ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 6,430.0 6,498.0 68.0 1.1% 6,530.0
High 6,468.0 6,503.0 35.0 0.5% 6,647.0
Low 6,414.0 6,377.0 -37.0 -0.6% 6,452.0
Close 6,459.0 6,423.0 -36.0 -0.6% 6,503.0
Range 54.0 126.0 72.0 133.3% 195.0
ATR 105.9 107.3 1.4 1.4% 0.0
Volume 24,639 30,787 6,148 25.0% 128,140
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,812.3 6,743.7 6,492.3
R3 6,686.3 6,617.7 6,457.7
R2 6,560.3 6,560.3 6,446.1
R1 6,491.7 6,491.7 6,434.6 6,463.0
PP 6,434.3 6,434.3 6,434.3 6,420.0
S1 6,365.7 6,365.7 6,411.5 6,337.0
S2 6,308.3 6,308.3 6,399.9
S3 6,182.3 6,239.7 6,388.4
S4 6,056.3 6,113.7 6,353.7
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,119.0 7,006.0 6,610.3
R3 6,924.0 6,811.0 6,556.6
R2 6,729.0 6,729.0 6,538.8
R1 6,616.0 6,616.0 6,520.9 6,575.0
PP 6,534.0 6,534.0 6,534.0 6,513.5
S1 6,421.0 6,421.0 6,485.1 6,380.0
S2 6,339.0 6,339.0 6,467.3
S3 6,144.0 6,226.0 6,449.4
S4 5,949.0 6,031.0 6,395.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,647.0 6,377.0 270.0 4.2% 78.2 1.2% 17% False True 24,429
10 6,648.0 6,377.0 271.0 4.2% 81.4 1.3% 17% False True 26,695
20 6,880.0 6,377.0 503.0 7.8% 75.9 1.2% 9% False True 24,725
40 6,880.0 6,377.0 503.0 7.8% 73.8 1.1% 9% False True 22,220
60 6,880.0 6,180.0 700.0 10.9% 71.1 1.1% 35% False False 20,668
80 6,880.0 5,603.0 1,277.0 19.9% 72.0 1.1% 64% False False 15,527
100 6,880.0 5,603.0 1,277.0 19.9% 65.0 1.0% 64% False False 12,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.2
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,038.5
2.618 6,832.9
1.618 6,706.9
1.000 6,629.0
0.618 6,580.9
HIGH 6,503.0
0.618 6,454.9
0.500 6,440.0
0.382 6,425.1
LOW 6,377.0
0.618 6,299.1
1.000 6,251.0
1.618 6,173.1
2.618 6,047.1
4.250 5,841.5
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 6,440.0 6,482.5
PP 6,434.3 6,462.7
S1 6,428.7 6,442.8

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

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