ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 5,020.0 5,027.0 7.0 0.1% 4,971.0
High 5,057.0 5,052.0 -5.0 -0.1% 5,024.0
Low 5,004.0 4,984.0 -20.0 -0.4% 4,952.0
Close 5,010.0 5,007.0 -3.0 -0.1% 5,008.0
Range 53.0 68.0 15.0 28.3% 72.0
ATR 52.1 53.2 1.1 2.2% 0.0
Volume 29,330 27,012 -2,318 -7.9% 91,404
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,218.3 5,180.7 5,044.4
R3 5,150.3 5,112.7 5,025.7
R2 5,082.3 5,082.3 5,019.5
R1 5,044.7 5,044.7 5,013.2 5,029.5
PP 5,014.3 5,014.3 5,014.3 5,006.8
S1 4,976.7 4,976.7 5,000.8 4,961.5
S2 4,946.3 4,946.3 4,994.5
S3 4,878.3 4,908.7 4,988.3
S4 4,810.3 4,840.7 4,969.6
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 5,057.0 4,982.0 75.0 1.5% 45.6 0.9% 33% False False 22,176
10 5,057.0 4,919.0 138.0 2.8% 42.8 0.9% 64% False False 20,368
20 5,057.0 4,745.0 312.0 6.2% 44.1 0.9% 84% False False 19,756
40 5,057.0 4,598.0 459.0 9.2% 54.9 1.1% 89% False False 26,707
60 5,192.0 4,598.0 594.0 11.9% 46.3 0.9% 69% False False 17,888
80 5,192.0 4,598.0 594.0 11.9% 37.3 0.7% 69% False False 13,421
100 5,192.0 4,598.0 594.0 11.9% 31.5 0.6% 69% False False 10,746
120 5,192.0 4,598.0 594.0 11.9% 26.4 0.5% 69% False False 8,962
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 12.1
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,341.0
2.618 5,230.0
1.618 5,162.0
1.000 5,120.0
0.618 5,094.0
HIGH 5,052.0
0.618 5,026.0
0.500 5,018.0
0.382 5,010.0
LOW 4,984.0
0.618 4,942.0
1.000 4,916.0
1.618 4,874.0
2.618 4,806.0
4.250 4,695.0
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 5,018.0 5,020.0
PP 5,014.3 5,015.7
S1 5,010.7 5,011.3

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

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