ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 6,014.0 5,880.0 -134.0 -2.2% 5,894.0
High 6,025.0 5,885.0 -140.0 -2.3% 6,153.0
Low 5,908.0 5,754.0 -154.0 -2.6% 5,860.0
Close 5,963.0 5,780.0 -183.0 -3.1% 5,934.0
Range 117.0 131.0 14.0 12.0% 293.0
ATR 103.5 111.1 7.5 7.3% 0.0
Volume 27,730 40,085 12,355 44.6% 140,418
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,199.3 6,120.7 5,852.1
R3 6,068.3 5,989.7 5,816.0
R2 5,937.3 5,937.3 5,804.0
R1 5,858.7 5,858.7 5,792.0 5,832.5
PP 5,806.3 5,806.3 5,806.3 5,793.3
S1 5,727.7 5,727.7 5,768.0 5,701.5
S2 5,675.3 5,675.3 5,756.0
S3 5,544.3 5,596.7 5,744.0
S4 5,413.3 5,465.7 5,708.0
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,861.3 6,690.7 6,095.2
R3 6,568.3 6,397.7 6,014.6
R2 6,275.3 6,275.3 5,987.7
R1 6,104.7 6,104.7 5,960.9 6,190.0
PP 5,982.3 5,982.3 5,982.3 6,025.0
S1 5,811.7 5,811.7 5,907.1 5,897.0
S2 5,689.3 5,689.3 5,880.3
S3 5,396.3 5,518.7 5,853.4
S4 5,103.3 5,225.7 5,772.9
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 5,754.0 399.0 6.9% 92.6 1.6% 7% False True 30,721
10 6,153.0 5,754.0 399.0 6.9% 92.3 1.6% 7% False True 29,898
20 6,428.0 5,754.0 674.0 11.7% 80.5 1.4% 4% False True 27,941
40 6,452.0 5,754.0 698.0 12.1% 66.1 1.1% 4% False True 23,589
60 6,452.0 5,754.0 698.0 12.1% 59.7 1.0% 4% False True 21,210
80 6,452.0 5,754.0 698.0 12.1% 50.1 0.9% 4% False True 15,943
100 6,452.0 5,754.0 698.0 12.1% 44.2 0.8% 4% False True 12,769
120 6,452.0 5,667.0 785.0 13.6% 39.3 0.7% 14% False False 10,663
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 10.9
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,441.8
2.618 6,228.0
1.618 6,097.0
1.000 6,016.0
0.618 5,966.0
HIGH 5,885.0
0.618 5,835.0
0.500 5,819.5
0.382 5,804.0
LOW 5,754.0
0.618 5,673.0
1.000 5,623.0
1.618 5,542.0
2.618 5,411.0
4.250 5,197.3
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 5,819.5 5,889.5
PP 5,806.3 5,853.0
S1 5,793.2 5,816.5

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

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