ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 6,298.0 6,328.0 30.0 0.5% 6,202.0
High 6,326.0 6,366.0 40.0 0.6% 6,261.0
Low 6,265.0 6,233.0 -32.0 -0.5% 6,017.0
Close 6,267.0 6,251.0 -16.0 -0.3% 6,261.0
Range 61.0 133.0 72.0 118.0% 244.0
ATR 125.7 126.2 0.5 0.4% 0.0
Volume 20,543 22,503 1,960 9.5% 115,103
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,682.3 6,599.7 6,324.2
R3 6,549.3 6,466.7 6,287.6
R2 6,416.3 6,416.3 6,275.4
R1 6,333.7 6,333.7 6,263.2 6,308.5
PP 6,283.3 6,283.3 6,283.3 6,270.8
S1 6,200.7 6,200.7 6,238.8 6,175.5
S2 6,150.3 6,150.3 6,226.6
S3 6,017.3 6,067.7 6,214.4
S4 5,884.3 5,934.7 6,177.9
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,911.7 6,830.3 6,395.2
R3 6,667.7 6,586.3 6,328.1
R2 6,423.7 6,423.7 6,305.7
R1 6,342.3 6,342.3 6,283.4 6,383.0
PP 6,179.7 6,179.7 6,179.7 6,200.0
S1 6,098.3 6,098.3 6,238.6 6,139.0
S2 5,935.7 5,935.7 6,216.3
S3 5,691.7 5,854.3 6,193.9
S4 5,447.7 5,610.3 6,126.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,366.0 6,017.0 349.0 5.6% 101.0 1.6% 67% True False 23,191
10 6,366.0 5,932.0 434.0 6.9% 86.9 1.4% 74% True False 25,003
20 6,366.0 5,535.0 831.0 13.3% 107.1 1.7% 86% True False 30,716
40 6,452.0 5,535.0 917.0 14.7% 86.6 1.4% 78% False False 27,473
60 6,452.0 5,535.0 917.0 14.7% 75.5 1.2% 78% False False 28,296
80 6,452.0 5,535.0 917.0 14.7% 67.0 1.1% 78% False False 21,343
100 6,452.0 5,535.0 917.0 14.7% 56.8 0.9% 78% False False 17,090
120 6,452.0 5,535.0 917.0 14.7% 51.2 0.8% 78% False False 14,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,931.3
2.618 6,714.2
1.618 6,581.2
1.000 6,499.0
0.618 6,448.2
HIGH 6,366.0
0.618 6,315.2
0.500 6,299.5
0.382 6,283.8
LOW 6,233.0
0.618 6,150.8
1.000 6,100.0
1.618 6,017.8
2.618 5,884.8
4.250 5,667.8
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 6,299.5 6,250.8
PP 6,283.3 6,250.7
S1 6,267.2 6,250.5

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

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