ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 6,634.0 6,704.0 70.0 1.1% 6,455.0
High 6,662.0 6,742.0 80.0 1.2% 6,653.0
Low 6,607.0 6,687.0 80.0 1.2% 6,441.0
Close 6,628.0 6,723.0 95.0 1.4% 6,607.0
Range 55.0 55.0 0.0 0.0% 212.0
ATR 85.9 87.9 2.0 2.3% 0.0
Volume 11,494 24,408 12,914 112.4% 106,485
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,882.3 6,857.7 6,753.3
R3 6,827.3 6,802.7 6,738.1
R2 6,772.3 6,772.3 6,733.1
R1 6,747.7 6,747.7 6,728.0 6,760.0
PP 6,717.3 6,717.3 6,717.3 6,723.5
S1 6,692.7 6,692.7 6,718.0 6,705.0
S2 6,662.3 6,662.3 6,712.9
S3 6,607.3 6,637.7 6,707.9
S4 6,552.3 6,582.7 6,692.8
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,203.0 7,117.0 6,723.6
R3 6,991.0 6,905.0 6,665.3
R2 6,779.0 6,779.0 6,645.9
R1 6,693.0 6,693.0 6,626.4 6,736.0
PP 6,567.0 6,567.0 6,567.0 6,588.5
S1 6,481.0 6,481.0 6,587.6 6,524.0
S2 6,355.0 6,355.0 6,568.1
S3 6,143.0 6,269.0 6,548.7
S4 5,931.0 6,057.0 6,490.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,742.0 6,515.0 227.0 3.4% 53.8 0.8% 92% True False 19,760
10 6,742.0 6,370.0 372.0 5.5% 65.1 1.0% 95% True False 24,642
20 6,742.0 6,204.0 538.0 8.0% 67.5 1.0% 96% True False 21,617
40 6,742.0 5,603.0 1,139.0 16.9% 69.6 1.0% 98% True False 10,866
60 6,742.0 5,603.0 1,139.0 16.9% 61.4 0.9% 98% True False 7,267
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Fibonacci Retracements and Extensions
4.250 6,975.8
2.618 6,886.0
1.618 6,831.0
1.000 6,797.0
0.618 6,776.0
HIGH 6,742.0
0.618 6,721.0
0.500 6,714.5
0.382 6,708.0
LOW 6,687.0
0.618 6,653.0
1.000 6,632.0
1.618 6,598.0
2.618 6,543.0
4.250 6,453.3
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 6,720.2 6,702.7
PP 6,717.3 6,682.3
S1 6,714.5 6,662.0

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

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