ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 4,883.0 4,842.0 -41.0 -0.8% 4,938.0
High 4,903.0 4,868.0 -35.0 -0.7% 4,938.0
Low 4,876.0 4,833.0 -43.0 -0.9% 4,875.0
Close 4,848.0 4,861.0 13.0 0.3% 4,896.0
Range 27.0 35.0 8.0 29.6% 63.0
ATR 40.2 39.8 -0.4 -0.9% 0.0
Volume 573 153 -420 -73.3% 2,159
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 4,959.0 4,945.0 4,880.3
R3 4,924.0 4,910.0 4,870.6
R2 4,889.0 4,889.0 4,867.4
R1 4,875.0 4,875.0 4,864.2 4,882.0
PP 4,854.0 4,854.0 4,854.0 4,857.5
S1 4,840.0 4,840.0 4,857.8 4,847.0
S2 4,819.0 4,819.0 4,854.6
S3 4,784.0 4,805.0 4,851.4
S4 4,749.0 4,770.0 4,841.8
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5,092.0 5,057.0 4,930.7
R3 5,029.0 4,994.0 4,913.3
R2 4,966.0 4,966.0 4,907.6
R1 4,931.0 4,931.0 4,901.8 4,917.0
PP 4,903.0 4,903.0 4,903.0 4,896.0
S1 4,868.0 4,868.0 4,890.2 4,854.0
S2 4,840.0 4,840.0 4,884.5
S3 4,777.0 4,805.0 4,878.7
S4 4,714.0 4,742.0 4,861.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,935.0 4,833.0 102.0 2.1% 25.8 0.5% 27% False True 308
10 5,188.0 4,833.0 355.0 7.3% 45.2 0.9% 8% False True 452
20 5,192.0 4,833.0 359.0 7.4% 27.5 0.6% 8% False True 245
40 5,192.0 4,833.0 359.0 7.4% 19.0 0.4% 8% False True 133
60 5,192.0 4,833.0 359.0 7.4% 15.4 0.3% 8% False True 103
80 5,192.0 4,833.0 359.0 7.4% 11.8 0.2% 8% False True 89
100 5,192.0 4,657.0 535.0 11.0% 9.7 0.2% 38% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,016.8
2.618 4,959.6
1.618 4,924.6
1.000 4,903.0
0.618 4,889.6
HIGH 4,868.0
0.618 4,854.6
0.500 4,850.5
0.382 4,846.4
LOW 4,833.0
0.618 4,811.4
1.000 4,798.0
1.618 4,776.4
2.618 4,741.4
4.250 4,684.3
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 4,857.5 4,879.0
PP 4,854.0 4,873.0
S1 4,850.5 4,867.0

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

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