ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 5,399.0 5,458.0 59.0 1.1% 5,404.0
High 5,425.0 5,465.0 40.0 0.7% 5,435.0
Low 5,392.0 5,387.0 -5.0 -0.1% 5,372.0
Close 5,409.0 5,401.0 -8.0 -0.1% 5,409.0
Range 33.0 78.0 45.0 136.4% 63.0
ATR 42.4 45.0 2.5 6.0% 0.0
Volume 20,728 25,635 4,907 23.7% 109,198
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,651.7 5,604.3 5,443.9
R3 5,573.7 5,526.3 5,422.5
R2 5,495.7 5,495.7 5,415.3
R1 5,448.3 5,448.3 5,408.2 5,433.0
PP 5,417.7 5,417.7 5,417.7 5,410.0
S1 5,370.3 5,370.3 5,393.9 5,355.0
S2 5,339.7 5,339.7 5,386.7
S3 5,261.7 5,292.3 5,379.6
S4 5,183.7 5,214.3 5,358.1
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,594.3 5,564.7 5,443.7
R3 5,531.3 5,501.7 5,426.3
R2 5,468.3 5,468.3 5,420.6
R1 5,438.7 5,438.7 5,414.8 5,453.5
PP 5,405.3 5,405.3 5,405.3 5,412.8
S1 5,375.7 5,375.7 5,403.2 5,390.5
S2 5,342.3 5,342.3 5,397.5
S3 5,279.3 5,312.7 5,391.7
S4 5,216.3 5,249.7 5,374.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,465.0 5,384.0 81.0 1.5% 39.6 0.7% 21% True False 23,459
10 5,465.0 5,372.0 93.0 1.7% 41.4 0.8% 31% True False 22,826
20 5,465.0 5,214.0 251.0 4.6% 37.2 0.7% 75% True False 21,270
40 5,465.0 5,106.0 359.0 6.6% 39.8 0.7% 82% True False 24,718
60 5,465.0 5,000.0 465.0 8.6% 34.7 0.6% 86% True False 18,145
80 5,465.0 4,963.0 502.0 9.3% 30.7 0.6% 87% True False 13,633
100 5,465.0 4,621.0 844.0 15.6% 26.9 0.5% 92% True False 10,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,796.5
2.618 5,669.2
1.618 5,591.2
1.000 5,543.0
0.618 5,513.2
HIGH 5,465.0
0.618 5,435.2
0.500 5,426.0
0.382 5,416.8
LOW 5,387.0
0.618 5,338.8
1.000 5,309.0
1.618 5,260.8
2.618 5,182.8
4.250 5,055.5
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 5,426.0 5,426.0
PP 5,417.7 5,417.7
S1 5,409.3 5,409.3

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

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