ASX SPI 200 Index Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	4,779.0	4,764.0	-15.0	-0.3%	4,897.0
High	4,783.0	4,773.0	-10.0	-0.2%	4,942.0
Low	4,728.0	4,737.0	9.0	0.2%	4,728.0
Close	4,740.0	4,765.0	25.0	0.5%	4,740.0
Range	55.0	36.0	-19.0	-34.5%	214.0
ATR	60.7	59.0	-1.8	-2.9%	0.0
Volume	39,337	23,828	-15,509	-39.4%	159,997

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4,866.3	4,851.7	4,784.8
R3	4,830.3	4,815.7	4,774.9
R2	4,794.3	4,794.3	4,771.6
R1	4,779.7	4,779.7	4,768.3	4,787.0
PP	4,758.3	4,758.3	4,758.3	4,762.0
S1	4,743.7	4,743.7	4,761.7	4,751.0
S2	4,722.3	4,722.3	4,758.4
S3	4,686.3	4,707.7	4,755.1
S4	4,650.3	4,671.7	4,745.2

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,445.3	5,306.7	4,857.7
R3	5,231.3	5,092.7	4,798.9
R2	5,017.3	5,017.3	4,779.2
R1	4,878.7	4,878.7	4,759.6	4,841.0
PP	4,803.3	4,803.3	4,803.3	4,784.5
S1	4,664.7	4,664.7	4,720.4	4,627.0
S2	4,589.3	4,589.3	4,700.8
S3	4,375.3	4,450.7	4,681.2
S4	4,161.3	4,236.7	4,622.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,914.0	4,728.0	186.0	3.9%	47.2	1.0%	20%	False	False	30,146
10	4,996.0	4,728.0	268.0	5.6%	50.4	1.1%	14%	False	False	29,643
20	5,258.0	4,728.0	530.0	11.1%	59.3	1.2%	7%	False	False	28,592
40	5,258.0	4,728.0	530.0	11.1%	53.7	1.1%	7%	False	False	25,330
60	5,258.0	4,728.0	530.0	11.1%	53.1	1.1%	7%	False	False	28,640
80	5,258.0	4,728.0	530.0	11.1%	48.0	1.0%	7%	False	False	21,768
100	5,258.0	4,726.0	532.0	11.2%	40.0	0.8%	7%	False	False	17,424

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	9.6
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4,926.0
2.618	4,867.2
1.618	4,831.2
1.000	4,809.0
0.618	4,795.2
HIGH	4,773.0
0.618	4,759.2
0.500	4,755.0
0.382	4,750.8
LOW	4,737.0
0.618	4,714.8
1.000	4,701.0
1.618	4,678.8
2.618	4,642.8
4.250	4,584.0

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	4,761.7	4,774.5
PP	4,758.3	4,771.3
S1	4,755.0	4,768.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols