ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 6,458.0 6,616.0 158.0 2.4% 6,735.0
High 6,550.0 6,639.0 89.0 1.4% 6,743.0
Low 6,452.0 6,594.0 142.0 2.2% 6,513.0
Close 6,520.0 6,612.0 92.0 1.4% 6,581.0
Range 98.0 45.0 -53.0 -54.1% 230.0
ATR 105.8 106.7 0.9 0.9% 0.0
Volume 30,875 22,667 -8,208 -26.6% 135,865
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,750.0 6,726.0 6,636.8
R3 6,705.0 6,681.0 6,624.4
R2 6,660.0 6,660.0 6,620.3
R1 6,636.0 6,636.0 6,616.1 6,625.5
PP 6,615.0 6,615.0 6,615.0 6,609.8
S1 6,591.0 6,591.0 6,607.9 6,580.5
S2 6,570.0 6,570.0 6,603.8
S3 6,525.0 6,546.0 6,599.6
S4 6,480.0 6,501.0 6,587.3
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 6,648.0 6,452.0 196.0 3.0% 84.6 1.3% 82% False False 28,962
10 6,880.0 6,452.0 428.0 6.5% 82.6 1.2% 37% False False 26,743
20 6,880.0 6,452.0 428.0 6.5% 79.0 1.2% 37% False False 24,669
40 6,880.0 6,401.0 479.0 7.2% 72.5 1.1% 44% False False 21,719
60 6,880.0 6,080.0 800.0 12.1% 67.7 1.0% 67% False False 18,646
80 6,880.0 5,603.0 1,277.0 19.3% 71.7 1.1% 79% False False 14,006
100 6,880.0 5,603.0 1,277.0 19.3% 63.1 1.0% 79% False False 11,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 19.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,830.3
2.618 6,756.8
1.618 6,711.8
1.000 6,684.0
0.618 6,666.8
HIGH 6,639.0
0.618 6,621.8
0.500 6,616.5
0.382 6,611.2
LOW 6,594.0
0.618 6,566.2
1.000 6,549.0
1.618 6,521.2
2.618 6,476.2
4.250 6,402.8
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 6,616.5 6,589.8
PP 6,615.0 6,567.7
S1 6,613.5 6,545.5

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

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