ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 6,530.0 6,458.0 -72.0 -1.1% 6,735.0
High 6,577.0 6,550.0 -27.0 -0.4% 6,743.0
Low 6,461.0 6,452.0 -9.0 -0.1% 6,513.0
Close 6,484.0 6,520.0 36.0 0.6% 6,581.0
Range 116.0 98.0 -18.0 -15.5% 230.0
ATR 106.4 105.8 -0.6 -0.6% 0.0
Volume 28,678 30,875 2,197 7.7% 135,865
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,801.3 6,758.7 6,573.9
R3 6,703.3 6,660.7 6,547.0
R2 6,605.3 6,605.3 6,538.0
R1 6,562.7 6,562.7 6,529.0 6,584.0
PP 6,507.3 6,507.3 6,507.3 6,518.0
S1 6,464.7 6,464.7 6,511.0 6,486.0
S2 6,409.3 6,409.3 6,502.0
S3 6,311.3 6,366.7 6,493.1
S4 6,213.3 6,268.7 6,466.1
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 6,452.0 276.0 4.2% 84.2 1.3% 25% False True 29,094
10 6,880.0 6,452.0 428.0 6.6% 84.6 1.3% 16% False True 27,068
20 6,880.0 6,452.0 428.0 6.6% 80.7 1.2% 16% False True 24,649
40 6,880.0 6,370.0 510.0 7.8% 73.5 1.1% 29% False False 22,720
60 6,880.0 5,949.0 931.0 14.3% 69.2 1.1% 61% False False 18,270
80 6,880.0 5,603.0 1,277.0 19.6% 71.3 1.1% 72% False False 13,723
100 6,880.0 5,603.0 1,277.0 19.6% 63.2 1.0% 72% False False 10,993
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 True
Bull Hook False
Stretch 18.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,966.5
2.618 6,806.6
1.618 6,708.6
1.000 6,648.0
0.618 6,610.6
HIGH 6,550.0
0.618 6,512.6
0.500 6,501.0
0.382 6,489.4
LOW 6,452.0
0.618 6,391.4
1.000 6,354.0
1.618 6,293.4
2.618 6,195.4
4.250 6,035.5
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 6,513.7 6,550.0
PP 6,507.3 6,540.0
S1 6,501.0 6,530.0

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

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