ASX SPI 200 Index Future December 2007


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 6,654.0 6,676.0 22.0 0.3% 6,566.0
High 6,667.0 6,705.0 38.0 0.6% 6,691.0
Low 6,619.0 6,665.0 46.0 0.7% 6,496.0
Close 6,651.0 6,700.0 49.0 0.7% 6,646.0
Range 48.0 40.0 -8.0 -16.7% 195.0
ATR 94.1 91.3 -2.9 -3.0% 0.0
Volume 18,373 15,944 -2,429 -13.2% 103,124
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,810.0 6,795.0 6,722.0
R3 6,770.0 6,755.0 6,711.0
R2 6,730.0 6,730.0 6,707.3
R1 6,715.0 6,715.0 6,703.7 6,722.5
PP 6,690.0 6,690.0 6,690.0 6,693.8
S1 6,675.0 6,675.0 6,696.3 6,682.5
S2 6,650.0 6,650.0 6,692.7
S3 6,610.0 6,635.0 6,689.0
S4 6,570.0 6,595.0 6,678.0
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,196.0 7,116.0 6,753.3
R3 7,001.0 6,921.0 6,699.6
R2 6,806.0 6,806.0 6,681.8
R1 6,726.0 6,726.0 6,663.9 6,766.0
PP 6,611.0 6,611.0 6,611.0 6,631.0
S1 6,531.0 6,531.0 6,628.1 6,571.0
S2 6,416.0 6,416.0 6,610.3
S3 6,221.0 6,336.0 6,592.4
S4 6,026.0 6,141.0 6,538.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,705.0 6,496.0 209.0 3.1% 46.8 0.7% 98% True False 18,918
10 6,705.0 6,362.0 343.0 5.1% 56.3 0.8% 99% True False 21,830
20 6,705.0 6,335.0 370.0 5.5% 64.5 1.0% 99% True False 22,677
40 6,880.0 6,335.0 545.0 8.1% 72.1 1.1% 67% False False 23,418
60 6,880.0 6,214.0 666.0 9.9% 70.4 1.1% 73% False False 23,651
80 6,880.0 5,918.0 962.0 14.4% 68.2 1.0% 81% False False 18,987
100 6,880.0 5,603.0 1,277.0 19.1% 69.1 1.0% 86% False False 15,205
120 6,880.0 5,603.0 1,277.0 19.1% 62.7 0.9% 86% False False 12,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,875.0
2.618 6,809.7
1.618 6,769.7
1.000 6,745.0
0.618 6,729.7
HIGH 6,705.0
0.618 6,689.7
0.500 6,685.0
0.382 6,680.3
LOW 6,665.0
0.618 6,640.3
1.000 6,625.0
1.618 6,600.3
2.618 6,560.3
4.250 6,495.0
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 6,695.0 6,687.3
PP 6,690.0 6,674.7
S1 6,685.0 6,662.0

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

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