ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 4,655.0 4,692.0 37.0 0.8% 4,724.0
High 4,668.0 4,766.0 98.0 2.1% 4,766.0
Low 4,621.0 4,692.0 71.0 1.5% 4,621.0
Close 4,646.0 4,749.0 103.0 2.2% 4,749.0
Range 47.0 74.0 27.0 57.4% 145.0
ATR 45.0 50.3 5.4 11.9% 0.0
Volume 4,395 7,619 3,224 73.4% 14,708
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4,957.7 4,927.3 4,789.7
R3 4,883.7 4,853.3 4,769.4
R2 4,809.7 4,809.7 4,762.6
R1 4,779.3 4,779.3 4,755.8 4,794.5
PP 4,735.7 4,735.7 4,735.7 4,743.3
S1 4,705.3 4,705.3 4,742.2 4,720.5
S2 4,661.7 4,661.7 4,735.4
S3 4,587.7 4,631.3 4,728.7
S4 4,513.7 4,557.3 4,708.3
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,147.0 5,093.0 4,828.8
R3 5,002.0 4,948.0 4,788.9
R2 4,857.0 4,857.0 4,775.6
R1 4,803.0 4,803.0 4,762.3 4,830.0
PP 4,712.0 4,712.0 4,712.0 4,725.5
S1 4,658.0 4,658.0 4,735.7 4,685.0
S2 4,567.0 4,567.0 4,722.4
S3 4,422.0 4,513.0 4,709.1
S4 4,277.0 4,368.0 4,669.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,766.0 4,621.0 145.0 3.1% 46.4 1.0% 88% True False 3,726
10 4,925.0 4,621.0 304.0 6.4% 38.0 0.8% 42% False False 2,112
20 5,192.0 4,621.0 571.0 12.0% 38.8 0.8% 22% False False 1,250
40 5,192.0 4,621.0 571.0 12.0% 24.4 0.5% 22% False False 640
60 5,192.0 4,621.0 571.0 12.0% 19.4 0.4% 22% False False 438
80 5,192.0 4,621.0 571.0 12.0% 15.4 0.3% 22% False False 343
100 5,192.0 4,621.0 571.0 12.0% 12.5 0.3% 22% False False 276
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 6.6
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,080.5
2.618 4,959.7
1.618 4,885.7
1.000 4,840.0
0.618 4,811.7
HIGH 4,766.0
0.618 4,737.7
0.500 4,729.0
0.382 4,720.3
LOW 4,692.0
0.618 4,646.3
1.000 4,618.0
1.618 4,572.3
2.618 4,498.3
4.250 4,377.5
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 4,742.3 4,730.5
PP 4,735.7 4,712.0
S1 4,729.0 4,693.5

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

View Archives - Comment on this page... - Back to Index of Symbols