False 11,490
120 6,452.0 5,667.0 785.0 12.8% 36.3 0.6% 62% False False 9,596
Crabel Price Patterns
NR True
NR4 False
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 11.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,416.5
2.618 6,315.3
1.618 6,253.3
1.000 6,215.0
0.618 6,191.3
HIGH 6,153.0
0.618 6,129.3
0.500 6,122.0
0.382 6,114.7
LOW 6,091.0
0.618 6,052.7
1.000 6,029.0
1.618 5,990.7
2.618 5,928.7
4.250 5,827.5
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 6,140.7 6,113.3
PP 6,131.3 6,076.7
S1 6,122.0 6,040.0

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

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