ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 4,370.0 4,338.0 -32.0 -0.7% 4,336.0
High 4,390.0 4,343.0 -47.0 -1.1% 4,391.0
Low 4,356.0 4,323.0 -33.0 -0.8% 4,323.0
Close 4,368.0 4,332.0 -36.0 -0.8% 4,332.0
Range 34.0 20.0 -14.0 -41.2% 68.0
ATR 41.5 41.8 0.2 0.6% 0.0
Volume 23,482 17,079 -6,403 -27.3% 112,052
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,392.7 4,382.3 4,343.0
R3 4,372.7 4,362.3 4,337.5
R2 4,352.7 4,352.7 4,335.7
R1 4,342.3 4,342.3 4,333.8 4,337.5
PP 4,332.7 4,332.7 4,332.7 4,330.3
S1 4,322.3 4,322.3 4,330.2 4,317.5
S2 4,312.7 4,312.7 4,328.3
S3 4,292.7 4,302.3 4,326.5
S4 4,272.7 4,282.3 4,321.0
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,552.7 4,510.3 4,369.4
R3 4,484.7 4,442.3 4,350.7
R2 4,416.7 4,416.7 4,344.5
R1 4,374.3 4,374.3 4,338.2 4,361.5
PP 4,348.7 4,348.7 4,348.7 4,342.3
S1 4,306.3 4,306.3 4,325.8 4,293.5
S2 4,280.7 4,280.7 4,319.5
S3 4,212.7 4,238.3 4,313.3
S4 4,144.7 4,170.3 4,294.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,391.0 4,323.0 68.0 1.6% 31.4 0.7% 13% False True 22,410
10 4,391.0 4,223.0 168.0 3.9% 36.7 0.8% 65% False False 22,917
20 4,391.0 4,168.0 223.0 5.1% 32.9 0.8% 74% False False 22,340
40 4,391.0 4,025.0 366.0 8.4% 34.6 0.8% 84% False False 21,826
60 4,391.0 3,950.0 441.0 10.2% 36.1 0.8% 87% False False 21,844
80 4,391.0 3,950.0 441.0 10.2% 34.4 0.8% 87% False False 16,436
100 4,410.0 3,950.0 460.0 10.6% 30.3 0.7% 83% False False 13,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.7
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,428.0
2.618 4,395.4
1.618 4,375.4
1.000 4,363.0
0.618 4,355.4
HIGH 4,343.0
0.618 4,335.4
0.500 4,333.0
0.382 4,330.6
LOW 4,323.0
0.618 4,310.6
1.000 4,303.0
1.618 4,290.6
2.618 4,270.6
4.250 4,238.0
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 4,333.0 4,356.5
PP 4,332.7 4,348.3
S1 4,332.3 4,340.2

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

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