ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 6,294.0 6,246.0 -48.0 -0.8% 6,181.0
High 6,316.0 6,259.0 -57.0 -0.9% 6,333.0
Low 6,257.0 6,165.0 -92.0 -1.5% 6,154.0
Close 6,265.0 6,203.0 -62.0 -1.0% 6,283.0
Range 59.0 94.0 35.0 59.3% 179.0
ATR 106.0 105.5 -0.4 -0.4% 0.0
Volume 70,799 107,094 36,295 51.3% 137,546
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,491.0 6,441.0 6,254.7
R3 6,397.0 6,347.0 6,228.9
R2 6,303.0 6,303.0 6,220.2
R1 6,253.0 6,253.0 6,211.6 6,231.0
PP 6,209.0 6,209.0 6,209.0 6,198.0
S1 6,159.0 6,159.0 6,194.4 6,137.0
S2 6,115.0 6,115.0 6,185.8
S3 6,021.0 6,065.0 6,177.2
S4 5,927.0 5,971.0 6,151.3
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 6,165.0 168.0 2.7% 75.4 1.2% 23% False True 53,883
10 6,366.0 6,154.0 212.0 3.4% 79.4 1.3% 23% False False 36,929
20 6,366.0 5,864.0 502.0 8.1% 83.2 1.3% 68% False False 31,513
40 6,427.0 5,535.0 892.0 14.4% 93.6 1.5% 75% False False 32,319
60 6,452.0 5,535.0 917.0 14.8% 79.4 1.3% 73% False False 27,757
80 6,452.0 5,535.0 917.0 14.8% 71.2 1.1% 73% False False 25,655
100 6,452.0 5,535.0 917.0 14.8% 62.3 1.0% 73% False False 20,556
120 6,452.0 5,535.0 917.0 14.8% 55.0 0.9% 73% False False 17,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,658.5
2.618 6,505.1
1.618 6,411.1
1.000 6,353.0
0.618 6,317.1
HIGH 6,259.0
0.618 6,223.1
0.500 6,212.0
0.382 6,200.9
LOW 6,165.0
0.618 6,106.9
1.000 6,071.0
1.618 6,012.9
2.618 5,918.9
4.250 5,765.5
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 6,212.0 6,244.0
PP 6,209.0 6,230.3
S1 6,206.0 6,216.7

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

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