ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 4,263.0 4,254.0 -9.0 -0.2% 4,242.0
High 4,276.0 4,291.0 15.0 0.4% 4,292.0
Low 4,223.0 4,249.0 26.0 0.6% 4,226.0
Close 4,246.0 4,283.0 37.0 0.9% 4,255.0
Range 53.0 42.0 -11.0 -20.8% 66.0
ATR 43.0 43.1 0.1 0.3% 0.0
Volume 30,512 21,625 -8,887 -29.1% 101,068
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,400.3 4,383.7 4,306.1
R3 4,358.3 4,341.7 4,294.6
R2 4,316.3 4,316.3 4,290.7
R1 4,299.7 4,299.7 4,286.9 4,308.0
PP 4,274.3 4,274.3 4,274.3 4,278.5
S1 4,257.7 4,257.7 4,279.2 4,266.0
S2 4,232.3 4,232.3 4,275.3
S3 4,190.3 4,215.7 4,271.5
S4 4,148.3 4,173.7 4,259.9
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 4,291.0 4,223.0 68.0 1.6% 40.8 1.0% 88% True False 22,616
10 4,292.0 4,168.0 124.0 2.9% 34.0 0.8% 93% False False 21,536
20 4,292.0 4,033.0 259.0 6.0% 34.7 0.8% 97% False False 22,392
40 4,292.0 3,959.0 333.0 7.8% 36.3 0.8% 97% False False 22,065
60 4,292.0 3,950.0 342.0 8.0% 35.3 0.8% 97% False False 19,562
80 4,410.0 3,950.0 460.0 10.7% 33.2 0.8% 72% False False 14,713
100 4,410.0 3,950.0 460.0 10.7% 29.8 0.7% 72% False False 11,786
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,469.5
2.618 4,401.0
1.618 4,359.0
1.000 4,333.0
0.618 4,317.0
HIGH 4,291.0
0.618 4,275.0
0.500 4,270.0
0.382 4,265.0
LOW 4,249.0
0.618 4,223.0
1.000 4,207.0
1.618 4,181.0
2.618 4,139.0
4.250 4,070.5
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 4,278.7 4,274.3
PP 4,274.3 4,265.7
S1 4,270.0 4,257.0

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

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