ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 6,286.0 6,294.0 8.0 0.1% 6,181.0
High 6,323.0 6,316.0 -7.0 -0.1% 6,333.0
Low 6,270.0 6,257.0 -13.0 -0.2% 6,154.0
Close 6,283.0 6,265.0 -18.0 -0.3% 6,283.0
Range 53.0 59.0 6.0 11.3% 179.0
ATR 109.6 106.0 -3.6 -3.3% 0.0
Volume 50,432 70,799 20,367 40.4% 137,546
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,456.3 6,419.7 6,297.5
R3 6,397.3 6,360.7 6,281.2
R2 6,338.3 6,338.3 6,275.8
R1 6,301.7 6,301.7 6,270.4 6,290.5
PP 6,279.3 6,279.3 6,279.3 6,273.8
S1 6,242.7 6,242.7 6,259.6 6,231.5
S2 6,220.3 6,220.3 6,254.2
S3 6,161.3 6,183.7 6,248.8
S4 6,102.3 6,124.7 6,232.6
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 6,206.0 127.0 2.0% 69.0 1.1% 46% False False 37,404
10 6,366.0 6,154.0 212.0 3.4% 76.1 1.2% 52% False False 28,274
20 6,366.0 5,751.0 615.0 9.8% 87.3 1.4% 84% False False 28,374
40 6,427.0 5,535.0 892.0 14.2% 92.3 1.5% 82% False False 30,089
60 6,452.0 5,535.0 917.0 14.6% 78.6 1.3% 80% False False 26,297
80 6,452.0 5,535.0 917.0 14.6% 70.5 1.1% 80% False False 24,319
100 6,452.0 5,535.0 917.0 14.6% 61.5 1.0% 80% False False 19,485
120 6,452.0 5,535.0 917.0 14.6% 54.6 0.9% 80% False False 16,250
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,566.8
2.618 6,470.5
1.618 6,411.5
1.000 6,375.0
0.618 6,352.5
HIGH 6,316.0
0.618 6,293.5
0.500 6,286.5
0.382 6,279.5
LOW 6,257.0
0.618 6,220.5
1.000 6,198.0
1.618 6,161.5
2.618 6,102.5
4.250 6,006.3
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 6,286.5 6,268.5
PP 6,279.3 6,267.3
S1 6,272.2 6,266.2

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

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