ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 6,292.0 6,413.0 121.0 1.9% 6,230.0
High 6,308.0 6,455.0 147.0 2.3% 6,376.0
Low 6,214.0 6,370.0 156.0 2.5% 6,204.0
Close 6,252.0 6,444.0 192.0 3.1% 6,333.0
Range 94.0 85.0 -9.0 -9.6% 172.0
ATR 91.1 99.1 8.0 8.8% 0.0
Volume 87,580 62,719 -24,861 -28.4% 40,412
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,678.0 6,646.0 6,490.8
R3 6,593.0 6,561.0 6,467.4
R2 6,508.0 6,508.0 6,459.6
R1 6,476.0 6,476.0 6,451.8 6,492.0
PP 6,423.0 6,423.0 6,423.0 6,431.0
S1 6,391.0 6,391.0 6,436.2 6,407.0
S2 6,338.0 6,338.0 6,428.4
S3 6,253.0 6,306.0 6,420.6
S4 6,168.0 6,221.0 6,397.3
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,820.3 6,748.7 6,427.6
R3 6,648.3 6,576.7 6,380.3
R2 6,476.3 6,476.3 6,364.5
R1 6,404.7 6,404.7 6,348.8 6,440.5
PP 6,304.3 6,304.3 6,304.3 6,322.3
S1 6,232.7 6,232.7 6,317.2 6,268.5
S2 6,132.3 6,132.3 6,301.5
S3 5,960.3 6,060.7 6,285.7
S4 5,788.3 5,888.7 6,238.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,455.0 6,214.0 241.0 3.7% 67.0 1.0% 95% True False 48,312
10 6,455.0 6,204.0 251.0 3.9% 68.8 1.1% 96% True False 24,859
20 6,455.0 6,080.0 375.0 5.8% 58.2 0.9% 97% True False 12,501
40 6,455.0 5,603.0 852.0 13.2% 70.8 1.1% 99% True False 6,293
60 6,495.0 5,603.0 892.0 13.8% 56.8 0.9% 94% False False 4,214
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 6,816.3
2.618 6,677.5
1.618 6,592.5
1.000 6,540.0
0.618 6,507.5
HIGH 6,455.0
0.618 6,422.5
0.500 6,412.5
0.382 6,402.5
LOW 6,370.0
0.618 6,317.5
1.000 6,285.0
1.618 6,232.5
2.618 6,147.5
4.250 6,008.8
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 6,433.5 6,407.5
PP 6,423.0 6,371.0
S1 6,412.5 6,334.5

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

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