ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 6,678.0 6,795.0 117.0 1.8% 6,590.0
High 6,732.0 6,824.0 92.0 1.4% 6,767.0
Low 6,677.0 6,782.0 105.0 1.6% 6,572.0
Close 6,724.0 6,821.0 97.0 1.4% 6,724.0
Range 55.0 42.0 -13.0 -23.6% 195.0
ATR 94.6 95.0 0.4 0.4% 0.0
Volume 17,530 16,848 -682 -3.9% 119,243
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,935.0 6,920.0 6,844.1
R3 6,893.0 6,878.0 6,832.6
R2 6,851.0 6,851.0 6,828.7
R1 6,836.0 6,836.0 6,824.9 6,843.5
PP 6,809.0 6,809.0 6,809.0 6,812.8
S1 6,794.0 6,794.0 6,817.2 6,801.5
S2 6,767.0 6,767.0 6,813.3
S3 6,725.0 6,752.0 6,809.5
S4 6,683.0 6,710.0 6,797.9
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,272.7 7,193.3 6,831.3
R3 7,077.7 6,998.3 6,777.6
R2 6,882.7 6,882.7 6,759.8
R1 6,803.3 6,803.3 6,741.9 6,843.0
PP 6,687.7 6,687.7 6,687.7 6,707.5
S1 6,608.3 6,608.3 6,706.1 6,648.0
S2 6,492.7 6,492.7 6,688.3
S3 6,297.7 6,413.3 6,670.4
S4 6,102.7 6,218.3 6,616.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,824.0 6,618.0 206.0 3.0% 75.0 1.1% 99% True False 21,647
10 6,829.0 6,572.0 257.0 3.8% 78.4 1.1% 97% False False 22,408
20 6,847.0 6,572.0 275.0 4.0% 71.8 1.1% 91% False False 19,841
40 6,847.0 6,204.0 643.0 9.4% 69.4 1.0% 96% False False 20,124
60 6,847.0 5,603.0 1,244.0 18.2% 69.9 1.0% 98% False False 13,453
80 6,847.0 5,603.0 1,244.0 18.2% 63.5 0.9% 98% False False 10,108
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 16.3
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 7,002.5
2.618 6,934.0
1.618 6,892.0
1.000 6,866.0
0.618 6,850.0
HIGH 6,824.0
0.618 6,808.0
0.500 6,803.0
0.382 6,798.0
LOW 6,782.0
0.618 6,756.0
1.000 6,740.0
1.618 6,714.0
2.618 6,672.0
4.250 6,603.5
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 6,815.0 6,789.7
PP 6,809.0 6,758.3
S1 6,803.0 6,727.0

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

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