ASX SPI 200 Index Future September 2007

Trading Metrics calculated at close of trading on 14-Sep-2007

Day Change Summary
	Previous	Current
	13-Sep-2007	14-Sep-2007	Change	Change %	Previous Week
Open	6,259.0	6,286.0	27.0	0.4%	6,181.0
High	6,263.0	6,323.0	60.0	1.0%	6,333.0
Low	6,214.0	6,270.0	56.0	0.9%	6,154.0
Close	6,239.0	6,283.0	44.0	0.7%	6,283.0
Range	49.0	53.0	4.0	8.2%	179.0
ATR	111.6	109.6	-2.0	-1.8%	0.0
Volume	15,627	50,432	34,805	222.7%	137,546

Daily Pivots for day following 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,451.0	6,420.0	6,312.2
R3	6,398.0	6,367.0	6,297.6
R2	6,345.0	6,345.0	6,292.7
R1	6,314.0	6,314.0	6,287.9	6,303.0
PP	6,292.0	6,292.0	6,292.0	6,286.5
S1	6,261.0	6,261.0	6,278.1	6,250.0
S2	6,239.0	6,239.0	6,273.3
S3	6,186.0	6,208.0	6,268.4
S4	6,133.0	6,155.0	6,253.9

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,793.7	6,717.3	6,381.5
R3	6,614.7	6,538.3	6,332.2
R2	6,435.7	6,435.7	6,315.8
R1	6,359.3	6,359.3	6,299.4	6,397.5
PP	6,256.7	6,256.7	6,256.7	6,275.8
S1	6,180.3	6,180.3	6,266.6	6,218.5
S2	6,077.7	6,077.7	6,250.2
S3	5,898.7	6,001.3	6,233.8
S4	5,719.7	5,822.3	6,184.6

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	2.8%	72.2	1.1%	72%	False	False	27,509
10	6,366.0	6,135.0	231.0	3.7%	82.8	1.3%	64%	False	False	23,809
20	6,366.0	5,584.0	782.0	12.4%	94.1	1.5%	89%	False	False	27,286
40	6,428.0	5,535.0	893.0	14.2%	91.7	1.5%	84%	False	False	28,643
60	6,452.0	5,535.0	917.0	14.6%	78.4	1.2%	82%	False	False	25,393
80	6,452.0	5,535.0	917.0	14.6%	70.4	1.1%	82%	False	False	23,436
100	6,452.0	5,535.0	917.0	14.6%	61.1	1.0%	82%	False	False	18,777
120	6,452.0	5,535.0	917.0	14.6%	54.2	0.9%	82%	False	False	15,660

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,548.3
2.618	6,461.8
1.618	6,408.8
1.000	6,376.0
0.618	6,355.8
HIGH	6,323.0
0.618	6,302.8
0.500	6,296.5
0.382	6,290.2
LOW	6,270.0
0.618	6,237.2
1.000	6,217.0
1.618	6,184.2
2.618	6,131.2
4.250	6,044.8

Fisher Pivots for day following 14-Sep-2007
Pivot	1 day	3 day
R1	6,296.5	6,279.3
PP	6,292.0	6,275.7
S1	6,287.5	6,272.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols