ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 4,711.0 4,775.0 64.0 1.4% 4,651.0
High 4,802.0 4,775.0 -27.0 -0.6% 4,803.0
Low 4,708.0 4,679.0 -29.0 -0.6% 4,598.0
Close 4,789.0 4,707.0 -82.0 -1.7% 4,769.0
Range 94.0 96.0 2.0 2.1% 205.0
ATR 71.8 74.5 2.7 3.8% 0.0
Volume 30,912 38,019 7,107 23.0% 156,555
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,008.3 4,953.7 4,759.8
R3 4,912.3 4,857.7 4,733.4
R2 4,816.3 4,816.3 4,724.6
R1 4,761.7 4,761.7 4,715.8 4,741.0
PP 4,720.3 4,720.3 4,720.3 4,710.0
S1 4,665.7 4,665.7 4,698.2 4,645.0
S2 4,624.3 4,624.3 4,689.4
S3 4,528.3 4,569.7 4,680.6
S4 4,432.3 4,473.7 4,654.2
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 5,338.3 5,258.7 4,881.8
R3 5,133.3 5,053.7 4,825.4
R2 4,928.3 4,928.3 4,806.6
R1 4,848.7 4,848.7 4,787.8 4,888.5
PP 4,723.3 4,723.3 4,723.3 4,743.3
S1 4,643.7 4,643.7 4,750.2 4,683.5
S2 4,518.3 4,518.3 4,731.4
S3 4,313.3 4,438.7 4,712.6
S4 4,108.3 4,233.7 4,656.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,803.0 4,663.0 140.0 3.0% 83.8 1.8% 31% False False 32,500
10 4,803.0 4,598.0 205.0 4.4% 79.5 1.7% 53% False False 32,704
20 4,842.0 4,598.0 244.0 5.2% 65.3 1.4% 45% False False 32,924
40 5,192.0 4,598.0 594.0 12.6% 46.4 1.0% 18% False False 16,585
60 5,192.0 4,598.0 594.0 12.6% 34.4 0.7% 18% False False 11,064
80 5,192.0 4,598.0 594.0 12.6% 27.9 0.6% 18% False False 8,309
100 5,192.0 4,598.0 594.0 12.6% 22.5 0.5% 18% False False 6,656
120 5,192.0 4,598.0 594.0 12.6% 19.0 0.4% 18% False False 5,548
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 5.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,183.0
2.618 5,026.3
1.618 4,930.3
1.000 4,871.0
0.618 4,834.3
HIGH 4,775.0
0.618 4,738.3
0.500 4,727.0
0.382 4,715.7
LOW 4,679.0
0.618 4,619.7
1.000 4,583.0
1.618 4,523.7
2.618 4,427.7
4.250 4,271.0
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 4,727.0 4,732.5
PP 4,720.3 4,724.0
S1 4,713.7 4,715.5

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

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