ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 4,995.0 4,993.0 -2.0 0.0% 4,971.0
High 5,001.0 5,024.0 23.0 0.5% 5,024.0
Low 4,965.0 4,982.0 17.0 0.3% 4,952.0
Close 4,993.0 5,008.0 15.0 0.3% 5,008.0
Range 36.0 42.0 6.0 16.7% 72.0
ATR 56.1 55.1 -1.0 -1.8% 0.0
Volume 18,146 17,205 -941 -5.2% 91,404
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,130.7 5,111.3 5,031.1
R3 5,088.7 5,069.3 5,019.6
R2 5,046.7 5,046.7 5,015.7
R1 5,027.3 5,027.3 5,011.9 5,037.0
PP 5,004.7 5,004.7 5,004.7 5,009.5
S1 4,985.3 4,985.3 5,004.2 4,995.0
S2 4,962.7 4,962.7 5,000.3
S3 4,920.7 4,943.3 4,996.5
S4 4,878.7 4,901.3 4,984.9
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,210.7 5,181.3 5,047.6
R3 5,138.7 5,109.3 5,027.8
R2 5,066.7 5,066.7 5,021.2
R1 5,037.3 5,037.3 5,014.6 5,052.0
PP 4,994.7 4,994.7 4,994.7 5,002.0
S1 4,965.3 4,965.3 5,001.4 4,980.0
S2 4,922.7 4,922.7 4,994.8
S3 4,850.7 4,893.3 4,988.2
S4 4,778.7 4,821.3 4,968.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,024.0 4,952.0 72.0 1.4% 37.0 0.7% 78% True False 18,280
10 5,024.0 4,919.0 105.0 2.1% 37.4 0.7% 85% True False 17,621
20 5,024.0 4,663.0 361.0 7.2% 51.1 1.0% 96% True False 20,979
40 5,024.0 4,598.0 426.0 8.5% 53.2 1.1% 96% True False 24,387
60 5,192.0 4,598.0 594.0 11.9% 43.6 0.9% 69% False False 16,330
80 5,192.0 4,598.0 594.0 11.9% 35.4 0.7% 69% False False 12,252
100 5,192.0 4,598.0 594.0 11.9% 29.6 0.6% 69% False False 9,809
120 5,192.0 4,598.0 594.0 11.9% 24.9 0.5% 69% False False 8,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 9.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,202.5
2.618 5,134.0
1.618 5,092.0
1.000 5,066.0
0.618 5,050.0
HIGH 5,024.0
0.618 5,008.0
0.500 5,003.0
0.382 4,998.0
LOW 4,982.0
0.618 4,956.0
1.000 4,940.0
1.618 4,914.0
2.618 4,872.0
4.250 4,803.5
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 5,006.3 5,003.5
PP 5,004.7 4,999.0
S1 5,003.0 4,994.5

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

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