ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 6,305.0 6,181.0 -124.0 -2.0% 6,298.0
High 6,306.0 6,229.0 -77.0 -1.2% 6,366.0
Low 6,254.0 6,154.0 -100.0 -1.6% 6,188.0
Close 6,290.0 6,227.0 -63.0 -1.0% 6,290.0
Range 52.0 75.0 23.0 44.2% 178.0
ATR 118.9 120.1 1.2 1.0% 0.0
Volume 9,381 21,322 11,941 127.3% 74,402
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,428.3 6,402.7 6,268.3
R3 6,353.3 6,327.7 6,247.6
R2 6,278.3 6,278.3 6,240.8
R1 6,252.7 6,252.7 6,233.9 6,265.5
PP 6,203.3 6,203.3 6,203.3 6,209.8
S1 6,177.7 6,177.7 6,220.1 6,190.5
S2 6,128.3 6,128.3 6,213.3
S3 6,053.3 6,102.7 6,206.4
S4 5,978.3 6,027.7 6,185.8
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,815.3 6,730.7 6,387.9
R3 6,637.3 6,552.7 6,339.0
R2 6,459.3 6,459.3 6,322.6
R1 6,374.7 6,374.7 6,306.3 6,328.0
PP 6,281.3 6,281.3 6,281.3 6,258.0
S1 6,196.7 6,196.7 6,273.7 6,150.0
S2 6,103.3 6,103.3 6,257.4
S3 5,925.3 6,018.7 6,241.1
S4 5,747.3 5,840.7 6,192.1
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 6,154.0 212.0 3.4% 83.2 1.3% 34% False True 19,144
10 6,366.0 6,017.0 349.0 5.6% 83.3 1.3% 60% False False 21,082
20 6,366.0 5,535.0 831.0 13.3% 106.0 1.7% 83% False False 29,080
40 6,428.0 5,535.0 893.0 14.3% 88.2 1.4% 77% False False 27,399
60 6,452.0 5,535.0 917.0 14.7% 77.3 1.2% 75% False False 28,530
80 6,452.0 5,535.0 917.0 14.7% 68.6 1.1% 75% False False 21,987
100 6,452.0 5,535.0 917.0 14.7% 58.9 0.9% 75% False False 17,616
120 6,452.0 5,535.0 917.0 14.7% 52.2 0.8% 75% False False 14,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,547.8
2.618 6,425.4
1.618 6,350.4
1.000 6,304.0
0.618 6,275.4
HIGH 6,229.0
0.618 6,200.4
0.500 6,191.5
0.382 6,182.7
LOW 6,154.0
0.618 6,107.7
1.000 6,079.0
1.618 6,032.7
2.618 5,957.7
4.250 5,835.3
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 6,215.2 6,230.0
PP 6,203.3 6,229.0
S1 6,191.5 6,228.0

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

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