ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 5,950.0 6,130.0 180.0 3.0% 5,960.0
High 6,046.0 6,184.0 138.0 2.3% 6,025.0
Low 5,932.0 6,110.0 178.0 3.0% 5,535.0
Close 6,020.0 6,184.0 164.0 2.7% 5,585.0
Range 114.0 74.0 -40.0 -35.1% 490.0
ATR 138.9 140.7 1.8 1.3% 0.0
Volume 25,758 35,563 9,805 38.1% 201,133
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,381.3 6,356.7 6,224.7
R3 6,307.3 6,282.7 6,204.4
R2 6,233.3 6,233.3 6,197.6
R1 6,208.7 6,208.7 6,190.8 6,221.0
PP 6,159.3 6,159.3 6,159.3 6,165.5
S1 6,134.7 6,134.7 6,177.2 6,147.0
S2 6,085.3 6,085.3 6,170.4
S3 6,011.3 6,060.7 6,163.7
S4 5,937.3 5,986.7 6,143.3
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 6,184.0 5,584.0 600.0 9.7% 138.6 2.2% 100% True False 37,623
10 6,184.0 5,535.0 649.0 10.5% 130.9 2.1% 100% True False 37,276
20 6,184.0 5,535.0 649.0 10.5% 112.0 1.8% 100% True False 34,643
40 6,452.0 5,535.0 917.0 14.8% 80.4 1.3% 71% False False 26,376
60 6,452.0 5,535.0 917.0 14.8% 69.6 1.1% 71% False False 25,272
80 6,452.0 5,535.0 917.0 14.8% 60.6 1.0% 71% False False 19,001
100 6,452.0 5,535.0 917.0 14.8% 51.6 0.8% 71% False False 15,215
120 6,452.0 5,535.0 917.0 14.8% 46.2 0.7% 71% False False 12,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,498.5
2.618 6,377.7
1.618 6,303.7
1.000 6,258.0
0.618 6,229.7
HIGH 6,184.0
0.618 6,155.7
0.500 6,147.0
0.382 6,138.3
LOW 6,110.0
0.618 6,064.3
1.000 6,036.0
1.618 5,990.3
2.618 5,916.3
4.250 5,795.5
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 6,171.7 6,130.7
PP 6,159.3 6,077.3
S1 6,147.0 6,024.0

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

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