ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 04-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 04-Jul-2013 Change Change % Previous Week
Open 4,775.0 4,730.0 -45.0 -0.9% 4,651.0
High 4,775.0 4,765.0 -10.0 -0.2% 4,803.0
Low 4,679.0 4,728.0 49.0 1.0% 4,598.0
Close 4,707.0 4,748.0 41.0 0.9% 4,769.0
Range 96.0 37.0 -59.0 -61.5% 205.0
ATR 74.5 73.4 -1.2 -1.6% 0.0
Volume 38,019 14,759 -23,260 -61.2% 156,555
Daily Pivots for day following 04-Jul-2013
Classic Woodie Camarilla DeMark
R4 4,858.0 4,840.0 4,768.4
R3 4,821.0 4,803.0 4,758.2
R2 4,784.0 4,784.0 4,754.8
R1 4,766.0 4,766.0 4,751.4 4,775.0
PP 4,747.0 4,747.0 4,747.0 4,751.5
S1 4,729.0 4,729.0 4,744.6 4,738.0
S2 4,710.0 4,710.0 4,741.2
S3 4,673.0 4,692.0 4,737.8
S4 4,636.0 4,655.0 4,727.7
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 2.9% 74.4 1.6% 61% False False 29,055
10 4,803.0 4,598.0 205.0 4.3% 73.3 1.5% 73% False False 30,635
20 4,842.0 4,598.0 244.0 5.1% 65.7 1.4% 61% False False 33,658
40 5,192.0 4,598.0 594.0 12.5% 47.3 1.0% 25% False False 16,954
60 5,192.0 4,598.0 594.0 12.5% 35.0 0.7% 25% False False 11,310
80 5,192.0 4,598.0 594.0 12.5% 28.3 0.6% 25% False False 8,493
100 5,192.0 4,598.0 594.0 12.5% 22.9 0.5% 25% False False 6,803
120 5,192.0 4,598.0 594.0 12.5% 19.3 0.4% 25% False False 5,671
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 6.0
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,922.3
2.618 4,861.9
1.618 4,824.9
1.000 4,802.0
0.618 4,787.9
HIGH 4,765.0
0.618 4,750.9
0.500 4,746.5
0.382 4,742.1
LOW 4,728.0
0.618 4,705.1
1.000 4,691.0
1.618 4,668.1
2.618 4,631.1
4.250 4,570.8
Fisher Pivots for day following 04-Jul-2013
Pivot 1 day 3 day
R1 4,747.5 4,745.5
PP 4,747.0 4,743.0
S1 4,746.5 4,740.5

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

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