ASX SPI 200 Index Future December 2007

Trading Metrics calculated at close of trading on 19-Oct-2007

Day Change Summary
	Previous	Current
	18-Oct-2007	19-Oct-2007	Change	Change %	Previous Week
Open	6,725.0	6,806.0	81.0	1.2%	6,832.0
High	6,829.0	6,807.0	-22.0	-0.3%	6,847.0
Low	6,725.0	6,715.0	-10.0	-0.1%	6,682.0
Close	6,821.0	6,745.0	-76.0	-1.1%	6,745.0
Range	104.0	92.0	-12.0	-11.5%	165.0
ATR	87.1	88.5	1.3	1.5%	0.0
Volume	21,959	22,704	745	3.4%	102,404

Daily Pivots for day following 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,031.7	6,980.3	6,795.6
R3	6,939.7	6,888.3	6,770.3
R2	6,847.7	6,847.7	6,761.9
R1	6,796.3	6,796.3	6,753.4	6,776.0
PP	6,755.7	6,755.7	6,755.7	6,745.5
S1	6,704.3	6,704.3	6,736.6	6,684.0
S2	6,663.7	6,663.7	6,728.1
S3	6,571.7	6,612.3	6,719.7
S4	6,479.7	6,520.3	6,694.4

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,253.0	7,164.0	6,835.8
R3	7,088.0	6,999.0	6,790.4
R2	6,923.0	6,923.0	6,775.3
R1	6,834.0	6,834.0	6,760.1	6,796.0
PP	6,758.0	6,758.0	6,758.0	6,739.0
S1	6,669.0	6,669.0	6,729.9	6,631.0
S2	6,593.0	6,593.0	6,714.8
S3	6,428.0	6,504.0	6,699.6
S4	6,263.0	6,339.0	6,654.3

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	6,682.0	165.0	2.4%	89.4	1.3%	38%	False	False	20,480
10	6,847.0	6,654.0	193.0	2.9%	78.3	1.2%	47%	False	False	18,625
20	6,847.0	6,441.0	406.0	6.0%	70.2	1.0%	75%	False	False	18,935
40	6,847.0	6,080.0	767.0	11.4%	64.7	1.0%	87%	False	False	16,743
60	6,847.0	5,603.0	1,244.0	18.4%	71.3	1.1%	92%	False	False	11,195
80	6,847.0	5,603.0	1,244.0	18.4%	60.3	0.9%	92%	False	False	8,410

Crabel Price Patterns
NR	True
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	11.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,198.0
2.618	7,047.9
1.618	6,955.9
1.000	6,899.0
0.618	6,863.9
HIGH	6,807.0
0.618	6,771.9
0.500	6,761.0
0.382	6,750.1
LOW	6,715.0
0.618	6,658.1
1.000	6,623.0
1.618	6,566.1
2.618	6,474.1
4.250	6,324.0

Fisher Pivots for day following 19-Oct-2007
Pivot	1 day	3 day
R1	6,761.0	6,755.5
PP	6,755.7	6,752.0
S1	6,750.3	6,748.5

Download as Excel Spreadsheet

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

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