ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 6,385.0 6,461.0 76.0 1.2% 6,563.0
High 6,390.0 6,512.0 122.0 1.9% 6,588.0
Low 6,338.0 6,420.0 82.0 1.3% 6,335.0
Close 6,355.0 6,489.0 134.0 2.1% 6,355.0
Range 52.0 92.0 40.0 76.9% 253.0
ATR 102.1 106.0 3.9 3.8% 0.0
Volume 11,857 23,746 11,889 100.3% 112,032
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,749.7 6,711.3 6,539.6
R3 6,657.7 6,619.3 6,514.3
R2 6,565.7 6,565.7 6,505.9
R1 6,527.3 6,527.3 6,497.4 6,546.5
PP 6,473.7 6,473.7 6,473.7 6,483.3
S1 6,435.3 6,435.3 6,480.6 6,454.5
S2 6,381.7 6,381.7 6,472.1
S3 6,289.7 6,343.3 6,463.7
S4 6,197.7 6,251.3 6,438.4
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 6,512.0 6,335.0 177.0 2.7% 74.6 1.1% 87% True False 22,995
10 6,647.0 6,335.0 312.0 4.8% 72.7 1.1% 49% False False 23,524
20 6,880.0 6,335.0 545.0 8.4% 76.9 1.2% 28% False False 24,716
40 6,880.0 6,335.0 545.0 8.4% 74.3 1.1% 28% False False 22,279
60 6,880.0 6,204.0 676.0 10.4% 71.9 1.1% 42% False False 21,655
80 6,880.0 5,603.0 1,277.0 19.7% 71.6 1.1% 69% False False 16,269
100 6,880.0 5,603.0 1,277.0 19.7% 66.2 1.0% 69% False False 13,030
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,903.0
2.618 6,752.9
1.618 6,660.9
1.000 6,604.0
0.618 6,568.9
HIGH 6,512.0
0.618 6,476.9
0.500 6,466.0
0.382 6,455.1
LOW 6,420.0
0.618 6,363.1
1.000 6,328.0
1.618 6,271.1
2.618 6,179.1
4.250 6,029.0
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 6,481.3 6,467.2
PP 6,473.7 6,445.3
S1 6,466.0 6,423.5

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

View Archives - Comment on this page... - Back to Index of Symbols