ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 5,058.0 5,038.0 -20.0 -0.4% 5,010.0
High 5,070.0 5,039.0 -31.0 -0.6% 5,074.0
Low 5,036.0 4,955.0 -81.0 -1.6% 4,983.0
Close 5,060.0 4,966.0 -94.0 -1.9% 5,068.0
Range 34.0 84.0 50.0 147.1% 91.0
ATR 50.9 54.8 3.9 7.6% 0.0
Volume 20,493 34,002 13,509 65.9% 113,328
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,238.7 5,186.3 5,012.2
R3 5,154.7 5,102.3 4,989.1
R2 5,070.7 5,070.7 4,981.4
R1 5,018.3 5,018.3 4,973.7 5,002.5
PP 4,986.7 4,986.7 4,986.7 4,978.8
S1 4,934.3 4,934.3 4,958.3 4,918.5
S2 4,902.7 4,902.7 4,950.6
S3 4,818.7 4,850.3 4,942.9
S4 4,734.7 4,766.3 4,919.8
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 4,955.0 123.0 2.5% 47.2 1.0% 9% False True 23,041
10 5,078.0 4,955.0 123.0 2.5% 43.2 0.9% 9% False True 21,722
20 5,078.0 4,892.0 186.0 3.7% 40.7 0.8% 40% False False 20,026
40 5,078.0 4,598.0 480.0 9.7% 55.6 1.1% 77% False False 28,706
60 5,192.0 4,598.0 594.0 12.0% 48.9 1.0% 62% False False 19,354
80 5,192.0 4,598.0 594.0 12.0% 39.2 0.8% 62% False False 14,523
100 5,192.0 4,598.0 594.0 12.0% 33.2 0.7% 62% False False 11,625
120 5,192.0 4,598.0 594.0 12.0% 27.8 0.6% 62% False False 9,697
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 10.3
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,396.0
2.618 5,258.9
1.618 5,174.9
1.000 5,123.0
0.618 5,090.9
HIGH 5,039.0
0.618 5,006.9
0.500 4,997.0
0.382 4,987.1
LOW 4,955.0
0.618 4,903.1
1.000 4,871.0
1.618 4,819.1
2.618 4,735.1
4.250 4,598.0
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 4,997.0 5,016.5
PP 4,986.7 4,999.7
S1 4,976.3 4,982.8

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

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