ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 6,850.0 6,694.0 -156.0 -2.3% 6,795.0
High 6,880.0 6,746.0 -134.0 -1.9% 6,880.0
Low 6,822.0 6,682.0 -140.0 -2.1% 6,682.0
Close 6,844.0 6,697.0 -147.0 -2.1% 6,697.0
Range 58.0 64.0 6.0 10.3% 198.0
ATR 90.5 95.6 5.1 5.6% 0.0
Volume 23,354 25,999 2,645 11.3% 111,403
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,900.3 6,862.7 6,732.2
R3 6,836.3 6,798.7 6,714.6
R2 6,772.3 6,772.3 6,708.7
R1 6,734.7 6,734.7 6,702.9 6,753.5
PP 6,708.3 6,708.3 6,708.3 6,717.8
S1 6,670.7 6,670.7 6,691.1 6,689.5
S2 6,644.3 6,644.3 6,685.3
S3 6,580.3 6,606.7 6,679.4
S4 6,516.3 6,542.7 6,661.8
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,347.0 7,220.0 6,805.9
R3 7,149.0 7,022.0 6,751.5
R2 6,951.0 6,951.0 6,733.3
R1 6,824.0 6,824.0 6,715.2 6,788.5
PP 6,753.0 6,753.0 6,753.0 6,735.3
S1 6,626.0 6,626.0 6,678.9 6,590.5
S2 6,555.0 6,555.0 6,660.7
S3 6,357.0 6,428.0 6,642.6
S4 6,159.0 6,230.0 6,588.1
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 6,682.0 198.0 3.0% 58.4 0.9% 8% False True 22,280
10 6,880.0 6,572.0 308.0 4.6% 68.0 1.0% 41% False False 23,064
20 6,880.0 6,572.0 308.0 4.6% 73.2 1.1% 41% False False 20,844
40 6,880.0 6,204.0 676.0 10.1% 69.3 1.0% 73% False False 22,475
60 6,880.0 5,603.0 1,277.0 19.1% 70.7 1.1% 86% False False 15,025
80 6,880.0 5,603.0 1,277.0 19.1% 65.4 1.0% 86% False False 11,287
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 18.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,018.0
2.618 6,913.6
1.618 6,849.6
1.000 6,810.0
0.618 6,785.6
HIGH 6,746.0
0.618 6,721.6
0.500 6,714.0
0.382 6,706.4
LOW 6,682.0
0.618 6,642.4
1.000 6,618.0
1.618 6,578.4
2.618 6,514.4
4.250 6,410.0
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 6,714.0 6,781.0
PP 6,708.3 6,753.0
S1 6,702.7 6,725.0

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

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