ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 4,265.0 4,285.0 20.0 0.5% 4,215.0
High 4,283.0 4,292.0 9.0 0.2% 4,252.0
Low 4,261.0 4,264.0 3.0 0.1% 4,168.0
Close 4,280.0 4,275.0 -5.0 -0.1% 4,185.0
Range 22.0 28.0 6.0 27.3% 84.0
ATR 45.0 43.8 -1.2 -2.7% 0.0
Volume 19,314 23,897 4,583 23.7% 116,557
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,361.0 4,346.0 4,290.4
R3 4,333.0 4,318.0 4,282.7
R2 4,305.0 4,305.0 4,280.1
R1 4,290.0 4,290.0 4,277.6 4,283.5
PP 4,277.0 4,277.0 4,277.0 4,273.8
S1 4,262.0 4,262.0 4,272.4 4,255.5
S2 4,249.0 4,249.0 4,269.9
S3 4,221.0 4,234.0 4,267.3
S4 4,193.0 4,206.0 4,259.6
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 4,292.0 4,168.0 124.0 2.9% 27.2 0.6% 86% True False 20,457
10 4,292.0 4,134.0 158.0 3.7% 29.0 0.7% 89% True False 22,047
20 4,292.0 4,028.0 264.0 6.2% 34.5 0.8% 94% True False 22,494
40 4,292.0 3,959.0 333.0 7.8% 36.4 0.9% 95% True False 25,767
60 4,292.0 3,950.0 342.0 8.0% 35.5 0.8% 95% True False 17,697
80 4,410.0 3,950.0 460.0 10.8% 31.8 0.7% 71% False False 13,310
100 4,410.0 3,950.0 460.0 10.8% 29.4 0.7% 71% False False 10,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,411.0
2.618 4,365.3
1.618 4,337.3
1.000 4,320.0
0.618 4,309.3
HIGH 4,292.0
0.618 4,281.3
0.500 4,278.0
0.382 4,274.7
LOW 4,264.0
0.618 4,246.7
1.000 4,236.0
1.618 4,218.7
2.618 4,190.7
4.250 4,145.0
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 4,278.0 4,270.5
PP 4,277.0 4,266.0
S1 4,276.0 4,261.5

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

View Archives - Comment on this page... - Back to Index of Symbols