ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 6,801.0 6,832.0 31.0 0.5% 6,716.0
High 6,808.0 6,847.0 39.0 0.6% 6,832.0
Low 6,759.0 6,754.0 -5.0 -0.1% 6,654.0
Close 6,798.0 6,796.0 -2.0 0.0% 6,798.0
Range 49.0 93.0 44.0 89.8% 178.0
ATR 82.6 83.4 0.7 0.9% 0.0
Volume 15,780 14,407 -1,373 -8.7% 83,849
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,078.0 7,030.0 6,847.2
R3 6,985.0 6,937.0 6,821.6
R2 6,892.0 6,892.0 6,813.1
R1 6,844.0 6,844.0 6,804.5 6,821.5
PP 6,799.0 6,799.0 6,799.0 6,787.8
S1 6,751.0 6,751.0 6,787.5 6,728.5
S2 6,706.0 6,706.0 6,779.0
S3 6,613.0 6,658.0 6,770.4
S4 6,520.0 6,565.0 6,744.9
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,295.3 7,224.7 6,895.9
R3 7,117.3 7,046.7 6,847.0
R2 6,939.3 6,939.3 6,830.6
R1 6,868.7 6,868.7 6,814.3 6,904.0
PP 6,761.3 6,761.3 6,761.3 6,779.0
S1 6,690.7 6,690.7 6,781.7 6,726.0
S2 6,583.3 6,583.3 6,765.4
S3 6,405.3 6,512.7 6,749.1
S4 6,227.3 6,334.7 6,700.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,847.0 6,654.0 193.0 2.8% 71.6 1.1% 74% True False 16,734
10 6,847.0 6,599.0 248.0 3.6% 65.1 1.0% 79% True False 17,273
20 6,847.0 6,214.0 633.0 9.3% 67.1 1.0% 92% True False 24,116
40 6,847.0 5,918.0 929.0 13.7% 64.2 0.9% 95% True False 14,556
60 6,847.0 5,603.0 1,244.0 18.3% 67.1 1.0% 96% True False 9,729
80 6,847.0 5,603.0 1,244.0 18.3% 58.0 0.9% 96% True False 7,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 7,242.3
2.618 7,090.5
1.618 6,997.5
1.000 6,940.0
0.618 6,904.5
HIGH 6,847.0
0.618 6,811.5
0.500 6,800.5
0.382 6,789.5
LOW 6,754.0
0.618 6,696.5
1.000 6,661.0
1.618 6,603.5
2.618 6,510.5
4.250 6,358.8
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 6,800.5 6,800.5
PP 6,799.0 6,799.0
S1 6,797.5 6,797.5

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

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