ASX SPI 200 Index Future December 2007

Trading Metrics calculated at close of trading on 15-Oct-2007

Day Change Summary
	Previous	Current
	12-Oct-2007	15-Oct-2007	Change	Change %	Previous Week
Open	6,801.0	6,832.0	31.0	0.5%	6,716.0
High	6,808.0	6,847.0	39.0	0.6%	6,832.0
Low	6,759.0	6,754.0	-5.0	-0.1%	6,654.0
Close	6,798.0	6,796.0	-2.0	0.0%	6,798.0
Range	49.0	93.0	44.0	89.8%	178.0
ATR	82.6	83.4	0.7	0.9%	0.0
Volume	15,780	14,407	-1,373	-8.7%	83,849

Daily Pivots for day following 15-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,078.0	7,030.0	6,847.2
R3	6,985.0	6,937.0	6,821.6
R2	6,892.0	6,892.0	6,813.1
R1	6,844.0	6,844.0	6,804.5	6,821.5
PP	6,799.0	6,799.0	6,799.0	6,787.8
S1	6,751.0	6,751.0	6,787.5	6,728.5
S2	6,706.0	6,706.0	6,779.0
S3	6,613.0	6,658.0	6,770.4
S4	6,520.0	6,565.0	6,744.9

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,295.3	7,224.7	6,895.9
R3	7,117.3	7,046.7	6,847.0
R2	6,939.3	6,939.3	6,830.6
R1	6,868.7	6,868.7	6,814.3	6,904.0
PP	6,761.3	6,761.3	6,761.3	6,779.0
S1	6,690.7	6,690.7	6,781.7	6,726.0
S2	6,583.3	6,583.3	6,765.4
S3	6,405.3	6,512.7	6,749.1
S4	6,227.3	6,334.7	6,700.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,847.0	6,654.0	193.0	2.8%	71.6	1.1%	74%	True	False	16,734
10	6,847.0	6,599.0	248.0	3.6%	65.1	1.0%	79%	True	False	17,273
20	6,847.0	6,214.0	633.0	9.3%	67.1	1.0%	92%	True	False	24,116
40	6,847.0	5,918.0	929.0	13.7%	64.2	0.9%	95%	True	False	14,556
60	6,847.0	5,603.0	1,244.0	18.3%	67.1	1.0%	96%	True	False	9,729
80	6,847.0	5,603.0	1,244.0	18.3%	58.0	0.9%	96%	True	False	7,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	7,242.3
2.618	7,090.5
1.618	6,997.5
1.000	6,940.0
0.618	6,904.5
HIGH	6,847.0
0.618	6,811.5
0.500	6,800.5
0.382	6,789.5
LOW	6,754.0
0.618	6,696.5
1.000	6,661.0
1.618	6,603.5
2.618	6,510.5
4.250	6,358.8

Fisher Pivots for day following 15-Oct-2007
Pivot	1 day	3 day
R1	6,800.5	6,800.5
PP	6,799.0	6,799.0
S1	6,797.5	6,797.5

Download as Excel Spreadsheet

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

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