ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 6,521.0 6,633.0 112.0 1.7% 6,461.0
High 6,547.0 6,640.0 93.0 1.4% 6,520.0
Low 6,496.0 6,597.0 101.0 1.6% 6,362.0
Close 6,536.0 6,620.0 84.0 1.3% 6,476.0
Range 51.0 43.0 -8.0 -15.7% 158.0
ATR 99.4 99.7 0.3 0.3% 0.0
Volume 21,099 20,390 -709 -3.4% 104,613
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,748.0 6,727.0 6,643.7
R3 6,705.0 6,684.0 6,631.8
R2 6,662.0 6,662.0 6,627.9
R1 6,641.0 6,641.0 6,623.9 6,630.0
PP 6,619.0 6,619.0 6,619.0 6,613.5
S1 6,598.0 6,598.0 6,616.1 6,587.0
S2 6,576.0 6,576.0 6,612.1
S3 6,533.0 6,555.0 6,608.2
S4 6,490.0 6,512.0 6,596.4
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 6,640.0 6,467.0 173.0 2.6% 46.6 0.7% 88% True False 21,794
10 6,640.0 6,335.0 305.0 4.6% 61.6 0.9% 93% True False 22,475
20 6,648.0 6,335.0 313.0 4.7% 71.5 1.1% 91% False False 24,585
40 6,880.0 6,335.0 545.0 8.2% 74.1 1.1% 52% False False 23,245
60 6,880.0 6,214.0 666.0 10.1% 70.7 1.1% 61% False False 24,287
80 6,880.0 5,603.0 1,277.0 19.3% 71.9 1.1% 80% False False 18,329
100 6,880.0 5,603.0 1,277.0 19.3% 68.9 1.0% 80% False False 14,675
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 14.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,822.8
2.618 6,752.6
1.618 6,709.6
1.000 6,683.0
0.618 6,666.6
HIGH 6,640.0
0.618 6,623.6
0.500 6,618.5
0.382 6,613.4
LOW 6,597.0
0.618 6,570.4
1.000 6,554.0
1.618 6,527.4
2.618 6,484.4
4.250 6,414.3
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 6,619.5 6,602.7
PP 6,619.0 6,585.3
S1 6,618.5 6,568.0

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

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