ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 6,752.0 6,765.0 13.0 0.2% 6,634.0
High 6,798.0 6,832.0 34.0 0.5% 6,742.0
Low 6,744.0 6,754.0 10.0 0.1% 6,599.0
Close 6,766.0 6,825.0 59.0 0.9% 6,651.0
Range 54.0 78.0 24.0 44.4% 143.0
ATR 84.3 83.9 -0.5 -0.5% 0.0
Volume 16,524 15,985 -539 -3.3% 85,972
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,037.7 7,009.3 6,867.9
R3 6,959.7 6,931.3 6,846.5
R2 6,881.7 6,881.7 6,839.3
R1 6,853.3 6,853.3 6,832.2 6,867.5
PP 6,803.7 6,803.7 6,803.7 6,810.8
S1 6,775.3 6,775.3 6,817.9 6,789.5
S2 6,725.7 6,725.7 6,810.7
S3 6,647.7 6,697.3 6,803.6
S4 6,569.7 6,619.3 6,782.1
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,093.0 7,015.0 6,729.7
R3 6,950.0 6,872.0 6,690.3
R2 6,807.0 6,807.0 6,677.2
R1 6,729.0 6,729.0 6,664.1 6,768.0
PP 6,664.0 6,664.0 6,664.0 6,683.5
S1 6,586.0 6,586.0 6,637.9 6,625.0
S2 6,521.0 6,521.0 6,624.8
S3 6,378.0 6,443.0 6,611.7
S4 6,235.0 6,300.0 6,572.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,832.0 6,634.0 198.0 2.9% 65.0 1.0% 96% True False 15,889
10 6,832.0 6,582.0 250.0 3.7% 63.5 0.9% 97% True False 17,593
20 6,832.0 6,214.0 618.0 9.1% 65.4 1.0% 99% True False 27,063
40 6,832.0 5,656.0 1,176.0 17.2% 67.1 1.0% 99% True False 13,812
60 6,832.0 5,603.0 1,229.0 18.0% 66.1 1.0% 99% True False 9,228
80 6,832.0 5,603.0 1,229.0 18.0% 56.9 0.8% 99% True False 6,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,163.5
2.618 7,036.2
1.618 6,958.2
1.000 6,910.0
0.618 6,880.2
HIGH 6,832.0
0.618 6,802.2
0.500 6,793.0
0.382 6,783.8
LOW 6,754.0
0.618 6,705.8
1.000 6,676.0
1.618 6,627.8
2.618 6,549.8
4.250 6,422.5
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 6,814.3 6,797.7
PP 6,803.7 6,770.3
S1 6,793.0 6,743.0

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

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