ASX SPI 200 Index Future March 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 5,049.0 4,964.0 -85.0 -1.7% 5,137.0
High 5,064.0 4,988.0 -76.0 -1.5% 5,167.0
Low 4,987.0 4,937.0 -50.0 -1.0% 5,026.0
Close 4,990.0 4,963.0 -27.0 -0.5% 5,122.0
Range 77.0 51.0 -26.0 -33.8% 141.0
ATR 62.0 61.3 -0.6 -1.0% 0.0
Volume 161,977 85,933 -76,044 -46.9% 179,421
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 5,115.7 5,090.3 4,991.1
R3 5,064.7 5,039.3 4,977.0
R2 5,013.7 5,013.7 4,972.4
R1 4,988.3 4,988.3 4,967.7 4,975.5
PP 4,962.7 4,962.7 4,962.7 4,956.3
S1 4,937.3 4,937.3 4,958.3 4,924.5
S2 4,911.7 4,911.7 4,953.7
S3 4,860.7 4,886.3 4,949.0
S4 4,809.7 4,835.3 4,935.0
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 5,528.0 5,466.0 5,199.6
R3 5,387.0 5,325.0 5,160.8
R2 5,246.0 5,246.0 5,147.9
R1 5,184.0 5,184.0 5,134.9 5,144.5
PP 5,105.0 5,105.0 5,105.0 5,085.3
S1 5,043.0 5,043.0 5,109.1 5,003.5
S2 4,964.0 4,964.0 5,096.2
S3 4,823.0 4,902.0 5,083.2
S4 4,682.0 4,761.0 5,044.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,127.0 4,937.0 190.0 3.8% 72.2 1.5% 14% False True 86,644
10 5,167.0 4,937.0 230.0 4.6% 59.3 1.2% 11% False True 57,052
20 5,167.0 4,937.0 230.0 4.6% 57.1 1.2% 11% False True 43,107
40 5,167.0 4,745.0 422.0 8.5% 45.2 0.9% 52% False False 32,871
60 5,167.0 4,589.0 578.0 11.6% 41.6 0.8% 65% False False 28,189
80 5,167.0 4,390.0 777.0 15.7% 35.2 0.7% 74% False False 25,123
100 5,167.0 4,315.0 852.0 17.2% 30.5 0.6% 76% False False 20,108
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 10.4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,204.8
2.618 5,121.5
1.618 5,070.5
1.000 5,039.0
0.618 5,019.5
HIGH 4,988.0
0.618 4,968.5
0.500 4,962.5
0.382 4,956.5
LOW 4,937.0
0.618 4,905.5
1.000 4,886.0
1.618 4,854.5
2.618 4,803.5
4.250 4,720.3
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4,962.8 5,003.0
PP 4,962.7 4,989.7
S1 4,962.5 4,976.3

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

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