ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 5,059.0 5,072.0 13.0 0.3% 5,010.0
High 5,074.0 5,078.0 4.0 0.1% 5,074.0
Low 5,050.0 5,052.0 2.0 0.0% 4,983.0
Close 5,068.0 5,062.0 -6.0 -0.1% 5,068.0
Range 24.0 26.0 2.0 8.3% 91.0
ATR 54.2 52.2 -2.0 -3.7% 0.0
Volume 19,650 14,052 -5,598 -28.5% 113,328
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,142.0 5,128.0 5,076.3
R3 5,116.0 5,102.0 5,069.2
R2 5,090.0 5,090.0 5,066.8
R1 5,076.0 5,076.0 5,064.4 5,070.0
PP 5,064.0 5,064.0 5,064.0 5,061.0
S1 5,050.0 5,050.0 5,059.6 5,044.0
S2 5,038.0 5,038.0 5,057.2
S3 5,012.0 5,024.0 5,054.9
S4 4,986.0 4,998.0 5,047.7
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,314.7 5,282.3 5,118.1
R3 5,223.7 5,191.3 5,093.0
R2 5,132.7 5,132.7 5,084.7
R1 5,100.3 5,100.3 5,076.3 5,116.5
PP 5,041.7 5,041.7 5,041.7 5,049.8
S1 5,009.3 5,009.3 5,059.7 5,025.5
S2 4,950.7 4,950.7 5,051.3
S3 4,859.7 4,918.3 5,043.0
S4 4,768.7 4,827.3 5,018.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,078.0 4,983.0 95.0 1.9% 41.8 0.8% 83% True False 22,465
10 5,078.0 4,964.0 114.0 2.3% 38.3 0.8% 86% True False 20,399
20 5,078.0 4,807.0 271.0 5.4% 41.2 0.8% 94% True False 19,661
40 5,078.0 4,598.0 480.0 9.5% 54.2 1.1% 97% True False 27,411
60 5,192.0 4,598.0 594.0 11.7% 47.1 0.9% 78% False False 18,448
80 5,192.0 4,598.0 594.0 11.7% 37.9 0.7% 78% False False 13,842
100 5,192.0 4,598.0 594.0 11.7% 32.0 0.6% 78% False False 11,081
120 5,192.0 4,598.0 594.0 11.7% 26.8 0.5% 78% False False 9,243
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,188.5
2.618 5,146.1
1.618 5,120.1
1.000 5,104.0
0.618 5,094.1
HIGH 5,078.0
0.618 5,068.1
0.500 5,065.0
0.382 5,061.9
LOW 5,052.0
0.618 5,035.9
1.000 5,026.0
1.618 5,009.9
2.618 4,983.9
4.250 4,941.5
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 5,065.0 5,051.7
PP 5,064.0 5,041.3
S1 5,063.0 5,031.0

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

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