ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 5,880.0 5,700.0 -180.0 -3.1% 5,894.0
High 5,885.0 5,750.0 -135.0 -2.3% 6,153.0
Low 5,754.0 5,535.0 -219.0 -3.8% 5,860.0
Close 5,780.0 5,700.0 -80.0 -1.4% 5,934.0
Range 131.0 215.0 84.0 64.1% 293.0
ATR 111.1 120.6 9.6 8.6% 0.0
Volume 40,085 56,569 16,484 41.1% 140,418
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,306.7 6,218.3 5,818.3
R3 6,091.7 6,003.3 5,759.1
R2 5,876.7 5,876.7 5,739.4
R1 5,788.3 5,788.3 5,719.7 5,807.5
PP 5,661.7 5,661.7 5,661.7 5,671.3
S1 5,573.3 5,573.3 5,680.3 5,592.5
S2 5,446.7 5,446.7 5,660.6
S3 5,231.7 5,358.3 5,640.9
S4 5,016.7 5,143.3 5,581.8
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 6,025.0 5,535.0 490.0 8.6% 123.2 2.2% 34% False True 36,930
10 6,153.0 5,535.0 618.0 10.8% 97.7 1.7% 27% False True 31,767
20 6,428.0 5,535.0 893.0 15.7% 89.4 1.6% 18% False True 29,999
40 6,452.0 5,535.0 917.0 16.1% 70.6 1.2% 18% False True 24,447
60 6,452.0 5,535.0 917.0 16.1% 62.5 1.1% 18% False True 22,153
80 6,452.0 5,535.0 917.0 16.1% 52.8 0.9% 18% False True 16,650
100 6,452.0 5,535.0 917.0 16.1% 46.2 0.8% 18% False True 13,335
120 6,452.0 5,535.0 917.0 16.1% 41.1 0.7% 18% False True 11,135
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 13.1
Widest range in 163 trading days
Fibonacci Retracements and Extensions
4.250 6,663.8
2.618 6,312.9
1.618 6,097.9
1.000 5,965.0
0.618 5,882.9
HIGH 5,750.0
0.618 5,667.9
0.500 5,642.5
0.382 5,617.1
LOW 5,535.0
0.618 5,402.1
1.000 5,320.0
1.618 5,187.1
2.618 4,972.1
4.250 4,621.3
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 5,680.8 5,780.0
PP 5,661.7 5,753.3
S1 5,642.5 5,726.7

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

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