ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
04-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 4,121.0 4,138.0 17.0 0.4% 4,008.0
High 4,143.0 4,146.0 3.0 0.1% 4,088.0
Low 4,120.0 4,123.0 3.0 0.1% 3,959.0
Close 4,142.0 4,131.0 -11.0 -0.3% 4,057.0
Range 23.0 23.0 0.0 0.0% 129.0
ATR 48.6 46.8 -1.8 -3.8% 0.0
Volume 18,074 16,920 -1,154 -6.4% 125,581
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 4,202.3 4,189.7 4,143.7
R3 4,179.3 4,166.7 4,137.3
R2 4,156.3 4,156.3 4,135.2
R1 4,143.7 4,143.7 4,133.1 4,138.5
PP 4,133.3 4,133.3 4,133.3 4,130.8
S1 4,120.7 4,120.7 4,128.9 4,115.5
S2 4,110.3 4,110.3 4,126.8
S3 4,087.3 4,097.7 4,124.7
S4 4,064.3 4,074.7 4,118.4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,421.7 4,368.3 4,128.0
R3 4,292.7 4,239.3 4,092.5
R2 4,163.7 4,163.7 4,080.7
R1 4,110.3 4,110.3 4,068.8 4,137.0
PP 4,034.7 4,034.7 4,034.7 4,048.0
S1 3,981.3 3,981.3 4,045.2 4,008.0
S2 3,905.7 3,905.7 4,033.4
S3 3,776.7 3,852.3 4,021.5
S4 3,647.7 3,723.3 3,986.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,146.0 3,996.0 150.0 3.6% 40.0 1.0% 90% True False 23,792
10 4,146.0 3,959.0 187.0 4.5% 38.3 0.9% 92% True False 22,890
20 4,146.0 3,959.0 187.0 4.5% 39.6 1.0% 92% True False 25,851
40 4,273.0 3,950.0 323.0 7.8% 34.2 0.8% 56% False False 13,056
60 4,410.0 3,950.0 460.0 11.1% 28.9 0.7% 39% False False 8,740
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Fibonacci Retracements and Extensions
4.250 4,243.8
2.618 4,206.2
1.618 4,183.2
1.000 4,169.0
0.618 4,160.2
HIGH 4,146.0
0.618 4,137.2
0.500 4,134.5
0.382 4,131.8
LOW 4,123.0
0.618 4,108.8
1.000 4,100.0
1.618 4,085.8
2.618 4,062.8
4.250 4,025.3
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 4,134.5 4,126.2
PP 4,133.3 4,121.3
S1 4,132.2 4,116.5

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

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