ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 6,563.0 6,430.0 -133.0 -2.0% 6,530.0
High 6,588.0 6,468.0 -120.0 -1.8% 6,647.0
Low 6,536.0 6,414.0 -122.0 -1.9% 6,452.0
Close 6,539.0 6,459.0 -80.0 -1.2% 6,503.0
Range 52.0 54.0 2.0 3.8% 195.0
ATR 104.4 105.9 1.5 1.4% 0.0
Volume 20,802 24,639 3,837 18.4% 128,140
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,609.0 6,588.0 6,488.7
R3 6,555.0 6,534.0 6,473.9
R2 6,501.0 6,501.0 6,468.9
R1 6,480.0 6,480.0 6,464.0 6,490.5
PP 6,447.0 6,447.0 6,447.0 6,452.3
S1 6,426.0 6,426.0 6,454.1 6,436.5
S2 6,393.0 6,393.0 6,449.1
S3 6,339.0 6,372.0 6,444.2
S4 6,285.0 6,318.0 6,429.3
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 6,414.0 233.0 3.6% 62.0 1.0% 19% False True 22,805
10 6,728.0 6,414.0 314.0 4.9% 73.1 1.1% 14% False True 25,950
20 6,880.0 6,414.0 466.0 7.2% 75.1 1.2% 10% False True 24,505
40 6,880.0 6,414.0 466.0 7.2% 71.7 1.1% 10% False True 21,880
60 6,880.0 6,080.0 800.0 12.4% 69.3 1.1% 47% False False 20,158
80 6,880.0 5,603.0 1,277.0 19.8% 72.4 1.1% 67% False False 15,144
100 6,880.0 5,603.0 1,277.0 19.8% 63.9 1.0% 67% False False 12,128
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 23.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,697.5
2.618 6,609.4
1.618 6,555.4
1.000 6,522.0
0.618 6,501.4
HIGH 6,468.0
0.618 6,447.4
0.500 6,441.0
0.382 6,434.6
LOW 6,414.0
0.618 6,380.6
1.000 6,360.0
1.618 6,326.6
2.618 6,272.6
4.250 6,184.5
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 6,453.0 6,501.0
PP 6,447.0 6,487.0
S1 6,441.0 6,473.0

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

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