ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 5,236.0 5,280.0 44.0 0.8% 5,180.0
High 5,236.0 5,281.0 45.0 0.9% 5,257.0
Low 5,209.0 5,247.0 38.0 0.7% 5,148.0
Close 5,228.0 5,255.0 27.0 0.5% 5,228.0
Range 27.0 34.0 7.0 25.9% 109.0
ATR 47.8 48.2 0.4 0.8% 0.0
Volume 36,139 85,609 49,470 136.9% 124,028
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,363.0 5,343.0 5,273.7
R3 5,329.0 5,309.0 5,264.4
R2 5,295.0 5,295.0 5,261.2
R1 5,275.0 5,275.0 5,258.1 5,268.0
PP 5,261.0 5,261.0 5,261.0 5,257.5
S1 5,241.0 5,241.0 5,251.9 5,234.0
S2 5,227.0 5,227.0 5,248.8
S3 5,193.0 5,207.0 5,245.7
S4 5,159.0 5,173.0 5,236.3
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,538.0 5,492.0 5,288.0
R3 5,429.0 5,383.0 5,258.0
R2 5,320.0 5,320.0 5,248.0
R1 5,274.0 5,274.0 5,238.0 5,297.0
PP 5,211.0 5,211.0 5,211.0 5,222.5
S1 5,165.0 5,165.0 5,218.0 5,188.0
S2 5,102.0 5,102.0 5,208.0
S3 4,993.0 5,056.0 5,198.0
S4 4,884.0 4,947.0 5,168.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,281.0 5,194.0 87.0 1.7% 26.8 0.5% 70% True False 37,606
10 5,281.0 5,109.0 172.0 3.3% 35.7 0.7% 85% True False 30,150
20 5,281.0 4,996.0 285.0 5.4% 41.5 0.8% 91% True False 27,224
40 5,281.0 4,955.0 326.0 6.2% 43.4 0.8% 92% True False 24,794
60 5,281.0 4,598.0 683.0 13.0% 47.8 0.9% 96% True False 24,361
80 5,281.0 4,598.0 683.0 13.0% 47.6 0.9% 96% True False 23,659
100 5,281.0 4,598.0 683.0 13.0% 42.1 0.8% 96% True False 18,950
120 5,281.0 4,598.0 683.0 13.0% 37.0 0.7% 96% True False 15,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,425.5
2.618 5,370.0
1.618 5,336.0
1.000 5,315.0
0.618 5,302.0
HIGH 5,281.0
0.618 5,268.0
0.500 5,264.0
0.382 5,260.0
LOW 5,247.0
0.618 5,226.0
1.000 5,213.0
1.618 5,192.0
2.618 5,158.0
4.250 5,102.5
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 5,264.0 5,251.7
PP 5,261.0 5,248.3
S1 5,258.0 5,245.0

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

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