ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 5,071.0 5,029.0 -42.0 -0.8% 5,000.0
High 5,085.0 5,054.0 -31.0 -0.6% 5,147.0
Low 5,042.0 4,996.0 -46.0 -0.9% 4,996.0
Close 5,079.0 5,039.0 -40.0 -0.8% 5,071.0
Range 43.0 58.0 15.0 34.9% 151.0
ATR 53.1 55.2 2.1 4.0% 0.0
Volume 21,798 27,542 5,744 26.4% 115,946
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,203.7 5,179.3 5,070.9
R3 5,145.7 5,121.3 5,055.0
R2 5,087.7 5,087.7 5,049.6
R1 5,063.3 5,063.3 5,044.3 5,075.5
PP 5,029.7 5,029.7 5,029.7 5,035.8
S1 5,005.3 5,005.3 5,033.7 5,017.5
S2 4,971.7 4,971.7 5,028.4
S3 4,913.7 4,947.3 5,023.1
S4 4,855.7 4,889.3 5,007.1
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,524.3 5,448.7 5,154.1
R3 5,373.3 5,297.7 5,112.5
R2 5,222.3 5,222.3 5,098.7
R1 5,146.7 5,146.7 5,084.8 5,184.5
PP 5,071.3 5,071.3 5,071.3 5,090.3
S1 4,995.7 4,995.7 5,057.2 5,033.5
S2 4,920.3 4,920.3 5,043.3
S3 4,769.3 4,844.7 5,029.5
S4 4,618.3 4,693.7 4,988.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,102.0 4,996.0 106.0 2.1% 42.4 0.8% 41% False True 22,531
10 5,147.0 4,973.0 174.0 3.5% 47.6 0.9% 38% False False 23,122
20 5,147.0 4,955.0 192.0 3.8% 47.4 0.9% 44% False False 22,999
40 5,147.0 4,663.0 484.0 9.6% 49.4 1.0% 78% False False 22,238
60 5,147.0 4,598.0 549.0 10.9% 51.1 1.0% 80% False False 23,648
80 5,192.0 4,598.0 594.0 11.8% 44.0 0.9% 74% False False 17,782
100 5,192.0 4,598.0 594.0 11.8% 37.4 0.7% 74% False False 14,231
120 5,192.0 4,598.0 594.0 11.8% 32.2 0.6% 74% False False 11,864
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 8.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,300.5
2.618 5,205.8
1.618 5,147.8
1.000 5,112.0
0.618 5,089.8
HIGH 5,054.0
0.618 5,031.8
0.500 5,025.0
0.382 5,018.2
LOW 4,996.0
0.618 4,960.2
1.000 4,938.0
1.618 4,902.2
2.618 4,844.2
4.250 4,749.5
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 5,034.3 5,040.5
PP 5,029.7 5,040.0
S1 5,025.0 5,039.5

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

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