ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 4,335.0 4,352.0 17.0 0.4% 4,318.0
High 4,368.0 4,354.0 -14.0 -0.3% 4,367.0
Low 4,333.0 4,336.0 3.0 0.1% 4,257.0
Close 4,364.0 4,348.0 -16.0 -0.4% 4,331.0
Range 35.0 18.0 -17.0 -48.6% 110.0
ATR 41.9 40.9 -1.0 -2.4% 0.0
Volume 22,856 19,136 -3,720 -16.3% 135,094
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,400.0 4,392.0 4,357.9
R3 4,382.0 4,374.0 4,353.0
R2 4,364.0 4,364.0 4,351.3
R1 4,356.0 4,356.0 4,349.7 4,351.0
PP 4,346.0 4,346.0 4,346.0 4,343.5
S1 4,338.0 4,338.0 4,346.4 4,333.0
S2 4,328.0 4,328.0 4,344.7
S3 4,310.0 4,320.0 4,343.1
S4 4,292.0 4,302.0 4,338.1
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,648.3 4,599.7 4,391.5
R3 4,538.3 4,489.7 4,361.3
R2 4,428.3 4,428.3 4,351.2
R1 4,379.7 4,379.7 4,341.1 4,404.0
PP 4,318.3 4,318.3 4,318.3 4,330.5
S1 4,269.7 4,269.7 4,320.9 4,294.0
S2 4,208.3 4,208.3 4,310.8
S3 4,098.3 4,159.7 4,300.8
S4 3,988.3 4,049.7 4,270.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,368.0 4,314.0 54.0 1.2% 32.0 0.7% 63% False False 21,144
10 4,368.0 4,257.0 111.0 2.6% 37.6 0.9% 82% False False 23,731
20 4,391.0 4,257.0 134.0 3.1% 35.7 0.8% 68% False False 22,817
40 4,391.0 4,033.0 358.0 8.2% 35.2 0.8% 88% False False 22,605
60 4,391.0 3,959.0 432.0 9.9% 36.1 0.8% 90% False False 22,316
80 4,391.0 3,950.0 441.0 10.1% 35.4 0.8% 90% False False 20,376
100 4,410.0 3,950.0 460.0 10.6% 33.7 0.8% 87% False False 16,334
120 4,410.0 3,950.0 460.0 10.6% 30.8 0.7% 87% False False 13,625
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4,430.5
2.618 4,401.1
1.618 4,383.1
1.000 4,372.0
0.618 4,365.1
HIGH 4,354.0
0.618 4,347.1
0.500 4,345.0
0.382 4,342.9
LOW 4,336.0
0.618 4,324.9
1.000 4,318.0
1.618 4,306.9
2.618 4,288.9
4.250 4,259.5
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 4,347.0 4,345.7
PP 4,346.0 4,343.3
S1 4,345.0 4,341.0

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

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