ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 4,359.0 4,344.0 -15.0 -0.3% 4,336.0
High 4,366.0 4,357.0 -9.0 -0.2% 4,391.0
Low 4,327.0 4,329.0 2.0 0.0% 4,323.0
Close 4,337.0 4,347.0 10.0 0.2% 4,332.0
Range 39.0 28.0 -11.0 -28.2% 68.0
ATR 41.6 40.6 -1.0 -2.3% 0.0
Volume 17,288 20,106 2,818 16.3% 112,052
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,428.3 4,415.7 4,362.4
R3 4,400.3 4,387.7 4,354.7
R2 4,372.3 4,372.3 4,352.1
R1 4,359.7 4,359.7 4,349.6 4,366.0
PP 4,344.3 4,344.3 4,344.3 4,347.5
S1 4,331.7 4,331.7 4,344.4 4,338.0
S2 4,316.3 4,316.3 4,341.9
S3 4,288.3 4,303.7 4,339.3
S4 4,260.3 4,275.7 4,331.6
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,552.7 4,510.3 4,369.4
R3 4,484.7 4,442.3 4,350.7
R2 4,416.7 4,416.7 4,344.5
R1 4,374.3 4,374.3 4,338.2 4,361.5
PP 4,348.7 4,348.7 4,348.7 4,342.3
S1 4,306.3 4,306.3 4,325.8 4,293.5
S2 4,280.7 4,280.7 4,319.5
S3 4,212.7 4,238.3 4,313.3
S4 4,144.7 4,170.3 4,294.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,390.0 4,323.0 67.0 1.5% 29.0 0.7% 36% False False 19,636
10 4,391.0 4,223.0 168.0 3.9% 36.9 0.8% 74% False False 22,761
20 4,391.0 4,168.0 223.0 5.1% 33.1 0.8% 80% False False 21,434
40 4,391.0 4,025.0 366.0 8.4% 34.7 0.8% 88% False False 21,604
60 4,391.0 3,959.0 432.0 9.9% 36.3 0.8% 90% False False 22,460
80 4,391.0 3,950.0 441.0 10.1% 34.4 0.8% 90% False False 16,900
100 4,410.0 3,950.0 460.0 10.6% 31.0 0.7% 86% False False 13,536
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,476.0
2.618 4,430.3
1.618 4,402.3
1.000 4,385.0
0.618 4,374.3
HIGH 4,357.0
0.618 4,346.3
0.500 4,343.0
0.382 4,339.7
LOW 4,329.0
0.618 4,311.7
1.000 4,301.0
1.618 4,283.7
2.618 4,255.7
4.250 4,210.0
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 4,345.7 4,346.2
PP 4,344.3 4,345.3
S1 4,343.0 4,344.5

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

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