ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 6,757.0 6,850.0 93.0 1.4% 6,590.0
High 6,802.0 6,880.0 78.0 1.1% 6,767.0
Low 6,737.0 6,822.0 85.0 1.3% 6,572.0
Close 6,793.0 6,844.0 51.0 0.8% 6,724.0
Range 65.0 58.0 -7.0 -10.8% 195.0
ATR 90.7 90.5 -0.3 -0.3% 0.0
Volume 25,915 23,354 -2,561 -9.9% 119,243
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,022.7 6,991.3 6,875.9
R3 6,964.7 6,933.3 6,860.0
R2 6,906.7 6,906.7 6,854.6
R1 6,875.3 6,875.3 6,849.3 6,862.0
PP 6,848.7 6,848.7 6,848.7 6,842.0
S1 6,817.3 6,817.3 6,838.7 6,804.0
S2 6,790.7 6,790.7 6,833.4
S3 6,732.7 6,759.3 6,828.1
S4 6,674.7 6,701.3 6,812.1
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,272.7 7,193.3 6,831.3
R3 7,077.7 6,998.3 6,777.6
R2 6,882.7 6,882.7 6,759.8
R1 6,803.3 6,803.3 6,741.9 6,843.0
PP 6,687.7 6,687.7 6,687.7 6,707.5
S1 6,608.3 6,608.3 6,706.1 6,648.0
S2 6,492.7 6,492.7 6,688.3
S3 6,297.7 6,413.3 6,670.4
S4 6,102.7 6,218.3 6,616.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,880.0 6,677.0 203.0 3.0% 56.6 0.8% 82% True False 20,586
10 6,880.0 6,572.0 308.0 4.5% 70.8 1.0% 88% True False 22,735
20 6,880.0 6,572.0 308.0 4.5% 71.9 1.0% 88% True False 20,114
40 6,880.0 6,204.0 676.0 9.9% 68.8 1.0% 95% True False 21,829
60 6,880.0 5,603.0 1,277.0 18.7% 70.9 1.0% 97% True False 14,592
80 6,880.0 5,603.0 1,277.0 18.7% 64.8 0.9% 97% True False 10,962
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,126.5
2.618 7,031.8
1.618 6,973.8
1.000 6,938.0
0.618 6,915.8
HIGH 6,880.0
0.618 6,857.8
0.500 6,851.0
0.382 6,844.2
LOW 6,822.0
0.618 6,786.2
1.000 6,764.0
1.618 6,728.2
2.618 6,670.2
4.250 6,575.5
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 6,851.0 6,832.2
PP 6,848.7 6,820.3
S1 6,846.3 6,808.5

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

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