ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 5,367.0 5,361.0 -6.0 -0.1% 5,418.0
High 5,389.0 5,375.0 -14.0 -0.3% 5,419.0
Low 5,355.0 5,341.0 -14.0 -0.3% 5,293.0
Close 5,383.0 5,350.0 -33.0 -0.6% 5,349.0
Range 34.0 34.0 0.0 0.0% 126.0
ATR 48.5 48.0 -0.5 -1.0% 0.0
Volume 23,322 16,641 -6,681 -28.6% 120,507
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,457.3 5,437.7 5,368.7
R3 5,423.3 5,403.7 5,359.4
R2 5,389.3 5,389.3 5,356.2
R1 5,369.7 5,369.7 5,353.1 5,362.5
PP 5,355.3 5,355.3 5,355.3 5,351.8
S1 5,335.7 5,335.7 5,346.9 5,328.5
S2 5,321.3 5,321.3 5,343.8
S3 5,287.3 5,301.7 5,340.7
S4 5,253.3 5,267.7 5,331.3
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,731.7 5,666.3 5,418.3
R3 5,605.7 5,540.3 5,383.7
R2 5,479.7 5,479.7 5,372.1
R1 5,414.3 5,414.3 5,360.6 5,384.0
PP 5,353.7 5,353.7 5,353.7 5,338.5
S1 5,288.3 5,288.3 5,337.5 5,258.0
S2 5,227.7 5,227.7 5,325.9
S3 5,101.7 5,162.3 5,314.4
S4 4,975.7 5,036.3 5,279.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,390.0 5,293.0 97.0 1.8% 32.0 0.6% 59% False False 20,373
10 5,420.0 5,293.0 127.0 2.4% 41.1 0.8% 45% False False 23,459
20 5,465.0 5,293.0 172.0 3.2% 43.7 0.8% 33% False False 23,827
40 5,465.0 5,106.0 359.0 6.7% 41.5 0.8% 68% False False 21,790
60 5,465.0 5,106.0 359.0 6.7% 38.6 0.7% 68% False False 22,949
80 5,465.0 4,971.0 494.0 9.2% 34.9 0.7% 77% False False 17,237
100 5,465.0 4,901.0 564.0 10.5% 30.6 0.6% 80% False False 13,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.2
Fibonacci Retracements and Extensions
4.250 5,519.5
2.618 5,464.0
1.618 5,430.0
1.000 5,409.0
0.618 5,396.0
HIGH 5,375.0
0.618 5,362.0
0.500 5,358.0
0.382 5,354.0
LOW 5,341.0
0.618 5,320.0
1.000 5,307.0
1.618 5,286.0
2.618 5,252.0
4.250 5,196.5
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 5,358.0 5,365.5
PP 5,355.3 5,360.3
S1 5,352.7 5,355.2

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

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