ASX SPI 200 Index Future September 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 6,359.0 6,423.0 64.0 1.0% 6,181.0
High 6,398.0 6,436.0 38.0 0.6% 6,333.0
Low 6,320.0 6,389.0 69.0 1.1% 6,154.0
Close 6,388.0 6,435.0 47.0 0.7% 6,283.0
Range 78.0 47.0 -31.0 -39.7% 179.0
ATR 111.9 107.4 -4.6 -4.1% 0.0
Volume 70,765 10,163 -60,602 -85.6% 137,546
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,561.0 6,545.0 6,460.9
R3 6,514.0 6,498.0 6,447.9
R2 6,467.0 6,467.0 6,443.6
R1 6,451.0 6,451.0 6,439.3 6,459.0
PP 6,420.0 6,420.0 6,420.0 6,424.0
S1 6,404.0 6,404.0 6,430.7 6,412.0
S2 6,373.0 6,373.0 6,426.4
S3 6,326.0 6,357.0 6,422.1
S4 6,279.0 6,310.0 6,409.2
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 6,436.0 6,165.0 271.0 4.2% 66.2 1.0% 100% True False 61,850
10 6,436.0 6,154.0 282.0 4.4% 69.1 1.1% 100% True False 40,574
20 6,436.0 6,017.0 419.0 6.5% 77.1 1.2% 100% True False 32,600
40 6,436.0 5,535.0 901.0 14.0% 95.4 1.5% 100% True False 33,443
60 6,452.0 5,535.0 917.0 14.3% 78.7 1.2% 98% False False 28,241
80 6,452.0 5,535.0 917.0 14.3% 71.5 1.1% 98% False False 26,660
100 6,452.0 5,535.0 917.0 14.3% 63.4 1.0% 98% False False 21,365
120 6,452.0 5,535.0 917.0 14.3% 55.4 0.9% 98% False False 17,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 15.5
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 6,635.8
2.618 6,559.0
1.618 6,512.0
1.000 6,483.0
0.618 6,465.0
HIGH 6,436.0
0.618 6,418.0
0.500 6,412.5
0.382 6,407.0
LOW 6,389.0
0.618 6,360.0
1.000 6,342.0
1.618 6,313.0
2.618 6,266.0
4.250 6,189.3
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 6,427.5 6,390.2
PP 6,420.0 6,345.3
S1 6,412.5 6,300.5

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

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