ASX SPI 200 Index Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 4,633.0 4,652.0 19.0 0.4% 4,614.0
High 4,643.0 4,688.0 45.0 1.0% 4,672.0
Low 4,608.0 4,635.0 27.0 0.6% 4,593.0
Close 4,616.0 4,684.0 68.0 1.5% 4,646.0
Range 35.0 53.0 18.0 51.4% 79.0
ATR 31.4 34.3 2.9 9.2% 0.0
Volume 10,958 17,145 6,187 56.5% 29,803
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 4,828.0 4,809.0 4,713.2
R3 4,775.0 4,756.0 4,698.6
R2 4,722.0 4,722.0 4,693.7
R1 4,703.0 4,703.0 4,688.9 4,712.5
PP 4,669.0 4,669.0 4,669.0 4,673.8
S1 4,650.0 4,650.0 4,679.1 4,659.5
S2 4,616.0 4,616.0 4,674.3
S3 4,563.0 4,597.0 4,669.4
S4 4,510.0 4,544.0 4,654.9
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,874.0 4,839.0 4,689.5
R3 4,795.0 4,760.0 4,667.7
R2 4,716.0 4,716.0 4,660.5
R1 4,681.0 4,681.0 4,653.2 4,698.5
PP 4,637.0 4,637.0 4,637.0 4,645.8
S1 4,602.0 4,602.0 4,638.8 4,619.5
S2 4,558.0 4,558.0 4,631.5
S3 4,479.0 4,523.0 4,624.3
S4 4,400.0 4,444.0 4,602.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,688.0 4,593.0 95.0 2.0% 36.6 0.8% 96% True False 11,581
10 4,688.0 4,547.0 141.0 3.0% 33.5 0.7% 97% True False 38,258
20 4,688.0 4,480.0 208.0 4.4% 25.6 0.5% 98% True False 20,090
40 4,688.0 4,315.0 373.0 8.0% 18.1 0.4% 99% True False 10,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 4,913.3
2.618 4,826.8
1.618 4,773.8
1.000 4,741.0
0.618 4,720.8
HIGH 4,688.0
0.618 4,667.8
0.500 4,661.5
0.382 4,655.2
LOW 4,635.0
0.618 4,602.2
1.000 4,582.0
1.618 4,549.2
2.618 4,496.2
4.250 4,409.8
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 4,676.5 4,672.0
PP 4,669.0 4,660.0
S1 4,661.5 4,648.0

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

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