ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
27-May-2013 28-May-2013 Change Change % Previous Week
Open 4,938.0 4,937.0 -1.0 0.0% 5,172.0
High 4,938.0 4,937.0 -1.0 0.0% 5,192.0
Low 4,900.0 4,926.0 26.0 0.5% 4,924.0
Close 4,913.0 4,928.0 15.0 0.3% 4,936.0
Range 38.0 11.0 -27.0 -71.1% 268.0
ATR 44.2 42.7 -1.4 -3.3% 0.0
Volume 878 466 -412 -46.9% 1,753
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 4,963.3 4,956.7 4,934.1
R3 4,952.3 4,945.7 4,931.0
R2 4,941.3 4,941.3 4,930.0
R1 4,934.7 4,934.7 4,929.0 4,932.5
PP 4,930.3 4,930.3 4,930.3 4,929.3
S1 4,923.7 4,923.7 4,927.0 4,921.5
S2 4,919.3 4,919.3 4,926.0
S3 4,908.3 4,912.7 4,925.0
S4 4,897.3 4,901.7 4,922.0
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 5,821.3 5,646.7 5,083.4
R3 5,553.3 5,378.7 5,009.7
R2 5,285.3 5,285.3 4,985.1
R1 5,110.7 5,110.7 4,960.6 5,064.0
PP 5,017.3 5,017.3 5,017.3 4,994.0
S1 4,842.7 4,842.7 4,911.4 4,796.0
S2 4,749.3 4,749.3 4,886.9
S3 4,481.3 4,574.7 4,862.3
S4 4,213.3 4,306.7 4,788.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,188.0 4,900.0 288.0 5.8% 64.6 1.3% 10% False False 596
10 5,192.0 4,900.0 292.0 5.9% 41.2 0.8% 10% False False 315
20 5,192.0 4,900.0 292.0 5.9% 22.3 0.5% 10% False False 178
40 5,192.0 4,860.0 332.0 6.7% 17.0 0.3% 20% False False 103
60 5,192.0 4,860.0 332.0 6.7% 13.3 0.3% 20% False False 81
80 5,192.0 4,807.0 385.0 7.8% 10.3 0.2% 31% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,983.8
2.618 4,965.8
1.618 4,954.8
1.000 4,948.0
0.618 4,943.8
HIGH 4,937.0
0.618 4,932.8
0.500 4,931.5
0.382 4,930.2
LOW 4,926.0
0.618 4,919.2
1.000 4,915.0
1.618 4,908.2
2.618 4,897.2
4.250 4,879.3
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 4,931.5 4,978.5
PP 4,930.3 4,961.7
S1 4,929.2 4,944.8

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

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