ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 4,304.0 4,365.0 61.0 1.4% 4,318.0
High 4,330.0 4,367.0 37.0 0.9% 4,367.0
Low 4,300.0 4,317.0 17.0 0.4% 4,257.0
Close 4,317.0 4,331.0 14.0 0.3% 4,331.0
Range 30.0 50.0 20.0 66.7% 110.0
ATR 43.4 43.9 0.5 1.1% 0.0
Volume 29,148 28,516 -632 -2.2% 135,094
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,488.3 4,459.7 4,358.5
R3 4,438.3 4,409.7 4,344.8
R2 4,388.3 4,388.3 4,340.2
R1 4,359.7 4,359.7 4,335.6 4,349.0
PP 4,338.3 4,338.3 4,338.3 4,333.0
S1 4,309.7 4,309.7 4,326.4 4,299.0
S2 4,288.3 4,288.3 4,321.8
S3 4,238.3 4,259.7 4,317.3
S4 4,188.3 4,209.7 4,303.5
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,648.3 4,599.7 4,391.5
R3 4,538.3 4,489.7 4,361.3
R2 4,428.3 4,428.3 4,351.2
R1 4,379.7 4,379.7 4,341.1 4,404.0
PP 4,318.3 4,318.3 4,318.3 4,330.5
S1 4,269.7 4,269.7 4,320.9 4,294.0
S2 4,208.3 4,208.3 4,310.8
S3 4,098.3 4,159.7 4,300.8
S4 3,988.3 4,049.7 4,270.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,367.0 4,257.0 110.0 2.5% 46.2 1.1% 67% True False 27,018
10 4,367.0 4,257.0 110.0 2.5% 39.7 0.9% 67% True False 24,106
20 4,391.0 4,223.0 168.0 3.9% 38.2 0.9% 64% False False 23,511
40 4,391.0 4,033.0 358.0 8.3% 36.5 0.8% 83% False False 23,015
60 4,391.0 3,959.0 432.0 10.0% 37.2 0.9% 86% False False 25,269
80 4,391.0 3,950.0 441.0 10.2% 36.3 0.8% 86% False False 19,423
100 4,410.0 3,950.0 460.0 10.6% 33.3 0.8% 83% False False 15,566
120 4,410.0 3,950.0 460.0 10.6% 31.2 0.7% 83% False False 12,984
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,579.5
2.618 4,497.9
1.618 4,447.9
1.000 4,417.0
0.618 4,397.9
HIGH 4,367.0
0.618 4,347.9
0.500 4,342.0
0.382 4,336.1
LOW 4,317.0
0.618 4,286.1
1.000 4,267.0
1.618 4,236.1
2.618 4,186.1
4.250 4,104.5
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 4,342.0 4,324.7
PP 4,338.3 4,318.3
S1 4,334.7 4,312.0

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

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