ASX SPI 200 Index Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	4,960.0	4,955.0	-5.0	-0.1%	4,795.0
High	4,977.0	4,960.0	-17.0	-0.3%	4,977.0
Low	4,929.0	4,922.0	-7.0	-0.1%	4,745.0
Close	4,936.0	4,944.0	8.0	0.2%	4,936.0
Range	48.0	38.0	-10.0	-20.8%	232.0
ATR	72.2	69.7	-2.4	-3.4%	0.0
Volume	19,367	17,256	-2,111	-10.9%	109,618

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,056.0	5,038.0	4,964.9
R3	5,018.0	5,000.0	4,954.5
R2	4,980.0	4,980.0	4,951.0
R1	4,962.0	4,962.0	4,947.5	4,952.0
PP	4,942.0	4,942.0	4,942.0	4,937.0
S1	4,924.0	4,924.0	4,940.5	4,914.0
S2	4,904.0	4,904.0	4,937.0
S3	4,866.0	4,886.0	4,933.6
S4	4,828.0	4,848.0	4,923.1

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,582.0	5,491.0	5,063.6
R3	5,350.0	5,259.0	4,999.8
R2	5,118.0	5,118.0	4,978.5
R1	5,027.0	5,027.0	4,957.3	5,072.5
PP	4,886.0	4,886.0	4,886.0	4,908.8
S1	4,795.0	4,795.0	4,914.7	4,840.5
S2	4,654.0	4,654.0	4,893.5
S3	4,422.0	4,563.0	4,872.2
S4	4,190.0	4,331.0	4,808.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,977.0	4,807.0	170.0	3.4%	50.2	1.0%	81%	False	False	21,377
10	4,977.0	4,679.0	298.0	6.0%	58.7	1.2%	89%	False	False	22,618
20	4,977.0	4,598.0	379.0	7.7%	66.1	1.3%	91%	False	False	35,554
40	5,192.0	4,598.0	594.0	12.0%	54.4	1.1%	58%	False	False	20,509
60	5,192.0	4,598.0	594.0	12.0%	39.3	0.8%	58%	False	False	13,683
80	5,192.0	4,598.0	594.0	12.0%	32.2	0.7%	58%	False	False	10,271
100	5,192.0	4,598.0	594.0	12.0%	26.4	0.5%	58%	False	False	8,228
120	5,192.0	4,598.0	594.0	12.0%	22.1	0.4%	58%	False	False	6,858

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,121.5
2.618	5,059.5
1.618	5,021.5
1.000	4,998.0
0.618	4,983.5
HIGH	4,960.0
0.618	4,945.5
0.500	4,941.0
0.382	4,936.5
LOW	4,922.0
0.618	4,898.5
1.000	4,884.0
1.618	4,860.5
2.618	4,822.5
4.250	4,760.5

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	4,943.0	4,940.8
PP	4,942.0	4,937.7
S1	4,941.0	4,934.5

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