ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 6,130.0 6,138.0 8.0 0.1% 5,780.0
High 6,184.0 6,141.0 -43.0 -0.7% 6,184.0
Low 6,110.0 6,071.0 -39.0 -0.6% 5,751.0
Close 6,184.0 6,092.0 -92.0 -1.5% 6,092.0
Range 74.0 70.0 -4.0 -5.4% 433.0
ATR 140.7 138.7 -2.0 -1.4% 0.0
Volume 35,563 30,567 -4,996 -14.0% 169,646
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,311.3 6,271.7 6,130.5
R3 6,241.3 6,201.7 6,111.3
R2 6,171.3 6,171.3 6,104.8
R1 6,131.7 6,131.7 6,098.4 6,116.5
PP 6,101.3 6,101.3 6,101.3 6,093.8
S1 6,061.7 6,061.7 6,085.6 6,046.5
S2 6,031.3 6,031.3 6,079.2
S3 5,961.3 5,991.7 6,072.8
S4 5,891.3 5,921.7 6,053.5
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,308.0 7,133.0 6,330.2
R3 6,875.0 6,700.0 6,211.1
R2 6,442.0 6,442.0 6,171.4
R1 6,267.0 6,267.0 6,131.7 6,354.5
PP 6,009.0 6,009.0 6,009.0 6,052.8
S1 5,834.0 5,834.0 6,052.3 5,921.5
S2 5,576.0 5,576.0 6,012.6
S3 5,143.0 5,401.0 5,972.9
S4 4,710.0 4,968.0 5,853.9
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 5,751.0 433.0 7.1% 113.4 1.9% 79% False False 33,929
10 6,184.0 5,535.0 649.0 10.7% 128.7 2.1% 86% False False 37,077
20 6,184.0 5,535.0 649.0 10.7% 111.4 1.8% 86% False False 34,417
40 6,452.0 5,535.0 917.0 15.1% 80.4 1.3% 61% False False 26,479
60 6,452.0 5,535.0 917.0 15.1% 70.2 1.2% 61% False False 25,776
80 6,452.0 5,535.0 917.0 15.1% 61.0 1.0% 61% False False 19,382
100 6,452.0 5,535.0 917.0 15.1% 51.7 0.8% 61% False False 15,521
120 6,452.0 5,535.0 917.0 15.1% 46.1 0.8% 61% False False 12,939
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 24.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,438.5
2.618 6,324.3
1.618 6,254.3
1.000 6,211.0
0.618 6,184.3
HIGH 6,141.0
0.618 6,114.3
0.500 6,106.0
0.382 6,097.7
LOW 6,071.0
0.618 6,027.7
1.000 6,001.0
1.618 5,957.7
2.618 5,887.7
4.250 5,773.5
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 6,106.0 6,080.7
PP 6,101.3 6,069.3
S1 6,096.7 6,058.0

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

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