ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 6,320.0 6,259.0 -61.0 -1.0% 6,298.0
High 6,333.0 6,263.0 -70.0 -1.1% 6,366.0
Low 6,211.0 6,214.0 3.0 0.0% 6,188.0
Close 6,230.0 6,239.0 9.0 0.1% 6,290.0
Range 122.0 49.0 -73.0 -59.8% 178.0
ATR 116.4 111.6 -4.8 -4.1% 0.0
Volume 25,463 15,627 -9,836 -38.6% 74,402
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,385.7 6,361.3 6,266.0
R3 6,336.7 6,312.3 6,252.5
R2 6,287.7 6,287.7 6,248.0
R1 6,263.3 6,263.3 6,243.5 6,251.0
PP 6,238.7 6,238.7 6,238.7 6,232.5
S1 6,214.3 6,214.3 6,234.5 6,202.0
S2 6,189.7 6,189.7 6,230.0
S3 6,140.7 6,165.3 6,225.5
S4 6,091.7 6,116.3 6,212.1
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 6,333.0 6,154.0 179.0 2.9% 72.0 1.2% 47% False False 19,299
10 6,366.0 6,116.0 250.0 4.0% 86.3 1.4% 49% False False 20,853
20 6,366.0 5,535.0 831.0 13.3% 102.2 1.6% 85% False False 27,593
40 6,428.0 5,535.0 893.0 14.3% 91.3 1.5% 79% False False 27,767
60 6,452.0 5,535.0 917.0 14.7% 78.1 1.3% 77% False False 24,924
80 6,452.0 5,535.0 917.0 14.7% 70.3 1.1% 77% False False 22,806
100 6,452.0 5,535.0 917.0 14.7% 60.5 1.0% 77% False False 18,273
120 6,452.0 5,535.0 917.0 14.7% 53.9 0.9% 77% False False 15,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.0
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6,471.3
2.618 6,391.3
1.618 6,342.3
1.000 6,312.0
0.618 6,293.3
HIGH 6,263.0
0.618 6,244.3
0.500 6,238.5
0.382 6,232.7
LOW 6,214.0
0.618 6,183.7
1.000 6,165.0
1.618 6,134.7
2.618 6,085.7
4.250 6,005.8
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 6,238.8 6,269.5
PP 6,238.7 6,259.3
S1 6,238.5 6,249.2

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

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