ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 6,455.0 6,476.0 21.0 0.3% 6,344.0
High 6,530.0 6,569.0 39.0 0.6% 6,484.0
Low 6,441.0 6,474.0 33.0 0.5% 6,214.0
Close 6,502.0 6,559.0 57.0 0.9% 6,422.0
Range 89.0 95.0 6.0 6.7% 270.0
ATR 95.0 95.0 0.0 0.0% 0.0
Volume 20,353 23,233 2,880 14.2% 249,263
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,819.0 6,784.0 6,611.3
R3 6,724.0 6,689.0 6,585.1
R2 6,629.0 6,629.0 6,576.4
R1 6,594.0 6,594.0 6,567.7 6,611.5
PP 6,534.0 6,534.0 6,534.0 6,542.8
S1 6,499.0 6,499.0 6,550.3 6,516.5
S2 6,439.0 6,439.0 6,541.6
S3 6,344.0 6,404.0 6,532.9
S4 6,249.0 6,309.0 6,506.8
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,183.3 7,072.7 6,570.5
R3 6,913.3 6,802.7 6,496.3
R2 6,643.3 6,643.3 6,471.5
R1 6,532.7 6,532.7 6,446.8 6,588.0
PP 6,373.3 6,373.3 6,373.3 6,401.0
S1 6,262.7 6,262.7 6,397.3 6,318.0
S2 6,103.3 6,103.3 6,372.5
S3 5,833.3 5,992.7 6,347.8
S4 5,563.3 5,722.7 6,273.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,569.0 6,370.0 199.0 3.0% 76.4 1.2% 95% True False 29,525
10 6,569.0 6,214.0 355.0 5.4% 74.8 1.1% 97% True False 32,881
20 6,569.0 6,080.0 489.0 7.5% 64.5 1.0% 98% True False 16,714
40 6,569.0 5,603.0 966.0 14.7% 73.1 1.1% 99% True False 8,408
60 6,569.0 5,603.0 966.0 14.7% 58.8 0.9% 99% True False 5,627
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 12.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,972.8
2.618 6,817.7
1.618 6,722.7
1.000 6,664.0
0.618 6,627.7
HIGH 6,569.0
0.618 6,532.7
0.500 6,521.5
0.382 6,510.3
LOW 6,474.0
0.618 6,415.3
1.000 6,379.0
1.618 6,320.3
2.618 6,225.3
4.250 6,070.3
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 6,546.5 6,534.3
PP 6,534.0 6,509.7
S1 6,521.5 6,485.0

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

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