ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 4,935.0 4,909.0 -26.0 -0.5% 5,172.0
High 4,935.0 4,909.0 -26.0 -0.5% 5,192.0
Low 4,929.0 4,875.0 -54.0 -1.1% 4,924.0
Close 4,944.0 4,904.0 -40.0 -0.8% 4,936.0
Range 6.0 34.0 28.0 466.7% 268.0
ATR 40.2 42.3 2.1 5.1% 0.0
Volume 159 603 444 279.2% 1,753
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 4,998.0 4,985.0 4,922.7
R3 4,964.0 4,951.0 4,913.4
R2 4,930.0 4,930.0 4,910.2
R1 4,917.0 4,917.0 4,907.1 4,906.5
PP 4,896.0 4,896.0 4,896.0 4,890.8
S1 4,883.0 4,883.0 4,900.9 4,872.5
S2 4,862.0 4,862.0 4,897.8
S3 4,828.0 4,849.0 4,894.7
S4 4,794.0 4,815.0 4,885.3
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 5,057.0 4,875.0 182.0 3.7% 44.4 0.9% 16% False True 486
10 5,192.0 4,875.0 317.0 6.5% 39.5 0.8% 9% False True 387
20 5,192.0 4,875.0 317.0 6.5% 24.3 0.5% 9% False True 217
40 5,192.0 4,860.0 332.0 6.8% 17.6 0.4% 13% False False 118
60 5,192.0 4,860.0 332.0 6.8% 13.9 0.3% 13% False False 90
80 5,192.0 4,854.0 338.0 6.9% 10.7 0.2% 15% False False 80
100 5,192.0 4,644.0 548.0 11.2% 8.9 0.2% 47% False False 65
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 0.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,053.5
2.618 4,998.0
1.618 4,964.0
1.000 4,943.0
0.618 4,930.0
HIGH 4,909.0
0.618 4,896.0
0.500 4,892.0
0.382 4,888.0
LOW 4,875.0
0.618 4,854.0
1.000 4,841.0
1.618 4,820.0
2.618 4,786.0
4.250 4,730.5
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 4,900.0 4,906.0
PP 4,896.0 4,905.3
S1 4,892.0 4,904.7

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

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