ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 6,540.0 6,521.0 -19.0 -0.3% 6,461.0
High 6,560.0 6,547.0 -13.0 -0.2% 6,520.0
Low 6,520.0 6,496.0 -24.0 -0.4% 6,362.0
Close 6,545.0 6,536.0 -9.0 -0.1% 6,476.0
Range 40.0 51.0 11.0 27.5% 158.0
ATR 103.1 99.4 -3.7 -3.6% 0.0
Volume 22,087 21,099 -988 -4.5% 104,613
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,679.3 6,658.7 6,564.1
R3 6,628.3 6,607.7 6,550.0
R2 6,577.3 6,577.3 6,545.4
R1 6,556.7 6,556.7 6,540.7 6,567.0
PP 6,526.3 6,526.3 6,526.3 6,531.5
S1 6,505.7 6,505.7 6,531.3 6,516.0
S2 6,475.3 6,475.3 6,526.7
S3 6,424.3 6,454.7 6,522.0
S4 6,373.3 6,403.7 6,508.0
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,926.7 6,859.3 6,562.9
R3 6,768.7 6,701.3 6,519.5
R2 6,610.7 6,610.7 6,505.0
R1 6,543.3 6,543.3 6,490.5 6,577.0
PP 6,452.7 6,452.7 6,452.7 6,469.5
S1 6,385.3 6,385.3 6,461.5 6,419.0
S2 6,294.7 6,294.7 6,447.0
S3 6,136.7 6,227.3 6,432.6
S4 5,978.7 6,069.3 6,389.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,587.0 6,362.0 225.0 3.4% 56.2 0.9% 77% False False 23,489
10 6,587.0 6,335.0 252.0 3.9% 69.9 1.1% 80% False False 23,515
20 6,728.0 6,335.0 393.0 6.0% 71.5 1.1% 51% False False 24,732
40 6,880.0 6,335.0 545.0 8.3% 74.4 1.1% 37% False False 23,148
60 6,880.0 6,214.0 666.0 10.2% 71.9 1.1% 48% False False 23,986
80 6,880.0 5,603.0 1,277.0 19.5% 72.7 1.1% 73% False False 18,076
100 6,880.0 5,603.0 1,277.0 19.5% 68.4 1.0% 73% False False 14,472
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,763.8
2.618 6,680.5
1.618 6,629.5
1.000 6,598.0
0.618 6,578.5
HIGH 6,547.0
0.618 6,527.5
0.500 6,521.5
0.382 6,515.5
LOW 6,496.0
0.618 6,464.5
1.000 6,445.0
1.618 6,413.5
2.618 6,362.5
4.250 6,279.3
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 6,531.2 6,541.5
PP 6,526.3 6,539.7
S1 6,521.5 6,537.8

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

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