ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 6,694.0 6,735.0 41.0 0.6% 6,795.0
High 6,746.0 6,743.0 -3.0 0.0% 6,880.0
Low 6,682.0 6,573.0 -109.0 -1.6% 6,682.0
Close 6,697.0 6,608.0 -89.0 -1.3% 6,697.0
Range 64.0 170.0 106.0 165.6% 198.0
ATR 95.6 100.9 5.3 5.6% 0.0
Volume 25,999 31,429 5,430 20.9% 111,403
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,151.3 7,049.7 6,701.5
R3 6,981.3 6,879.7 6,654.8
R2 6,811.3 6,811.3 6,639.2
R1 6,709.7 6,709.7 6,623.6 6,675.5
PP 6,641.3 6,641.3 6,641.3 6,624.3
S1 6,539.7 6,539.7 6,592.4 6,505.5
S2 6,471.3 6,471.3 6,576.8
S3 6,301.3 6,369.7 6,561.3
S4 6,131.3 6,199.7 6,514.5
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,347.0 7,220.0 6,805.9
R3 7,149.0 7,022.0 6,751.5
R2 6,951.0 6,951.0 6,733.3
R1 6,824.0 6,824.0 6,715.2 6,788.5
PP 6,753.0 6,753.0 6,753.0 6,735.3
S1 6,626.0 6,626.0 6,678.9 6,590.5
S2 6,555.0 6,555.0 6,660.7
S3 6,357.0 6,428.0 6,642.6
S4 6,159.0 6,230.0 6,588.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,880.0 6,573.0 307.0 4.6% 84.0 1.3% 11% False True 25,196
10 6,880.0 6,573.0 307.0 4.6% 79.5 1.2% 11% False True 23,421
20 6,880.0 6,572.0 308.0 4.7% 78.1 1.2% 12% False False 21,687
40 6,880.0 6,214.0 666.0 10.1% 71.9 1.1% 59% False False 23,239
60 6,880.0 5,603.0 1,277.0 19.3% 73.0 1.1% 79% False False 15,549
80 6,880.0 5,603.0 1,277.0 19.3% 67.2 1.0% 79% False False 11,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 7,465.5
2.618 7,188.1
1.618 7,018.1
1.000 6,913.0
0.618 6,848.1
HIGH 6,743.0
0.618 6,678.1
0.500 6,658.0
0.382 6,637.9
LOW 6,573.0
0.618 6,467.9
1.000 6,403.0
1.618 6,297.9
2.618 6,127.9
4.250 5,850.5
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 6,658.0 6,726.5
PP 6,641.3 6,687.0
S1 6,624.7 6,647.5

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

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