ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 6,035.0 6,184.0 149.0 2.5% 5,780.0
High 6,114.0 6,204.0 90.0 1.5% 6,184.0
Low 6,017.0 6,116.0 99.0 1.6% 5,751.0
Close 6,102.0 6,148.0 46.0 0.8% 6,092.0
Range 97.0 88.0 -9.0 -9.3% 433.0
ATR 132.9 130.7 -2.2 -1.7% 0.0
Volume 25,887 20,874 -5,013 -19.4% 169,646
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,420.0 6,372.0 6,196.4
R3 6,332.0 6,284.0 6,172.2
R2 6,244.0 6,244.0 6,164.1
R1 6,196.0 6,196.0 6,156.1 6,176.0
PP 6,156.0 6,156.0 6,156.0 6,146.0
S1 6,108.0 6,108.0 6,139.9 6,088.0
S2 6,068.0 6,068.0 6,131.9
S3 5,980.0 6,020.0 6,123.8
S4 5,892.0 5,932.0 6,099.6
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% 72.2 1.2% 69% False False 23,904
10 6,208.0 5,584.0 624.0 10.1% 105.4 1.7% 90% False False 30,763
20 6,208.0 5,535.0 673.0 10.9% 101.6 1.7% 91% False False 31,265
40 6,452.0 5,535.0 917.0 14.9% 82.2 1.3% 67% False False 26,870
60 6,452.0 5,535.0 917.0 14.9% 73.1 1.2% 67% False False 27,240
80 6,452.0 5,535.0 917.0 14.9% 63.6 1.0% 67% False False 20,485
100 6,452.0 5,535.0 917.0 14.9% 53.6 0.9% 67% False False 16,406
120 6,452.0 5,535.0 917.0 14.9% 48.6 0.8% 67% False False 13,679
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 24.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,578.0
2.618 6,434.4
1.618 6,346.4
1.000 6,292.0
0.618 6,258.4
HIGH 6,204.0
0.618 6,170.4
0.500 6,160.0
0.382 6,149.6
LOW 6,116.0
0.618 6,061.6
1.000 6,028.0
1.618 5,973.6
2.618 5,885.6
4.250 5,742.0
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 6,160.0 6,135.5
PP 6,156.0 6,123.0
S1 6,152.0 6,110.5

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

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