ASX SPI 200 Index Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 4,732.0 4,762.0 30.0 0.6% 4,764.0
High 4,804.0 4,835.0 31.0 0.6% 4,804.0
Low 4,730.0 4,742.0 12.0 0.3% 4,658.0
Close 4,785.0 4,829.0 44.0 0.9% 4,785.0
Range 74.0 93.0 19.0 25.7% 146.0
ATR 63.9 66.0 2.1 3.2% 0.0
Volume 34,517 110,973 76,456 221.5% 121,341
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,081.0 5,048.0 4,880.2
R3 4,988.0 4,955.0 4,854.6
R2 4,895.0 4,895.0 4,846.1
R1 4,862.0 4,862.0 4,837.5 4,878.5
PP 4,802.0 4,802.0 4,802.0 4,810.3
S1 4,769.0 4,769.0 4,820.5 4,785.5
S2 4,709.0 4,709.0 4,812.0
S3 4,616.0 4,676.0 4,803.4
S4 4,523.0 4,583.0 4,777.9
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,187.0 5,132.0 4,865.3
R3 5,041.0 4,986.0 4,825.2
R2 4,895.0 4,895.0 4,811.8
R1 4,840.0 4,840.0 4,798.4 4,867.5
PP 4,749.0 4,749.0 4,749.0 4,762.8
S1 4,694.0 4,694.0 4,771.6 4,721.5
S2 4,603.0 4,603.0 4,758.2
S3 4,457.0 4,548.0 4,744.9
S4 4,311.0 4,402.0 4,704.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,835.0 4,658.0 177.0 3.7% 56.8 1.2% 97% True False 46,462
10 4,942.0 4,658.0 284.0 5.9% 54.2 1.1% 60% False False 39,231
20 5,254.0 4,658.0 596.0 12.3% 61.5 1.3% 29% False False 34,353
40 5,258.0 4,658.0 600.0 12.4% 54.6 1.1% 29% False False 27,842
60 5,258.0 4,658.0 600.0 12.4% 52.2 1.1% 29% False False 27,999
80 5,258.0 4,658.0 600.0 12.4% 50.3 1.0% 29% False False 24,364
100 5,258.0 4,658.0 600.0 12.4% 42.0 0.9% 29% False False 19,508
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 10.8
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,230.3
2.618 5,078.5
1.618 4,985.5
1.000 4,928.0
0.618 4,892.5
HIGH 4,835.0
0.618 4,799.5
0.500 4,788.5
0.382 4,777.5
LOW 4,742.0
0.618 4,684.5
1.000 4,649.0
1.618 4,591.5
2.618 4,498.5
4.250 4,346.8
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 4,815.5 4,801.5
PP 4,802.0 4,774.0
S1 4,788.5 4,746.5

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

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