ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 6,138.0 6,202.0 64.0 1.0% 5,780.0
High 6,141.0 6,208.0 67.0 1.1% 6,184.0
Low 6,071.0 6,156.0 85.0 1.4% 5,751.0
Close 6,092.0 6,189.0 97.0 1.6% 6,092.0
Range 70.0 52.0 -18.0 -25.7% 433.0
ATR 138.7 137.1 -1.6 -1.2% 0.0
Volume 30,567 22,412 -8,155 -26.7% 169,646
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,340.3 6,316.7 6,217.6
R3 6,288.3 6,264.7 6,203.3
R2 6,236.3 6,236.3 6,198.5
R1 6,212.7 6,212.7 6,193.8 6,198.5
PP 6,184.3 6,184.3 6,184.3 6,177.3
S1 6,160.7 6,160.7 6,184.2 6,146.5
S2 6,132.3 6,132.3 6,179.5
S3 6,080.3 6,108.7 6,174.7
S4 6,028.3 6,056.7 6,160.4
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 6,208.0 5,864.0 344.0 5.6% 88.6 1.4% 94% True False 29,548
10 6,208.0 5,535.0 673.0 10.9% 127.8 2.1% 97% True False 36,547
20 6,208.0 5,535.0 673.0 10.9% 109.0 1.8% 97% True False 33,836
40 6,452.0 5,535.0 917.0 14.8% 80.6 1.3% 71% False False 26,474
60 6,452.0 5,535.0 917.0 14.8% 70.8 1.1% 71% False False 26,146
80 6,452.0 5,535.0 917.0 14.8% 61.4 1.0% 71% False False 19,658
100 6,452.0 5,535.0 917.0 14.8% 51.4 0.8% 71% False False 15,744
120 6,452.0 5,535.0 917.0 14.8% 46.6 0.8% 71% False False 13,126
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 25.1
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,429.0
2.618 6,344.1
1.618 6,292.1
1.000 6,260.0
0.618 6,240.1
HIGH 6,208.0
0.618 6,188.1
0.500 6,182.0
0.382 6,175.9
LOW 6,156.0
0.618 6,123.9
1.000 6,104.0
1.618 6,071.9
2.618 6,019.9
4.250 5,935.0
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 6,186.7 6,172.5
PP 6,184.3 6,156.0
S1 6,182.0 6,139.5

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

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