ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 5,729.0 5,780.0 51.0 0.9% 5,960.0
High 5,780.0 5,927.0 147.0 2.5% 6,025.0
Low 5,584.0 5,751.0 167.0 3.0% 5,535.0
Close 5,585.0 5,902.0 317.0 5.7% 5,585.0
Range 196.0 176.0 -20.0 -10.2% 490.0
ATR 126.0 141.4 15.4 12.2% 0.0
Volume 49,037 44,316 -4,721 -9.6% 201,133
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,388.0 6,321.0 5,998.8
R3 6,212.0 6,145.0 5,950.4
R2 6,036.0 6,036.0 5,934.3
R1 5,969.0 5,969.0 5,918.1 6,002.5
PP 5,860.0 5,860.0 5,860.0 5,876.8
S1 5,793.0 5,793.0 5,885.9 5,826.5
S2 5,684.0 5,684.0 5,869.7
S3 5,508.0 5,617.0 5,853.6
S4 5,332.0 5,441.0 5,805.2
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,185.0 6,875.0 5,854.5
R3 6,695.0 6,385.0 5,719.8
R2 6,205.0 6,205.0 5,674.8
R1 5,895.0 5,895.0 5,629.9 5,805.0
PP 5,715.0 5,715.0 5,715.0 5,670.0
S1 5,405.0 5,405.0 5,540.1 5,315.0
S2 5,225.0 5,225.0 5,495.2
S3 4,735.0 4,915.0 5,450.3
S4 4,245.0 4,425.0 5,315.5
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 8.3% 167.0 2.8% 75% False False 43,547
10 6,153.0 5,535.0 618.0 10.5% 120.2 2.0% 59% False False 35,567
20 6,427.0 5,535.0 892.0 15.1% 104.1 1.8% 41% False False 33,125
40 6,452.0 5,535.0 917.0 15.5% 77.6 1.3% 40% False False 25,879
60 6,452.0 5,535.0 917.0 15.5% 67.2 1.1% 40% False False 23,702
80 6,452.0 5,535.0 917.0 15.5% 57.1 1.0% 40% False False 17,816
100 6,452.0 5,535.0 917.0 15.5% 49.3 0.8% 40% False False 14,268
120 6,452.0 5,535.0 917.0 15.5% 44.1 0.7% 40% False False 11,912
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 16.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,675.0
2.618 6,387.8
1.618 6,211.8
1.000 6,103.0
0.618 6,035.8
HIGH 5,927.0
0.618 5,859.8
0.500 5,839.0
0.382 5,818.2
LOW 5,751.0
0.618 5,642.2
1.000 5,575.0
1.618 5,466.2
2.618 5,290.2
4.250 5,003.0
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 5,881.0 5,845.0
PP 5,860.0 5,788.0
S1 5,839.0 5,731.0

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

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