ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 4,260.0 4,263.0 3.0 0.1% 4,242.0
High 4,264.0 4,276.0 12.0 0.3% 4,292.0
Low 4,240.0 4,223.0 -17.0 -0.4% 4,226.0
Close 4,256.0 4,246.0 -10.0 -0.2% 4,255.0
Range 24.0 53.0 29.0 120.8% 66.0
ATR 42.2 43.0 0.8 1.8% 0.0
Volume 20,924 30,512 9,588 45.8% 101,068
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,407.3 4,379.7 4,275.2
R3 4,354.3 4,326.7 4,260.6
R2 4,301.3 4,301.3 4,255.7
R1 4,273.7 4,273.7 4,250.9 4,261.0
PP 4,248.3 4,248.3 4,248.3 4,242.0
S1 4,220.7 4,220.7 4,241.1 4,208.0
S2 4,195.3 4,195.3 4,236.3
S3 4,142.3 4,167.7 4,231.4
S4 4,089.3 4,114.7 4,216.9
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,455.7 4,421.3 4,291.3
R3 4,389.7 4,355.3 4,273.2
R2 4,323.7 4,323.7 4,267.1
R1 4,289.3 4,289.3 4,261.1 4,306.5
PP 4,257.7 4,257.7 4,257.7 4,266.3
S1 4,223.3 4,223.3 4,249.0 4,240.5
S2 4,191.7 4,191.7 4,242.9
S3 4,125.7 4,157.3 4,236.9
S4 4,059.7 4,091.3 4,218.7
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 4,223.0 69.0 1.6% 38.0 0.9% 33% False True 23,071
10 4,292.0 4,168.0 124.0 2.9% 32.8 0.8% 63% False False 21,082
20 4,292.0 4,033.0 259.0 6.1% 34.9 0.8% 82% False False 22,608
40 4,292.0 3,959.0 333.0 7.8% 36.9 0.9% 86% False False 22,112
60 4,292.0 3,950.0 342.0 8.1% 35.1 0.8% 87% False False 19,205
80 4,410.0 3,950.0 460.0 10.8% 33.0 0.8% 64% False False 14,444
100 4,410.0 3,950.0 460.0 10.8% 29.5 0.7% 64% False False 11,570
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 True
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,501.3
2.618 4,414.8
1.618 4,361.8
1.000 4,329.0
0.618 4,308.8
HIGH 4,276.0
0.618 4,255.8
0.500 4,249.5
0.382 4,243.2
LOW 4,223.0
0.618 4,190.2
1.000 4,170.0
1.618 4,137.2
2.618 4,084.2
4.250 3,997.8
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 4,249.5 4,252.0
PP 4,248.3 4,250.0
S1 4,247.2 4,248.0

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

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