ASX SPI 200 Index Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 4,762.0 4,836.0 74.0 1.6% 4,764.0
High 4,835.0 4,841.0 6.0 0.1% 4,804.0
Low 4,742.0 4,765.0 23.0 0.5% 4,658.0
Close 4,829.0 4,820.0 -9.0 -0.2% 4,785.0
Range 93.0 76.0 -17.0 -18.3% 146.0
ATR 66.0 66.7 0.7 1.1% 0.0
Volume 110,973 186,747 75,774 68.3% 121,341
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,036.7 5,004.3 4,861.8
R3 4,960.7 4,928.3 4,840.9
R2 4,884.7 4,884.7 4,833.9
R1 4,852.3 4,852.3 4,827.0 4,830.5
PP 4,808.7 4,808.7 4,808.7 4,797.8
S1 4,776.3 4,776.3 4,813.0 4,754.5
S2 4,732.7 4,732.7 4,806.1
S3 4,656.7 4,700.3 4,799.1
S4 4,580.7 4,624.3 4,778.2
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,187.0 5,132.0 4,865.3
R3 5,041.0 4,986.0 4,825.2
R2 4,895.0 4,895.0 4,811.8
R1 4,840.0 4,840.0 4,798.4 4,867.5
PP 4,749.0 4,749.0 4,749.0 4,762.8
S1 4,694.0 4,694.0 4,771.6 4,721.5
S2 4,603.0 4,603.0 4,758.2
S3 4,457.0 4,548.0 4,744.9
S4 4,311.0 4,402.0 4,704.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,841.0 4,658.0 183.0 3.8% 64.8 1.3% 89% True False 79,046
10 4,914.0 4,658.0 256.0 5.3% 56.0 1.2% 63% False False 54,596
20 5,224.0 4,658.0 566.0 11.7% 62.6 1.3% 29% False False 42,613
40 5,258.0 4,658.0 600.0 12.4% 55.4 1.1% 27% False False 31,986
60 5,258.0 4,658.0 600.0 12.4% 52.6 1.1% 27% False False 29,923
80 5,258.0 4,658.0 600.0 12.4% 51.1 1.1% 27% False False 26,699
100 5,258.0 4,658.0 600.0 12.4% 42.7 0.9% 27% False False 21,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 10.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,164.0
2.618 5,040.0
1.618 4,964.0
1.000 4,917.0
0.618 4,888.0
HIGH 4,841.0
0.618 4,812.0
0.500 4,803.0
0.382 4,794.0
LOW 4,765.0
0.618 4,718.0
1.000 4,689.0
1.618 4,642.0
2.618 4,566.0
4.250 4,442.0
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 4,814.3 4,808.5
PP 4,808.7 4,797.0
S1 4,803.0 4,785.5

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

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