ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 6,395.0 6,252.0 -143.0 -2.2% 6,272.0
High 6,395.0 6,317.0 -78.0 -1.2% 6,292.0
Low 6,300.0 6,250.0 -50.0 -0.8% 6,080.0
Close 6,296.0 6,319.0 23.0 0.4% 6,301.0
Range 95.0 67.0 -28.0 -29.5% 212.0
ATR 102.2 99.7 -2.5 -2.5% 0.0
Volume 47 115 68 144.7% 587
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,496.3 6,474.7 6,355.9
R3 6,429.3 6,407.7 6,337.4
R2 6,362.3 6,362.3 6,331.3
R1 6,340.7 6,340.7 6,325.1 6,351.5
PP 6,295.3 6,295.3 6,295.3 6,300.8
S1 6,273.7 6,273.7 6,312.9 6,284.5
S2 6,228.3 6,228.3 6,306.7
S3 6,161.3 6,206.7 6,300.6
S4 6,094.3 6,139.7 6,282.2
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,860.3 6,792.7 6,417.6
R3 6,648.3 6,580.7 6,359.3
R2 6,436.3 6,436.3 6,339.9
R1 6,368.7 6,368.7 6,320.4 6,402.5
PP 6,224.3 6,224.3 6,224.3 6,241.3
S1 6,156.7 6,156.7 6,281.6 6,190.5
S2 6,012.3 6,012.3 6,262.1
S3 5,800.3 5,944.7 6,242.7
S4 5,588.3 5,732.7 6,184.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,395.0 6,189.0 206.0 3.3% 62.2 1.0% 63% False False 138
10 6,395.0 6,080.0 315.0 5.0% 47.9 0.8% 76% False False 136
20 6,395.0 5,603.0 792.0 12.5% 75.0 1.2% 90% False False 120
40 6,495.0 5,603.0 892.0 14.1% 60.8 1.0% 80% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,601.8
2.618 6,492.4
1.618 6,425.4
1.000 6,384.0
0.618 6,358.4
HIGH 6,317.0
0.618 6,291.4
0.500 6,283.5
0.382 6,275.6
LOW 6,250.0
0.618 6,208.6
1.000 6,183.0
1.618 6,141.6
2.618 6,074.6
4.250 5,965.3
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 6,307.2 6,322.5
PP 6,295.3 6,321.3
S1 6,283.5 6,320.2

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

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