ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 6,401.0 6,455.0 54.0 0.8% 6,344.0
High 6,442.0 6,530.0 88.0 1.4% 6,484.0
Low 6,401.0 6,441.0 40.0 0.6% 6,214.0
Close 6,422.0 6,502.0 80.0 1.2% 6,422.0
Range 41.0 89.0 48.0 117.1% 270.0
ATR 94.0 95.0 1.0 1.1% 0.0
Volume 16,168 20,353 4,185 25.9% 249,263
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,758.0 6,719.0 6,551.0
R3 6,669.0 6,630.0 6,526.5
R2 6,580.0 6,580.0 6,518.3
R1 6,541.0 6,541.0 6,510.2 6,560.5
PP 6,491.0 6,491.0 6,491.0 6,500.8
S1 6,452.0 6,452.0 6,493.8 6,471.5
S2 6,402.0 6,402.0 6,485.7
S3 6,313.0 6,363.0 6,477.5
S4 6,224.0 6,274.0 6,453.1
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,183.3 7,072.7 6,570.5
R3 6,913.3 6,802.7 6,496.3
R2 6,643.3 6,643.3 6,471.5
R1 6,532.7 6,532.7 6,446.8 6,588.0
PP 6,373.3 6,373.3 6,373.3 6,401.0
S1 6,262.7 6,262.7 6,397.3 6,318.0
S2 6,103.3 6,103.3 6,372.5
S3 5,833.3 5,992.7 6,347.8
S4 5,563.3 5,722.7 6,273.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,530.0 6,214.0 316.0 4.9% 76.2 1.2% 91% True False 42,394
10 6,530.0 6,214.0 316.0 4.9% 71.3 1.1% 91% True False 30,915
20 6,530.0 6,080.0 450.0 6.9% 60.4 0.9% 94% True False 15,563
40 6,530.0 5,603.0 927.0 14.3% 71.7 1.1% 97% True False 7,828
60 6,530.0 5,603.0 927.0 14.3% 57.9 0.9% 97% True False 5,240
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 12.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,908.3
2.618 6,763.0
1.618 6,674.0
1.000 6,619.0
0.618 6,585.0
HIGH 6,530.0
0.618 6,496.0
0.500 6,485.5
0.382 6,475.0
LOW 6,441.0
0.618 6,386.0
1.000 6,352.0
1.618 6,297.0
2.618 6,208.0
4.250 6,062.8
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 6,496.5 6,489.8
PP 6,491.0 6,477.7
S1 6,485.5 6,465.5

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

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