ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 6,524.0 6,563.0 39.0 0.6% 6,530.0
High 6,538.0 6,588.0 50.0 0.8% 6,647.0
Low 6,481.0 6,536.0 55.0 0.8% 6,452.0
Close 6,503.0 6,539.0 36.0 0.6% 6,503.0
Range 57.0 52.0 -5.0 -8.8% 195.0
ATR 105.9 104.4 -1.5 -1.4% 0.0
Volume 22,236 20,802 -1,434 -6.4% 128,140
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,710.3 6,676.7 6,567.6
R3 6,658.3 6,624.7 6,553.3
R2 6,606.3 6,606.3 6,548.5
R1 6,572.7 6,572.7 6,543.8 6,563.5
PP 6,554.3 6,554.3 6,554.3 6,549.8
S1 6,520.7 6,520.7 6,534.2 6,511.5
S2 6,502.3 6,502.3 6,529.5
S3 6,450.3 6,468.7 6,524.7
S4 6,398.3 6,416.7 6,510.4
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,119.0 7,006.0 6,610.3
R3 6,924.0 6,811.0 6,556.6
R2 6,729.0 6,729.0 6,538.8
R1 6,616.0 6,616.0 6,520.9 6,575.0
PP 6,534.0 6,534.0 6,534.0 6,513.5
S1 6,421.0 6,421.0 6,485.1 6,380.0
S2 6,339.0 6,339.0 6,467.3
S3 6,144.0 6,226.0 6,449.4
S4 5,949.0 6,031.0 6,395.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,647.0 6,452.0 195.0 3.0% 70.8 1.1% 45% False False 24,052
10 6,728.0 6,452.0 276.0 4.2% 74.5 1.1% 32% False False 25,337
20 6,880.0 6,452.0 428.0 6.5% 77.0 1.2% 20% False False 24,379
40 6,880.0 6,452.0 428.0 6.5% 72.7 1.1% 20% False False 21,845
60 6,880.0 6,080.0 800.0 12.2% 68.6 1.0% 57% False False 19,751
80 6,880.0 5,603.0 1,277.0 19.5% 72.2 1.1% 73% False False 14,837
100 6,880.0 5,603.0 1,277.0 19.5% 63.8 1.0% 73% False False 11,882
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 21.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,809.0
2.618 6,724.1
1.618 6,672.1
1.000 6,640.0
0.618 6,620.1
HIGH 6,588.0
0.618 6,568.1
0.500 6,562.0
0.382 6,555.9
LOW 6,536.0
0.618 6,503.9
1.000 6,484.0
1.618 6,451.9
2.618 6,399.9
4.250 6,315.0
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 6,562.0 6,564.0
PP 6,554.3 6,555.7
S1 6,546.7 6,547.3

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

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