ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 5,082.0 5,124.0 42.0 0.8% 5,070.0
High 5,120.0 5,140.0 20.0 0.4% 5,120.0
Low 5,065.0 5,107.0 42.0 0.8% 4,996.0
Close 5,107.0 5,126.0 19.0 0.4% 5,107.0
Range 55.0 33.0 -22.0 -40.0% 124.0
ATR 57.1 55.3 -1.7 -3.0% 0.0
Volume 26,109 21,487 -4,622 -17.7% 118,618
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,223.3 5,207.7 5,144.2
R3 5,190.3 5,174.7 5,135.1
R2 5,157.3 5,157.3 5,132.1
R1 5,141.7 5,141.7 5,129.0 5,149.5
PP 5,124.3 5,124.3 5,124.3 5,128.3
S1 5,108.7 5,108.7 5,123.0 5,116.5
S2 5,091.3 5,091.3 5,120.0
S3 5,058.3 5,075.7 5,116.9
S4 5,025.3 5,042.7 5,107.9
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,446.3 5,400.7 5,175.2
R3 5,322.3 5,276.7 5,141.1
R2 5,198.3 5,198.3 5,129.7
R1 5,152.7 5,152.7 5,118.4 5,175.5
PP 5,074.3 5,074.3 5,074.3 5,085.8
S1 5,028.7 5,028.7 5,095.6 5,051.5
S2 4,950.3 4,950.3 5,084.3
S3 4,826.3 4,904.7 5,072.9
S4 4,702.3 4,780.7 5,038.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,140.0 4,996.0 144.0 2.8% 47.4 0.9% 90% True False 23,943
10 5,147.0 4,996.0 151.0 2.9% 43.9 0.9% 86% False False 23,260
20 5,147.0 4,955.0 192.0 3.7% 48.4 0.9% 89% False False 23,766
40 5,147.0 4,679.0 468.0 9.1% 47.9 0.9% 96% False False 21,888
60 5,147.0 4,598.0 549.0 10.7% 51.6 1.0% 96% False False 24,430
80 5,192.0 4,598.0 594.0 11.6% 45.1 0.9% 89% False False 18,377
100 5,192.0 4,598.0 594.0 11.6% 38.3 0.7% 89% False False 14,706
120 5,192.0 4,598.0 594.0 11.6% 33.0 0.6% 89% False False 12,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 11.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,280.3
2.618 5,226.4
1.618 5,193.4
1.000 5,173.0
0.618 5,160.4
HIGH 5,140.0
0.618 5,127.4
0.500 5,123.5
0.382 5,119.6
LOW 5,107.0
0.618 5,086.6
1.000 5,074.0
1.618 5,053.6
2.618 5,020.6
4.250 4,966.8
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 5,125.2 5,106.7
PP 5,124.3 5,087.3
S1 5,123.5 5,068.0

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

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