ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 6,428.0 6,217.0 -211.0 -3.3% 6,654.0
High 6,436.0 6,258.0 -178.0 -2.8% 6,705.0
Low 6,262.0 6,102.0 -160.0 -2.6% 6,468.0
Close 6,289.0 6,207.0 -82.0 -1.3% 6,503.0
Range 174.0 156.0 -18.0 -10.3% 237.0
ATR 105.2 111.0 5.8 5.6% 0.0
Volume 77,666 148,656 70,990 91.4% 115,059
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,657.0 6,588.0 6,292.8
R3 6,501.0 6,432.0 6,249.9
R2 6,345.0 6,345.0 6,235.6
R1 6,276.0 6,276.0 6,221.3 6,232.5
PP 6,189.0 6,189.0 6,189.0 6,167.3
S1 6,120.0 6,120.0 6,192.7 6,076.5
S2 6,033.0 6,033.0 6,178.4
S3 5,877.0 5,964.0 6,164.1
S4 5,721.0 5,808.0 6,121.2
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 6,662.0 6,102.0 560.0 9.0% 119.8 1.9% 19% False True 61,412
10 6,705.0 6,102.0 603.0 9.7% 83.3 1.3% 17% False True 40,165
20 6,705.0 6,102.0 603.0 9.7% 76.8 1.2% 17% False True 32,017
40 6,880.0 6,102.0 778.0 12.5% 76.9 1.2% 13% False True 28,198
60 6,880.0 6,102.0 778.0 12.5% 74.1 1.2% 13% False True 25,235
80 6,880.0 6,080.0 800.0 12.9% 70.7 1.1% 16% False False 22,817
100 6,880.0 5,603.0 1,277.0 20.6% 73.1 1.2% 47% False False 18,273
120 6,880.0 5,603.0 1,277.0 20.6% 66.0 1.1% 47% False False 15,238
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 17.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,921.0
2.618 6,666.4
1.618 6,510.4
1.000 6,414.0
0.618 6,354.4
HIGH 6,258.0
0.618 6,198.4
0.500 6,180.0
0.382 6,161.6
LOW 6,102.0
0.618 6,005.6
1.000 5,946.0
1.618 5,849.6
2.618 5,693.6
4.250 5,439.0
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 6,198.0 6,359.0
PP 6,189.0 6,308.3
S1 6,180.0 6,257.7

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

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