ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 6,367.0 6,385.0 18.0 0.3% 6,563.0
High 6,384.0 6,390.0 6.0 0.1% 6,588.0
Low 6,335.0 6,338.0 3.0 0.0% 6,335.0
Close 6,370.0 6,355.0 -15.0 -0.2% 6,355.0
Range 49.0 52.0 3.0 6.1% 253.0
ATR 105.9 102.1 -3.9 -3.6% 0.0
Volume 23,947 11,857 -12,090 -50.5% 112,032
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,517.0 6,488.0 6,383.6
R3 6,465.0 6,436.0 6,369.3
R2 6,413.0 6,413.0 6,364.5
R1 6,384.0 6,384.0 6,359.8 6,372.5
PP 6,361.0 6,361.0 6,361.0 6,355.3
S1 6,332.0 6,332.0 6,350.2 6,320.5
S2 6,309.0 6,309.0 6,345.5
S3 6,257.0 6,280.0 6,340.7
S4 6,205.0 6,228.0 6,326.4
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,185.0 7,023.0 6,494.2
R3 6,932.0 6,770.0 6,424.6
R2 6,679.0 6,679.0 6,401.4
R1 6,517.0 6,517.0 6,378.2 6,471.5
PP 6,426.0 6,426.0 6,426.0 6,403.3
S1 6,264.0 6,264.0 6,331.8 6,218.5
S2 6,173.0 6,173.0 6,308.6
S3 5,920.0 6,011.0 6,285.4
S4 5,667.0 5,758.0 6,215.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,588.0 6,335.0 253.0 4.0% 66.6 1.0% 8% False False 22,406
10 6,647.0 6,335.0 312.0 4.9% 75.1 1.2% 6% False False 24,017
20 6,880.0 6,335.0 545.0 8.6% 74.4 1.2% 4% False False 24,372
40 6,880.0 6,335.0 545.0 8.6% 73.4 1.2% 4% False False 21,972
60 6,880.0 6,204.0 676.0 10.6% 70.4 1.1% 22% False False 21,263
80 6,880.0 5,603.0 1,277.0 20.1% 70.9 1.1% 59% False False 15,973
100 6,880.0 5,603.0 1,277.0 20.1% 65.5 1.0% 59% False False 12,792
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,611.0
2.618 6,526.1
1.618 6,474.1
1.000 6,442.0
0.618 6,422.1
HIGH 6,390.0
0.618 6,370.1
0.500 6,364.0
0.382 6,357.9
LOW 6,338.0
0.618 6,305.9
1.000 6,286.0
1.618 6,253.9
2.618 6,201.9
4.250 6,117.0
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 6,364.0 6,419.0
PP 6,361.0 6,397.7
S1 6,358.0 6,376.3

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

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