ASX SPI 200 Index Future March 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 4,964.0 4,978.0 14.0 0.3% 5,137.0
High 4,988.0 5,001.0 13.0 0.3% 5,167.0
Low 4,937.0 4,978.0 41.0 0.8% 5,026.0
Close 4,963.0 5,000.0 37.0 0.7% 5,122.0
Range 51.0 23.0 -28.0 -54.9% 141.0
ATR 61.3 59.7 -1.7 -2.7% 0.0
Volume 85,933 1,922 -84,011 -97.8% 179,421
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 5,062.0 5,054.0 5,012.7
R3 5,039.0 5,031.0 5,006.3
R2 5,016.0 5,016.0 5,004.2
R1 5,008.0 5,008.0 5,002.1 5,012.0
PP 4,993.0 4,993.0 4,993.0 4,995.0
S1 4,985.0 4,985.0 4,997.9 4,989.0
S2 4,970.0 4,970.0 4,995.8
S3 4,947.0 4,962.0 4,993.7
S4 4,924.0 4,939.0 4,987.4
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% 60.8 1.2% 33% False False 77,785
10 5,167.0 4,937.0 230.0 4.6% 56.4 1.1% 27% False False 54,687
20 5,167.0 4,937.0 230.0 4.6% 53.2 1.1% 27% False False 40,988
40 5,167.0 4,745.0 422.0 8.4% 45.3 0.9% 60% False False 32,423
60 5,167.0 4,593.0 574.0 11.5% 41.2 0.8% 71% False False 27,793
80 5,167.0 4,405.0 762.0 15.2% 35.4 0.7% 78% False False 25,147
100 5,167.0 4,315.0 852.0 17.0% 30.7 0.6% 80% False False 20,127
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 8.8
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5,098.8
2.618 5,061.2
1.618 5,038.2
1.000 5,024.0
0.618 5,015.2
HIGH 5,001.0
0.618 4,992.2
0.500 4,989.5
0.382 4,986.8
LOW 4,978.0
0.618 4,963.8
1.000 4,955.0
1.618 4,940.8
2.618 4,917.8
4.250 4,880.3
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 4,996.5 5,000.5
PP 4,993.0 5,000.3
S1 4,989.5 5,000.2

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

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