ASX SPI 200 Index Future June 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 4,881.0 4,880.0 -1.0 0.0% 4,975.0
High 4,914.0 4,884.0 -30.0 -0.6% 4,996.0
Low 4,867.0 4,830.0 -37.0 -0.8% 4,902.0
Close 4,898.0 4,831.0 -67.0 -1.4% 4,933.0
Range 47.0 54.0 7.0 14.9% 94.0
ATR 61.2 61.7 0.5 0.8% 0.0
Volume 24,388 32,858 8,470 34.7% 138,362
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,010.3 4,974.7 4,860.7
R3 4,956.3 4,920.7 4,845.9
R2 4,902.3 4,902.3 4,840.9
R1 4,866.7 4,866.7 4,836.0 4,857.5
PP 4,848.3 4,848.3 4,848.3 4,843.8
S1 4,812.7 4,812.7 4,826.1 4,803.5
S2 4,794.3 4,794.3 4,821.1
S3 4,740.3 4,758.7 4,816.2
S4 4,686.3 4,704.7 4,801.3
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5,225.7 5,173.3 4,984.7
R3 5,131.7 5,079.3 4,958.9
R2 5,037.7 5,037.7 4,950.2
R1 4,985.3 4,985.3 4,941.6 4,964.5
PP 4,943.7 4,943.7 4,943.7 4,933.3
S1 4,891.3 4,891.3 4,924.4 4,870.5
S2 4,849.7 4,849.7 4,915.8
S3 4,755.7 4,797.3 4,907.2
S4 4,661.7 4,703.3 4,881.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,975.0 4,830.0 145.0 3.0% 58.6 1.2% 1% False True 29,540
10 5,160.0 4,830.0 330.0 6.8% 66.4 1.4% 0% False True 31,756
20 5,258.0 4,830.0 428.0 8.9% 58.5 1.2% 0% False True 27,107
40 5,258.0 4,830.0 428.0 8.9% 52.4 1.1% 0% False True 24,595
60 5,258.0 4,830.0 428.0 8.9% 53.2 1.1% 0% False True 27,364
80 5,258.0 4,830.0 428.0 8.9% 46.5 1.0% 0% False True 20,600
100 5,258.0 4,692.0 566.0 11.7% 38.7 0.8% 25% False False 16,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,113.5
2.618 5,025.4
1.618 4,971.4
1.000 4,938.0
0.618 4,917.4
HIGH 4,884.0
0.618 4,863.4
0.500 4,857.0
0.382 4,850.6
LOW 4,830.0
0.618 4,796.6
1.000 4,776.0
1.618 4,742.6
2.618 4,688.6
4.250 4,600.5
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 4,857.0 4,886.0
PP 4,848.3 4,867.7
S1 4,839.7 4,849.3

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

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