ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 4,245.0 4,265.0 20.0 0.5% 4,215.0
High 4,255.0 4,283.0 28.0 0.7% 4,252.0
Low 4,231.0 4,261.0 30.0 0.7% 4,168.0
Close 4,249.0 4,280.0 31.0 0.7% 4,185.0
Range 24.0 22.0 -2.0 -8.3% 84.0
ATR 45.9 45.0 -0.8 -1.8% 0.0
Volume 16,205 19,314 3,109 19.2% 116,557
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,340.7 4,332.3 4,292.1
R3 4,318.7 4,310.3 4,286.1
R2 4,296.7 4,296.7 4,284.0
R1 4,288.3 4,288.3 4,282.0 4,292.5
PP 4,274.7 4,274.7 4,274.7 4,276.8
S1 4,266.3 4,266.3 4,278.0 4,270.5
S2 4,252.7 4,252.7 4,276.0
S3 4,230.7 4,244.3 4,274.0
S4 4,208.7 4,222.3 4,267.9
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,453.7 4,403.3 4,231.2
R3 4,369.7 4,319.3 4,208.1
R2 4,285.7 4,285.7 4,200.4
R1 4,235.3 4,235.3 4,192.7 4,218.5
PP 4,201.7 4,201.7 4,201.7 4,193.3
S1 4,151.3 4,151.3 4,177.3 4,134.5
S2 4,117.7 4,117.7 4,169.6
S3 4,033.7 4,067.3 4,161.9
S4 3,949.7 3,983.3 4,138.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,283.0 4,168.0 115.0 2.7% 27.6 0.6% 97% True False 19,093
10 4,283.0 4,078.0 205.0 4.8% 29.5 0.7% 99% True False 21,472
20 4,283.0 4,025.0 258.0 6.0% 35.7 0.8% 99% True False 22,358
40 4,283.0 3,959.0 324.0 7.6% 36.7 0.9% 99% True False 25,317
60 4,283.0 3,950.0 333.0 7.8% 36.0 0.8% 99% True False 17,303
80 4,410.0 3,950.0 460.0 10.7% 31.6 0.7% 72% False False 13,012
100 4,410.0 3,950.0 460.0 10.7% 29.3 0.7% 72% False False 10,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,376.5
2.618 4,340.6
1.618 4,318.6
1.000 4,305.0
0.618 4,296.6
HIGH 4,283.0
0.618 4,274.6
0.500 4,272.0
0.382 4,269.4
LOW 4,261.0
0.618 4,247.4
1.000 4,239.0
1.618 4,225.4
2.618 4,203.4
4.250 4,167.5
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 4,277.3 4,271.5
PP 4,274.7 4,263.0
S1 4,272.0 4,254.5

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

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