ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
02-Sep-2013 03-Sep-2013 Change Change % Previous Week
Open 5,129.0 5,203.0 74.0 1.4% 5,124.0
High 5,190.0 5,204.0 14.0 0.3% 5,140.0
Low 5,126.0 5,182.0 56.0 1.1% 5,042.0
Close 5,184.0 5,190.0 6.0 0.1% 5,118.0
Range 64.0 22.0 -42.0 -65.6% 98.0
ATR 56.6 54.2 -2.5 -4.4% 0.0
Volume 30,176 20,761 -9,415 -31.2% 114,577
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,258.0 5,246.0 5,202.1
R3 5,236.0 5,224.0 5,196.1
R2 5,214.0 5,214.0 5,194.0
R1 5,202.0 5,202.0 5,192.0 5,197.0
PP 5,192.0 5,192.0 5,192.0 5,189.5
S1 5,180.0 5,180.0 5,188.0 5,175.0
S2 5,170.0 5,170.0 5,186.0
S3 5,148.0 5,158.0 5,184.0
S4 5,126.0 5,136.0 5,177.9
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,394.0 5,354.0 5,171.9
R3 5,296.0 5,256.0 5,145.0
R2 5,198.0 5,198.0 5,136.0
R1 5,158.0 5,158.0 5,127.0 5,129.0
PP 5,100.0 5,100.0 5,100.0 5,085.5
S1 5,060.0 5,060.0 5,109.0 5,031.0
S2 5,002.0 5,002.0 5,100.0
S3 4,904.0 4,962.0 5,091.1
S4 4,806.0 4,864.0 5,064.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,204.0 5,042.0 162.0 3.1% 43.4 0.8% 91% True False 24,917
10 5,204.0 4,996.0 208.0 4.0% 44.7 0.9% 93% True False 24,096
20 5,204.0 4,955.0 249.0 4.8% 49.1 0.9% 94% True False 24,326
40 5,204.0 4,840.0 364.0 7.0% 44.7 0.9% 96% True False 21,975
60 5,204.0 4,598.0 606.0 11.7% 52.5 1.0% 98% True False 26,709
80 5,204.0 4,598.0 606.0 11.7% 47.9 0.9% 98% True False 20,174
100 5,204.0 4,598.0 606.0 11.7% 40.4 0.8% 98% True False 16,144
120 5,204.0 4,598.0 606.0 11.7% 35.1 0.7% 98% True False 13,459
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 13.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,297.5
2.618 5,261.6
1.618 5,239.6
1.000 5,226.0
0.618 5,217.6
HIGH 5,204.0
0.618 5,195.6
0.500 5,193.0
0.382 5,190.4
LOW 5,182.0
0.618 5,168.4
1.000 5,160.0
1.618 5,146.4
2.618 5,124.4
4.250 5,088.5
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 5,193.0 5,169.8
PP 5,192.0 5,149.7
S1 5,191.0 5,129.5

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

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