ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 4,955.0 4,960.0 5.0 0.1% 4,795.0
High 4,960.0 4,969.0 9.0 0.2% 4,977.0
Low 4,922.0 4,933.0 11.0 0.2% 4,745.0
Close 4,944.0 4,947.0 3.0 0.1% 4,936.0
Range 38.0 36.0 -2.0 -5.3% 232.0
ATR 69.7 67.3 -2.4 -3.5% 0.0
Volume 17,256 14,460 -2,796 -16.2% 109,618
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,057.7 5,038.3 4,966.8
R3 5,021.7 5,002.3 4,956.9
R2 4,985.7 4,985.7 4,953.6
R1 4,966.3 4,966.3 4,950.3 4,958.0
PP 4,949.7 4,949.7 4,949.7 4,945.5
S1 4,930.3 4,930.3 4,943.7 4,922.0
S2 4,913.7 4,913.7 4,940.4
S3 4,877.7 4,894.3 4,937.1
S4 4,841.7 4,858.3 4,927.2
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 4,840.0 137.0 2.8% 47.0 1.0% 78% False False 20,019
10 4,977.0 4,679.0 298.0 6.0% 52.9 1.1% 90% False False 20,973
20 4,977.0 4,598.0 379.0 7.7% 64.2 1.3% 92% False False 28,122
40 5,188.0 4,598.0 590.0 11.9% 54.8 1.1% 59% False False 20,868
60 5,192.0 4,598.0 594.0 12.0% 39.7 0.8% 59% False False 13,923
80 5,192.0 4,598.0 594.0 12.0% 32.7 0.7% 59% False False 10,452
100 5,192.0 4,598.0 594.0 12.0% 26.8 0.5% 59% False False 8,371
120 5,192.0 4,598.0 594.0 12.0% 22.4 0.5% 59% False False 6,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 5,122.0
2.618 5,063.2
1.618 5,027.2
1.000 5,005.0
0.618 4,991.2
HIGH 4,969.0
0.618 4,955.2
0.500 4,951.0
0.382 4,946.8
LOW 4,933.0
0.618 4,910.8
1.000 4,897.0
1.618 4,874.8
2.618 4,838.8
4.250 4,780.0
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 4,951.0 4,949.5
PP 4,949.7 4,948.7
S1 4,948.3 4,947.8

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

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