ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 6,160.0 6,035.0 -125.0 -2.0% 5,780.0
High 6,184.0 6,114.0 -70.0 -1.1% 6,184.0
Low 6,130.0 6,017.0 -113.0 -1.8% 5,751.0
Close 6,168.0 6,102.0 -66.0 -1.1% 6,092.0
Range 54.0 97.0 43.0 79.6% 433.0
ATR 131.5 132.9 1.4 1.1% 0.0
Volume 19,782 25,887 6,105 30.9% 169,646
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,368.7 6,332.3 6,155.4
R3 6,271.7 6,235.3 6,128.7
R2 6,174.7 6,174.7 6,119.8
R1 6,138.3 6,138.3 6,110.9 6,156.5
PP 6,077.7 6,077.7 6,077.7 6,086.8
S1 6,041.3 6,041.3 6,093.1 6,059.5
S2 5,980.7 5,980.7 6,084.2
S3 5,883.7 5,944.3 6,075.3
S4 5,786.7 5,847.3 6,048.7
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 6,017.0 191.0 3.1% 69.4 1.1% 45% False True 26,842
10 6,208.0 5,535.0 673.0 11.0% 118.1 1.9% 84% False False 34,333
20 6,208.0 5,535.0 673.0 11.0% 105.2 1.7% 84% False False 32,115
40 6,452.0 5,535.0 917.0 15.0% 82.0 1.3% 62% False False 26,738
60 6,452.0 5,535.0 917.0 15.0% 72.3 1.2% 62% False False 26,900
80 6,452.0 5,535.0 917.0 15.0% 62.9 1.0% 62% False False 20,224
100 6,452.0 5,535.0 917.0 15.0% 52.7 0.9% 62% False False 16,197
120 6,452.0 5,535.0 917.0 15.0% 47.8 0.8% 62% False False 13,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,526.3
2.618 6,367.9
1.618 6,270.9
1.000 6,211.0
0.618 6,173.9
HIGH 6,114.0
0.618 6,076.9
0.500 6,065.5
0.382 6,054.1
LOW 6,017.0
0.618 5,957.1
1.000 5,920.0
1.618 5,860.1
2.618 5,763.1
4.250 5,604.8
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 6,089.8 6,112.5
PP 6,077.7 6,109.0
S1 6,065.5 6,105.5

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

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