ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 5,218.0 5,235.0 17.0 0.3% 5,245.0
High 5,244.0 5,235.0 -9.0 -0.2% 5,322.0
Low 5,199.0 5,203.0 4.0 0.1% 5,219.0
Close 5,209.0 5,212.0 3.0 0.1% 5,309.0
Range 45.0 32.0 -13.0 -28.9% 103.0
ATR 45.2 44.2 -0.9 -2.1% 0.0
Volume 25,002 15,606 -9,396 -37.6% 87,593
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,312.7 5,294.3 5,229.6
R3 5,280.7 5,262.3 5,220.8
R2 5,248.7 5,248.7 5,217.9
R1 5,230.3 5,230.3 5,214.9 5,223.5
PP 5,216.7 5,216.7 5,216.7 5,213.3
S1 5,198.3 5,198.3 5,209.1 5,191.5
S2 5,184.7 5,184.7 5,206.1
S3 5,152.7 5,166.3 5,203.2
S4 5,120.7 5,134.3 5,194.4
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,592.3 5,553.7 5,365.7
R3 5,489.3 5,450.7 5,337.3
R2 5,386.3 5,386.3 5,327.9
R1 5,347.7 5,347.7 5,318.4 5,367.0
PP 5,283.3 5,283.3 5,283.3 5,293.0
S1 5,244.7 5,244.7 5,299.6 5,264.0
S2 5,180.3 5,180.3 5,290.1
S3 5,077.3 5,141.7 5,280.7
S4 4,974.3 5,038.7 5,252.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,322.0 5,199.0 123.0 2.4% 43.0 0.8% 11% False False 20,884
10 5,322.0 5,199.0 123.0 2.4% 38.8 0.7% 11% False False 19,831
20 5,322.0 5,115.0 207.0 4.0% 33.0 0.6% 47% False False 25,267
40 5,322.0 4,971.0 351.0 6.7% 28.4 0.5% 69% False False 12,684
60 5,322.0 4,901.0 421.0 8.1% 23.4 0.4% 74% False False 8,481
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,371.0
2.618 5,318.8
1.618 5,286.8
1.000 5,267.0
0.618 5,254.8
HIGH 5,235.0
0.618 5,222.8
0.500 5,219.0
0.382 5,215.2
LOW 5,203.0
0.618 5,183.2
1.000 5,171.0
1.618 5,151.2
2.618 5,119.2
4.250 5,067.0
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 5,219.0 5,235.0
PP 5,216.7 5,227.3
S1 5,214.3 5,219.7

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

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