ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 6,570.0 6,585.0 15.0 0.2% 6,455.0
High 6,609.0 6,653.0 44.0 0.7% 6,653.0
Low 6,565.0 6,582.0 17.0 0.3% 6,441.0
Close 6,577.0 6,607.0 30.0 0.5% 6,607.0
Range 44.0 71.0 27.0 61.4% 212.0
ATR 89.2 88.2 -0.9 -1.1% 0.0
Volume 23,808 21,896 -1,912 -8.0% 106,485
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,827.0 6,788.0 6,646.1
R3 6,756.0 6,717.0 6,626.5
R2 6,685.0 6,685.0 6,620.0
R1 6,646.0 6,646.0 6,613.5 6,665.5
PP 6,614.0 6,614.0 6,614.0 6,623.8
S1 6,575.0 6,575.0 6,600.5 6,594.5
S2 6,543.0 6,543.0 6,594.0
S3 6,472.0 6,504.0 6,587.5
S4 6,401.0 6,433.0 6,568.0
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,203.0 7,117.0 6,723.6
R3 6,991.0 6,905.0 6,665.3
R2 6,779.0 6,779.0 6,645.9
R1 6,693.0 6,693.0 6,626.4 6,736.0
PP 6,567.0 6,567.0 6,567.0 6,588.5
S1 6,481.0 6,481.0 6,587.6 6,524.0
S2 6,355.0 6,355.0 6,568.1
S3 6,143.0 6,269.0 6,548.7
S4 5,931.0 6,057.0 6,490.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,653.0 6,441.0 212.0 3.2% 68.6 1.0% 78% True False 21,297
10 6,653.0 6,214.0 439.0 6.6% 69.3 1.0% 90% True False 35,574
20 6,653.0 6,204.0 449.0 6.8% 64.3 1.0% 90% True False 19,845
40 6,653.0 5,603.0 1,050.0 15.9% 68.3 1.0% 96% True False 9,973
60 6,653.0 5,603.0 1,050.0 15.9% 60.2 0.9% 96% True False 6,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,954.8
2.618 6,838.9
1.618 6,767.9
1.000 6,724.0
0.618 6,696.9
HIGH 6,653.0
0.618 6,625.9
0.500 6,617.5
0.382 6,609.1
LOW 6,582.0
0.618 6,538.1
1.000 6,511.0
1.618 6,467.1
2.618 6,396.1
4.250 6,280.3
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 6,617.5 6,599.3
PP 6,614.0 6,591.7
S1 6,610.5 6,584.0

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

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