ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 4,795.0 4,758.0 -37.0 -0.8% 4,651.0
High 4,803.0 4,761.0 -42.0 -0.9% 4,803.0
Low 4,756.0 4,663.0 -93.0 -2.0% 4,598.0
Close 4,769.0 4,688.0 -81.0 -1.7% 4,769.0
Range 47.0 98.0 51.0 108.5% 205.0
ATR 65.7 68.6 2.9 4.4% 0.0
Volume 27,150 34,437 7,287 26.8% 156,555
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 4,998.0 4,941.0 4,741.9
R3 4,900.0 4,843.0 4,715.0
R2 4,802.0 4,802.0 4,706.0
R1 4,745.0 4,745.0 4,697.0 4,724.5
PP 4,704.0 4,704.0 4,704.0 4,693.8
S1 4,647.0 4,647.0 4,679.0 4,626.5
S2 4,606.0 4,606.0 4,670.0
S3 4,508.0 4,549.0 4,661.1
S4 4,410.0 4,451.0 4,634.1
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,338.3 5,258.7 4,881.8
R3 5,133.3 5,053.7 4,825.4
R2 4,928.3 4,928.3 4,806.6
R1 4,848.7 4,848.7 4,787.8 4,888.5
PP 4,723.3 4,723.3 4,723.3 4,743.3
S1 4,643.7 4,643.7 4,750.2 4,683.5
S2 4,518.3 4,518.3 4,731.4
S3 4,313.3 4,438.7 4,712.6
S4 4,108.3 4,233.7 4,656.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,803.0 4,598.0 205.0 4.4% 71.0 1.5% 44% False False 32,280
10 4,842.0 4,598.0 244.0 5.2% 73.4 1.6% 37% False False 48,489
20 4,903.0 4,598.0 305.0 6.5% 58.9 1.3% 30% False False 29,514
40 5,192.0 4,598.0 594.0 12.7% 42.3 0.9% 15% False False 14,867
60 5,192.0 4,598.0 594.0 12.7% 31.8 0.7% 15% False False 9,918
80 5,192.0 4,598.0 594.0 12.7% 25.5 0.5% 15% False False 7,447
100 5,192.0 4,598.0 594.0 12.7% 20.6 0.4% 15% False False 5,968
120 5,192.0 4,598.0 594.0 12.7% 17.4 0.4% 15% False False 4,974
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 8.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,177.5
2.618 5,017.6
1.618 4,919.6
1.000 4,859.0
0.618 4,821.6
HIGH 4,761.0
0.618 4,723.6
0.500 4,712.0
0.382 4,700.4
LOW 4,663.0
0.618 4,602.4
1.000 4,565.0
1.618 4,504.4
2.618 4,406.4
4.250 4,246.5
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 4,712.0 4,733.0
PP 4,704.0 4,718.0
S1 4,696.0 4,703.0

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

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