ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 6,493.0 6,628.0 135.0 2.1% 6,757.0
High 6,532.0 6,630.0 98.0 1.5% 6,757.0
Low 6,493.0 6,628.0 135.0 2.1% 6,546.0
Close 6,544.0 6,635.0 91.0 1.4% 6,608.0
Range 39.0 2.0 -37.0 -94.9% 211.0
ATR 73.0 73.9 0.9 1.3% 0.0
Volume 33 276 243 736.4% 303
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,637.0 6,638.0 6,636.1
R3 6,635.0 6,636.0 6,635.6
R2 6,633.0 6,633.0 6,635.4
R1 6,634.0 6,634.0 6,635.2 6,633.5
PP 6,631.0 6,631.0 6,631.0 6,630.8
S1 6,632.0 6,632.0 6,634.8 6,631.5
S2 6,629.0 6,629.0 6,634.6
S3 6,627.0 6,630.0 6,634.5
S4 6,625.0 6,628.0 6,633.9
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,270.0 7,150.0 6,724.1
R3 7,059.0 6,939.0 6,666.0
R2 6,848.0 6,848.0 6,646.7
R1 6,728.0 6,728.0 6,627.3 6,682.5
PP 6,637.0 6,637.0 6,637.0 6,614.3
S1 6,517.0 6,517.0 6,588.7 6,471.5
S2 6,426.0 6,426.0 6,569.3
S3 6,215.0 6,306.0 6,550.0
S4 6,004.0 6,095.0 6,492.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,648.0 6,493.0 155.0 2.3% 38.2 0.6% 92% False False 268
10 6,869.0 6,493.0 376.0 5.7% 34.1 0.5% 38% False False 152
20 6,869.0 6,493.0 376.0 5.7% 31.6 0.5% 38% False False 131
40 6,869.0 6,430.0 439.0 6.6% 23.9 0.4% 47% False False 85
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,638.5
2.618 6,635.2
1.618 6,633.2
1.000 6,632.0
0.618 6,631.2
HIGH 6,630.0
0.618 6,629.2
0.500 6,629.0
0.382 6,628.8
LOW 6,628.0
0.618 6,626.8
1.000 6,626.0
1.618 6,624.8
2.618 6,622.8
4.250 6,619.5
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 6,633.0 6,610.5
PP 6,631.0 6,586.0
S1 6,629.0 6,561.5

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

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