ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 6,700.0 6,532.0 -168.0 -2.5% 6,795.0
High 6,728.0 6,571.0 -157.0 -2.3% 6,880.0
Low 6,685.0 6,513.0 -172.0 -2.6% 6,682.0
Close 6,686.0 6,538.0 -148.0 -2.2% 6,697.0
Range 43.0 58.0 15.0 34.9% 198.0
ATR 99.8 105.0 5.2 5.2% 0.0
Volume 23,329 36,618 13,289 57.0% 111,403
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,714.7 6,684.3 6,569.9
R3 6,656.7 6,626.3 6,554.0
R2 6,598.7 6,598.7 6,548.6
R1 6,568.3 6,568.3 6,543.3 6,583.5
PP 6,540.7 6,540.7 6,540.7 6,548.3
S1 6,510.3 6,510.3 6,532.7 6,525.5
S2 6,482.7 6,482.7 6,527.4
S3 6,424.7 6,452.3 6,522.1
S4 6,366.7 6,394.3 6,506.1
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 6,746.0 6,513.0 233.0 3.6% 80.6 1.2% 11% False True 27,178
10 6,880.0 6,513.0 367.0 5.6% 68.6 1.0% 7% False True 23,882
20 6,880.0 6,513.0 367.0 5.6% 75.8 1.2% 7% False True 22,936
40 6,880.0 6,214.0 666.0 10.2% 70.6 1.1% 49% False False 24,999
60 6,880.0 5,656.0 1,224.0 18.7% 70.0 1.1% 72% False False 16,853
80 6,880.0 5,603.0 1,277.0 19.5% 68.5 1.0% 73% False False 12,655
100 6,880.0 5,603.0 1,277.0 19.5% 60.6 0.9% 73% False False 10,139
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 13.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,817.5
2.618 6,722.8
1.618 6,664.8
1.000 6,629.0
0.618 6,606.8
HIGH 6,571.0
0.618 6,548.8
0.500 6,542.0
0.382 6,535.2
LOW 6,513.0
0.618 6,477.2
1.000 6,455.0
1.618 6,419.2
2.618 6,361.2
4.250 6,266.5
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 6,542.0 6,620.5
PP 6,540.7 6,593.0
S1 6,539.3 6,565.5

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

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