ASX SPI 200 Index Future September 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 4,727.0 4,801.0 74.0 1.6% 4,724.0
High 4,799.0 4,804.0 5.0 0.1% 4,766.0
Low 4,708.0 4,730.0 22.0 0.5% 4,621.0
Close 4,792.0 4,784.0 -8.0 -0.2% 4,749.0
Range 91.0 74.0 -17.0 -18.7% 145.0
ATR 53.2 54.7 1.5 2.8% 0.0
Volume 84,321 163,099 78,778 93.4% 14,708
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 4,994.7 4,963.3 4,824.7
R3 4,920.7 4,889.3 4,804.4
R2 4,846.7 4,846.7 4,797.6
R1 4,815.3 4,815.3 4,790.8 4,794.0
PP 4,772.7 4,772.7 4,772.7 4,762.0
S1 4,741.3 4,741.3 4,777.2 4,720.0
S2 4,698.7 4,698.7 4,770.4
S3 4,624.7 4,667.3 4,763.7
S4 4,550.7 4,593.3 4,743.3
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,147.0 5,093.0 4,828.8
R3 5,002.0 4,948.0 4,788.9
R2 4,857.0 4,857.0 4,775.6
R1 4,803.0 4,803.0 4,762.3 4,830.0
PP 4,712.0 4,712.0 4,712.0 4,725.5
S1 4,658.0 4,658.0 4,735.7 4,685.0
S2 4,567.0 4,567.0 4,722.4
S3 4,422.0 4,513.0 4,709.1
S4 4,277.0 4,368.0 4,669.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,804.0 4,621.0 183.0 3.8% 62.4 1.3% 89% True False 52,246
10 4,868.0 4,621.0 247.0 5.2% 49.1 1.0% 66% False False 26,792
20 5,188.0 4,621.0 567.0 11.9% 45.4 0.9% 29% False False 13,615
40 5,192.0 4,621.0 571.0 11.9% 27.5 0.6% 29% False False 6,824
60 5,192.0 4,621.0 571.0 11.9% 22.2 0.5% 29% False False 4,561
80 5,192.0 4,621.0 571.0 11.9% 17.5 0.4% 29% False False 3,433
100 5,192.0 4,621.0 571.0 11.9% 14.1 0.3% 29% False False 2,750
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 8.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,118.5
2.618 4,997.7
1.618 4,923.7
1.000 4,878.0
0.618 4,849.7
HIGH 4,804.0
0.618 4,775.7
0.500 4,767.0
0.382 4,758.3
LOW 4,730.0
0.618 4,684.3
1.000 4,656.0
1.618 4,610.3
2.618 4,536.3
4.250 4,415.5
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 4,778.3 4,772.0
PP 4,772.7 4,760.0
S1 4,767.0 4,748.0

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

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