ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 6,600.0 6,428.0 -172.0 -2.6% 6,654.0
High 6,616.0 6,436.0 -180.0 -2.7% 6,705.0
Low 6,468.0 6,262.0 -206.0 -3.2% 6,468.0
Close 6,503.0 6,289.0 -214.0 -3.3% 6,503.0
Range 148.0 174.0 26.0 17.6% 237.0
ATR 94.7 105.2 10.4 11.0% 0.0
Volume 42,981 77,666 34,685 80.7% 115,059
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,851.0 6,744.0 6,384.7
R3 6,677.0 6,570.0 6,336.9
R2 6,503.0 6,503.0 6,320.9
R1 6,396.0 6,396.0 6,305.0 6,362.5
PP 6,329.0 6,329.0 6,329.0 6,312.3
S1 6,222.0 6,222.0 6,273.1 6,188.5
S2 6,155.0 6,155.0 6,257.1
S3 5,981.0 6,048.0 6,241.2
S4 5,807.0 5,874.0 6,193.3
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,269.7 7,123.3 6,633.4
R3 7,032.7 6,886.3 6,568.2
R2 6,795.7 6,795.7 6,546.5
R1 6,649.3 6,649.3 6,524.7 6,604.0
PP 6,558.7 6,558.7 6,558.7 6,536.0
S1 6,412.3 6,412.3 6,481.3 6,367.0
S2 6,321.7 6,321.7 6,459.6
S3 6,084.7 6,175.3 6,437.8
S4 5,847.7 5,938.3 6,372.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,705.0 6,262.0 443.0 7.0% 96.6 1.5% 6% False True 34,870
10 6,705.0 6,262.0 443.0 7.0% 71.7 1.1% 6% False True 27,508
20 6,705.0 6,262.0 443.0 7.0% 71.6 1.1% 6% False True 25,624
40 6,880.0 6,262.0 618.0 9.8% 74.4 1.2% 4% False True 25,178
60 6,880.0 6,262.0 618.0 9.8% 73.0 1.2% 4% False True 23,097
80 6,880.0 6,080.0 800.0 12.7% 69.5 1.1% 26% False False 20,960
100 6,880.0 5,603.0 1,277.0 20.3% 72.5 1.2% 54% False False 16,788
120 6,880.0 5,603.0 1,277.0 20.3% 65.0 1.0% 54% False False 14,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 7,175.5
2.618 6,891.5
1.618 6,717.5
1.000 6,610.0
0.618 6,543.5
HIGH 6,436.0
0.618 6,369.5
0.500 6,349.0
0.382 6,328.5
LOW 6,262.0
0.618 6,154.5
1.000 6,088.0
1.618 5,980.5
2.618 5,806.5
4.250 5,522.5
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 6,349.0 6,462.0
PP 6,329.0 6,404.3
S1 6,309.0 6,346.7

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

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