ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 4,347.0 4,330.0 -17.0 -0.4% 4,336.0
High 4,354.0 4,336.0 -18.0 -0.4% 4,391.0
Low 4,335.0 4,291.0 -44.0 -1.0% 4,323.0
Close 4,352.0 4,305.0 -47.0 -1.1% 4,332.0
Range 19.0 45.0 26.0 136.8% 68.0
ATR 39.1 40.6 1.6 4.0% 0.0
Volume 16,194 27,358 11,164 68.9% 112,052
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,445.7 4,420.3 4,329.8
R3 4,400.7 4,375.3 4,317.4
R2 4,355.7 4,355.7 4,313.3
R1 4,330.3 4,330.3 4,309.1 4,320.5
PP 4,310.7 4,310.7 4,310.7 4,305.8
S1 4,285.3 4,285.3 4,300.9 4,275.5
S2 4,265.7 4,265.7 4,296.8
S3 4,220.7 4,240.3 4,292.6
S4 4,175.7 4,195.3 4,280.3
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 4,366.0 4,291.0 75.0 1.7% 30.2 0.7% 19% False True 19,605
10 4,391.0 4,287.0 104.0 2.4% 33.8 0.8% 17% False False 21,903
20 4,391.0 4,168.0 223.0 5.2% 33.9 0.8% 61% False False 21,720
40 4,391.0 4,025.0 366.0 8.5% 35.2 0.8% 77% False False 21,818
60 4,391.0 3,959.0 432.0 10.0% 36.6 0.9% 80% False False 23,162
80 4,391.0 3,950.0 441.0 10.2% 34.7 0.8% 80% False False 17,437
100 4,410.0 3,950.0 460.0 10.7% 31.4 0.7% 77% False False 13,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,527.3
2.618 4,453.8
1.618 4,408.8
1.000 4,381.0
0.618 4,363.8
HIGH 4,336.0
0.618 4,318.8
0.500 4,313.5
0.382 4,308.2
LOW 4,291.0
0.618 4,263.2
1.000 4,246.0
1.618 4,218.2
2.618 4,173.2
4.250 4,099.8
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 4,313.5 4,324.0
PP 4,310.7 4,317.7
S1 4,307.8 4,311.3

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

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