ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 6,585.0 6,634.0 49.0 0.7% 6,455.0
High 6,653.0 6,662.0 9.0 0.1% 6,653.0
Low 6,582.0 6,607.0 25.0 0.4% 6,441.0
Close 6,607.0 6,628.0 21.0 0.3% 6,607.0
Range 71.0 55.0 -16.0 -22.5% 212.0
ATR 88.2 85.9 -2.4 -2.7% 0.0
Volume 21,896 11,494 -10,402 -47.5% 106,485
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,797.3 6,767.7 6,658.3
R3 6,742.3 6,712.7 6,643.1
R2 6,687.3 6,687.3 6,638.1
R1 6,657.7 6,657.7 6,633.0 6,645.0
PP 6,632.3 6,632.3 6,632.3 6,626.0
S1 6,602.7 6,602.7 6,623.0 6,590.0
S2 6,577.3 6,577.3 6,617.9
S3 6,522.3 6,547.7 6,612.9
S4 6,467.3 6,492.7 6,597.8
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 6,662.0 6,474.0 188.0 2.8% 61.8 0.9% 82% True False 19,525
10 6,662.0 6,214.0 448.0 6.8% 69.0 1.0% 92% True False 30,960
20 6,662.0 6,204.0 458.0 6.9% 67.0 1.0% 93% True False 20,408
40 6,662.0 5,603.0 1,059.0 16.0% 69.0 1.0% 97% True False 10,260
60 6,662.0 5,603.0 1,059.0 16.0% 60.7 0.9% 97% True False 6,864
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,895.8
2.618 6,806.0
1.618 6,751.0
1.000 6,717.0
0.618 6,696.0
HIGH 6,662.0
0.618 6,641.0
0.500 6,634.5
0.382 6,628.0
LOW 6,607.0
0.618 6,573.0
1.000 6,552.0
1.618 6,518.0
2.618 6,463.0
4.250 6,373.3
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 6,634.5 6,623.2
PP 6,632.3 6,618.3
S1 6,630.2 6,613.5

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

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