ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 6,615.0 6,530.0 -85.0 -1.3% 6,735.0
High 6,648.0 6,577.0 -71.0 -1.1% 6,743.0
Low 6,542.0 6,461.0 -81.0 -1.2% 6,513.0
Close 6,581.0 6,484.0 -97.0 -1.5% 6,581.0
Range 106.0 116.0 10.0 9.4% 230.0
ATR 105.4 106.4 1.0 1.0% 0.0
Volume 25,973 28,678 2,705 10.4% 135,865
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,855.3 6,785.7 6,547.8
R3 6,739.3 6,669.7 6,515.9
R2 6,623.3 6,623.3 6,505.3
R1 6,553.7 6,553.7 6,494.6 6,530.5
PP 6,507.3 6,507.3 6,507.3 6,495.8
S1 6,437.7 6,437.7 6,473.4 6,414.5
S2 6,391.3 6,391.3 6,462.7
S3 6,275.3 6,321.7 6,452.1
S4 6,159.3 6,205.7 6,420.2
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,302.3 7,171.7 6,707.5
R3 7,072.3 6,941.7 6,644.3
R2 6,842.3 6,842.3 6,623.2
R1 6,711.7 6,711.7 6,602.1 6,662.0
PP 6,612.3 6,612.3 6,612.3 6,587.5
S1 6,481.7 6,481.7 6,559.9 6,432.0
S2 6,382.3 6,382.3 6,538.8
S3 6,152.3 6,251.7 6,517.8
S4 5,922.3 6,021.7 6,454.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,728.0 6,461.0 267.0 4.1% 78.2 1.2% 9% False True 26,622
10 6,880.0 6,461.0 419.0 6.5% 81.1 1.3% 5% False True 25,909
20 6,880.0 6,461.0 419.0 6.5% 79.8 1.2% 5% False True 24,159
40 6,880.0 6,214.0 666.0 10.3% 73.4 1.1% 41% False False 24,138
60 6,880.0 5,918.0 962.0 14.8% 69.4 1.1% 59% False False 17,757
80 6,880.0 5,603.0 1,277.0 19.7% 70.2 1.1% 69% False False 13,337
100 6,880.0 5,603.0 1,277.0 19.7% 62.4 1.0% 69% False False 10,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,070.0
2.618 6,880.7
1.618 6,764.7
1.000 6,693.0
0.618 6,648.7
HIGH 6,577.0
0.618 6,532.7
0.500 6,519.0
0.382 6,505.3
LOW 6,461.0
0.618 6,389.3
1.000 6,345.0
1.618 6,273.3
2.618 6,157.3
4.250 5,968.0
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 6,519.0 6,554.5
PP 6,507.3 6,531.0
S1 6,495.7 6,507.5

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

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