ASX SPI 200 Index Future December 2007

Trading Metrics calculated at close of trading on 23-Nov-2007

Day Change Summary
	Previous	Current
	22-Nov-2007	23-Nov-2007	Change	Change %	Previous Week
Open	6,367.0	6,385.0	18.0	0.3%	6,563.0
High	6,384.0	6,390.0	6.0	0.1%	6,588.0
Low	6,335.0	6,338.0	3.0	0.0%	6,335.0
Close	6,370.0	6,355.0	-15.0	-0.2%	6,355.0
Range	49.0	52.0	3.0	6.1%	253.0
ATR	105.9	102.1	-3.9	-3.6%	0.0
Volume	23,947	11,857	-12,090	-50.5%	112,032

Daily Pivots for day following 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,517.0	6,488.0	6,383.6
R3	6,465.0	6,436.0	6,369.3
R2	6,413.0	6,413.0	6,364.5
R1	6,384.0	6,384.0	6,359.8	6,372.5
PP	6,361.0	6,361.0	6,361.0	6,355.3
S1	6,332.0	6,332.0	6,350.2	6,320.5
S2	6,309.0	6,309.0	6,345.5
S3	6,257.0	6,280.0	6,340.7
S4	6,205.0	6,228.0	6,326.4

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,185.0	7,023.0	6,494.2
R3	6,932.0	6,770.0	6,424.6
R2	6,679.0	6,679.0	6,401.4
R1	6,517.0	6,517.0	6,378.2	6,471.5
PP	6,426.0	6,426.0	6,426.0	6,403.3
S1	6,264.0	6,264.0	6,331.8	6,218.5
S2	6,173.0	6,173.0	6,308.6
S3	5,920.0	6,011.0	6,285.4
S4	5,667.0	5,758.0	6,215.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,588.0	6,335.0	253.0	4.0%	66.6	1.0%	8%	False	False	22,406
10	6,647.0	6,335.0	312.0	4.9%	75.1	1.2%	6%	False	False	24,017
20	6,880.0	6,335.0	545.0	8.6%	74.4	1.2%	4%	False	False	24,372
40	6,880.0	6,335.0	545.0	8.6%	73.4	1.2%	4%	False	False	21,972
60	6,880.0	6,204.0	676.0	10.6%	70.4	1.1%	22%	False	False	21,263
80	6,880.0	5,603.0	1,277.0	20.1%	70.9	1.1%	59%	False	False	15,973
100	6,880.0	5,603.0	1,277.0	20.1%	65.5	1.0%	59%	False	False	12,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,611.0
2.618	6,526.1
1.618	6,474.1
1.000	6,442.0
0.618	6,422.1
HIGH	6,390.0
0.618	6,370.1
0.500	6,364.0
0.382	6,357.9
LOW	6,338.0
0.618	6,305.9
1.000	6,286.0
1.618	6,253.9
2.618	6,201.9
4.250	6,117.0

Fisher Pivots for day following 23-Nov-2007
Pivot	1 day	3 day
R1	6,364.0	6,419.0
PP	6,361.0	6,397.7
S1	6,358.0	6,376.3

Download as Excel Spreadsheet

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

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