ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 4,344.0 4,347.0 3.0 0.1% 4,336.0
High 4,357.0 4,354.0 -3.0 -0.1% 4,391.0
Low 4,329.0 4,335.0 6.0 0.1% 4,323.0
Close 4,347.0 4,352.0 5.0 0.1% 4,332.0
Range 28.0 19.0 -9.0 -32.1% 68.0
ATR 40.6 39.1 -1.5 -3.8% 0.0
Volume 20,106 16,194 -3,912 -19.5% 112,052
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,404.0 4,397.0 4,362.5
R3 4,385.0 4,378.0 4,357.2
R2 4,366.0 4,366.0 4,355.5
R1 4,359.0 4,359.0 4,353.7 4,362.5
PP 4,347.0 4,347.0 4,347.0 4,348.8
S1 4,340.0 4,340.0 4,350.3 4,343.5
S2 4,328.0 4,328.0 4,348.5
S3 4,309.0 4,321.0 4,346.8
S4 4,290.0 4,302.0 4,341.6
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% 28.0 0.6% 43% False False 18,829
10 4,391.0 4,249.0 142.0 3.3% 33.5 0.8% 73% False False 21,330
20 4,391.0 4,168.0 223.0 5.1% 33.2 0.8% 83% False False 21,206
40 4,391.0 4,025.0 366.0 8.4% 34.6 0.8% 89% False False 21,557
60 4,391.0 3,959.0 432.0 9.9% 36.4 0.8% 91% False False 22,719
80 4,391.0 3,950.0 441.0 10.1% 34.5 0.8% 91% False False 17,096
100 4,410.0 3,950.0 460.0 10.6% 31.2 0.7% 87% False False 13,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,434.8
2.618 4,403.7
1.618 4,384.7
1.000 4,373.0
0.618 4,365.7
HIGH 4,354.0
0.618 4,346.7
0.500 4,344.5
0.382 4,342.3
LOW 4,335.0
0.618 4,323.3
1.000 4,316.0
1.618 4,304.3
2.618 4,285.3
4.250 4,254.3
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 4,349.5 4,350.2
PP 4,347.0 4,348.3
S1 4,344.5 4,346.5

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

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