ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 6,566.0 6,540.0 -26.0 -0.4% 6,461.0
High 6,587.0 6,560.0 -27.0 -0.4% 6,520.0
Low 6,541.0 6,520.0 -21.0 -0.3% 6,362.0
Close 6,559.0 6,545.0 -14.0 -0.2% 6,476.0
Range 46.0 40.0 -6.0 -13.0% 158.0
ATR 108.0 103.1 -4.9 -4.5% 0.0
Volume 20,764 22,087 1,323 6.4% 104,613
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,661.7 6,643.3 6,567.0
R3 6,621.7 6,603.3 6,556.0
R2 6,581.7 6,581.7 6,552.3
R1 6,563.3 6,563.3 6,548.7 6,572.5
PP 6,541.7 6,541.7 6,541.7 6,546.3
S1 6,523.3 6,523.3 6,541.3 6,532.5
S2 6,501.7 6,501.7 6,537.7
S3 6,461.7 6,483.3 6,534.0
S4 6,421.7 6,443.3 6,523.0
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,926.7 6,859.3 6,562.9
R3 6,768.7 6,701.3 6,519.5
R2 6,610.7 6,610.7 6,505.0
R1 6,543.3 6,543.3 6,490.5 6,577.0
PP 6,452.7 6,452.7 6,452.7 6,469.5
S1 6,385.3 6,385.3 6,461.5 6,419.0
S2 6,294.7 6,294.7 6,447.0
S3 6,136.7 6,227.3 6,432.6
S4 5,978.7 6,069.3 6,389.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,587.0 6,362.0 225.0 3.4% 65.8 1.0% 81% False False 24,743
10 6,587.0 6,335.0 252.0 3.9% 70.2 1.1% 83% False False 23,869
20 6,728.0 6,335.0 393.0 6.0% 72.4 1.1% 53% False False 24,603
40 6,880.0 6,335.0 545.0 8.3% 75.2 1.1% 39% False False 23,145
60 6,880.0 6,214.0 666.0 10.2% 72.1 1.1% 50% False False 23,694
80 6,880.0 5,603.0 1,277.0 19.5% 72.8 1.1% 74% False False 17,812
100 6,880.0 5,603.0 1,277.0 19.5% 68.2 1.0% 74% False False 14,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 6,730.0
2.618 6,664.7
1.618 6,624.7
1.000 6,600.0
0.618 6,584.7
HIGH 6,560.0
0.618 6,544.7
0.500 6,540.0
0.382 6,535.3
LOW 6,520.0
0.618 6,495.3
1.000 6,480.0
1.618 6,455.3
2.618 6,415.3
4.250 6,350.0
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 6,543.3 6,539.0
PP 6,541.7 6,533.0
S1 6,540.0 6,527.0

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

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