ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 6,795.0 6,823.0 28.0 0.4% 6,590.0
High 6,824.0 6,837.0 13.0 0.2% 6,767.0
Low 6,782.0 6,774.0 -8.0 -0.1% 6,572.0
Close 6,821.0 6,800.0 -21.0 -0.3% 6,724.0
Range 42.0 63.0 21.0 50.0% 195.0
ATR 95.0 92.7 -2.3 -2.4% 0.0
Volume 16,848 19,287 2,439 14.5% 119,243
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,992.7 6,959.3 6,834.7
R3 6,929.7 6,896.3 6,817.3
R2 6,866.7 6,866.7 6,811.6
R1 6,833.3 6,833.3 6,805.8 6,818.5
PP 6,803.7 6,803.7 6,803.7 6,796.3
S1 6,770.3 6,770.3 6,794.2 6,755.5
S2 6,740.7 6,740.7 6,788.5
S3 6,677.7 6,707.3 6,782.7
S4 6,614.7 6,644.3 6,765.4
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,272.7 7,193.3 6,831.3
R3 7,077.7 6,998.3 6,777.6
R2 6,882.7 6,882.7 6,759.8
R1 6,803.3 6,803.3 6,741.9 6,843.0
PP 6,687.7 6,687.7 6,687.7 6,707.5
S1 6,608.3 6,608.3 6,706.1 6,648.0
S2 6,492.7 6,492.7 6,688.3
S3 6,297.7 6,413.3 6,670.4
S4 6,102.7 6,218.3 6,616.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,837.0 6,630.0 207.0 3.0% 69.0 1.0% 82% True False 21,077
10 6,837.0 6,572.0 265.0 3.9% 76.8 1.1% 86% True False 22,230
20 6,847.0 6,572.0 275.0 4.0% 72.2 1.1% 83% False False 19,585
40 6,847.0 6,204.0 643.0 9.5% 69.8 1.0% 93% False False 20,601
60 6,847.0 5,603.0 1,244.0 18.3% 70.5 1.0% 96% False False 13,772
80 6,847.0 5,603.0 1,244.0 18.3% 64.1 0.9% 96% False False 10,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,104.8
2.618 7,001.9
1.618 6,938.9
1.000 6,900.0
0.618 6,875.9
HIGH 6,837.0
0.618 6,812.9
0.500 6,805.5
0.382 6,798.1
LOW 6,774.0
0.618 6,735.1
1.000 6,711.0
1.618 6,672.1
2.618 6,609.1
4.250 6,506.3
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 6,805.5 6,785.7
PP 6,803.7 6,771.3
S1 6,801.8 6,757.0

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

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