ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 4,618.0 4,651.0 33.0 0.7% 4,727.0
High 4,714.0 4,679.0 -35.0 -0.7% 4,842.0
Low 4,617.0 4,625.0 8.0 0.2% 4,617.0
Close 4,688.0 4,633.0 -55.0 -1.2% 4,688.0
Range 97.0 54.0 -43.0 -44.3% 225.0
ATR 64.4 64.3 -0.1 -0.2% 0.0
Volume 31,669 29,588 -2,081 -6.6% 378,227
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 4,807.7 4,774.3 4,662.7
R3 4,753.7 4,720.3 4,647.9
R2 4,699.7 4,699.7 4,642.9
R1 4,666.3 4,666.3 4,638.0 4,656.0
PP 4,645.7 4,645.7 4,645.7 4,640.5
S1 4,612.3 4,612.3 4,628.1 4,602.0
S2 4,591.7 4,591.7 4,623.1
S3 4,537.7 4,558.3 4,618.2
S4 4,483.7 4,504.3 4,603.3
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,390.7 5,264.3 4,811.8
R3 5,165.7 5,039.3 4,749.9
R2 4,940.7 4,940.7 4,729.3
R1 4,814.3 4,814.3 4,708.6 4,765.0
PP 4,715.7 4,715.7 4,715.7 4,691.0
S1 4,589.3 4,589.3 4,667.4 4,540.0
S2 4,490.7 4,490.7 4,646.8
S3 4,265.7 4,364.3 4,626.1
S4 4,040.7 4,139.3 4,564.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,842.0 4,617.0 225.0 4.9% 75.8 1.6% 7% False False 64,698
10 4,842.0 4,617.0 225.0 4.9% 65.2 1.4% 7% False False 42,252
20 4,938.0 4,617.0 321.0 6.9% 47.0 1.0% 5% False False 21,552
40 5,192.0 4,617.0 575.0 12.4% 33.6 0.7% 3% False False 10,832
60 5,192.0 4,617.0 575.0 12.4% 26.2 0.6% 3% False False 7,230
80 5,192.0 4,617.0 575.0 12.4% 21.1 0.5% 3% False False 5,432
100 5,192.0 4,617.0 575.0 12.4% 17.2 0.4% 3% False False 4,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,908.5
2.618 4,820.4
1.618 4,766.4
1.000 4,733.0
0.618 4,712.4
HIGH 4,679.0
0.618 4,658.4
0.500 4,652.0
0.382 4,645.6
LOW 4,625.0
0.618 4,591.6
1.000 4,571.0
1.618 4,537.6
2.618 4,483.6
4.250 4,395.5
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 4,652.0 4,700.0
PP 4,645.7 4,677.7
S1 4,639.3 4,655.3

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

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