ASX SPI 200 Index Future March 2008


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 6,450.0 6,240.0 -210.0 -3.3% 6,679.0
High 6,455.0 6,270.0 -185.0 -2.9% 6,725.0
Low 6,283.0 6,115.0 -168.0 -2.7% 6,487.0
Close 6,310.0 6,220.0 -90.0 -1.4% 6,521.0
Range 172.0 155.0 -17.0 -9.9% 238.0
ATR 86.6 94.3 7.7 8.9% 0.0
Volume 47,040 126,838 79,798 169.6% 24,640
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,666.7 6,598.3 6,305.3
R3 6,511.7 6,443.3 6,262.6
R2 6,356.7 6,356.7 6,248.4
R1 6,288.3 6,288.3 6,234.2 6,245.0
PP 6,201.7 6,201.7 6,201.7 6,180.0
S1 6,133.3 6,133.3 6,205.8 6,090.0
S2 6,046.7 6,046.7 6,191.6
S3 5,891.7 5,978.3 6,177.4
S4 5,736.7 5,823.3 6,134.8
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,291.7 7,144.3 6,651.9
R3 7,053.7 6,906.3 6,586.5
R2 6,815.7 6,815.7 6,564.6
R1 6,668.3 6,668.3 6,542.8 6,623.0
PP 6,577.7 6,577.7 6,577.7 6,555.0
S1 6,430.3 6,430.3 6,499.2 6,385.0
S2 6,339.7 6,339.7 6,477.4
S3 6,101.7 6,192.3 6,455.6
S4 5,863.7 5,954.3 6,390.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,681.0 6,115.0 566.0 9.1% 117.8 1.9% 19% False True 39,339
10 6,725.0 6,115.0 610.0 9.8% 76.7 1.2% 17% False True 19,933
20 6,725.0 6,115.0 610.0 9.8% 59.1 0.9% 17% False True 10,039
40 6,869.0 6,115.0 754.0 12.1% 41.9 0.7% 14% False True 5,085
60 6,869.0 6,115.0 754.0 12.1% 33.8 0.5% 14% False True 3,407
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 13.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,928.8
2.618 6,675.8
1.618 6,520.8
1.000 6,425.0
0.618 6,365.8
HIGH 6,270.0
0.618 6,210.8
0.500 6,192.5
0.382 6,174.2
LOW 6,115.0
0.618 6,019.2
1.000 5,960.0
1.618 5,864.2
2.618 5,709.2
4.250 5,456.3
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 6,210.8 6,374.0
PP 6,201.7 6,322.7
S1 6,192.5 6,271.3

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

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