ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 6,685.0 6,655.0 -30.0 -0.4% 6,634.0
High 6,686.0 6,672.0 -14.0 -0.2% 6,742.0
Low 6,599.0 6,634.0 35.0 0.5% 6,599.0
Close 6,643.0 6,651.0 8.0 0.1% 6,651.0
Range 87.0 38.0 -49.0 -56.3% 143.0
ATR 87.3 83.8 -3.5 -4.0% 0.0
Volume 22,817 11,380 -11,437 -50.1% 85,972
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,766.3 6,746.7 6,671.9
R3 6,728.3 6,708.7 6,661.5
R2 6,690.3 6,690.3 6,658.0
R1 6,670.7 6,670.7 6,654.5 6,661.5
PP 6,652.3 6,652.3 6,652.3 6,647.8
S1 6,632.7 6,632.7 6,647.5 6,623.5
S2 6,614.3 6,614.3 6,644.0
S3 6,576.3 6,594.7 6,640.6
S4 6,538.3 6,556.7 6,630.1
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,093.0 7,015.0 6,729.7
R3 6,950.0 6,872.0 6,690.3
R2 6,807.0 6,807.0 6,677.2
R1 6,729.0 6,729.0 6,664.1 6,768.0
PP 6,664.0 6,664.0 6,664.0 6,683.5
S1 6,586.0 6,586.0 6,637.9 6,625.0
S2 6,521.0 6,521.0 6,624.8
S3 6,378.0 6,443.0 6,611.7
S4 6,235.0 6,300.0 6,572.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,742.0 6,599.0 143.0 2.2% 55.4 0.8% 36% False False 17,194
10 6,742.0 6,441.0 301.0 4.5% 62.0 0.9% 70% False False 19,245
20 6,742.0 6,204.0 538.0 8.1% 65.5 1.0% 83% False False 24,106
40 6,742.0 5,603.0 1,139.0 17.1% 69.4 1.0% 92% False False 12,116
60 6,742.0 5,603.0 1,139.0 17.1% 62.8 0.9% 92% False False 8,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6,833.5
2.618 6,771.5
1.618 6,733.5
1.000 6,710.0
0.618 6,695.5
HIGH 6,672.0
0.618 6,657.5
0.500 6,653.0
0.382 6,648.5
LOW 6,634.0
0.618 6,610.5
1.000 6,596.0
1.618 6,572.5
2.618 6,534.5
4.250 6,472.5
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 6,653.0 6,668.5
PP 6,652.3 6,662.7
S1 6,651.7 6,656.8

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

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