ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 4,960.0 4,955.0 -5.0 -0.1% 4,795.0
High 4,977.0 4,960.0 -17.0 -0.3% 4,977.0
Low 4,929.0 4,922.0 -7.0 -0.1% 4,745.0
Close 4,936.0 4,944.0 8.0 0.2% 4,936.0
Range 48.0 38.0 -10.0 -20.8% 232.0
ATR 72.2 69.7 -2.4 -3.4% 0.0
Volume 19,367 17,256 -2,111 -10.9% 109,618
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,056.0 5,038.0 4,964.9
R3 5,018.0 5,000.0 4,954.5
R2 4,980.0 4,980.0 4,951.0
R1 4,962.0 4,962.0 4,947.5 4,952.0
PP 4,942.0 4,942.0 4,942.0 4,937.0
S1 4,924.0 4,924.0 4,940.5 4,914.0
S2 4,904.0 4,904.0 4,937.0
S3 4,866.0 4,886.0 4,933.6
S4 4,828.0 4,848.0 4,923.1
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,582.0 5,491.0 5,063.6
R3 5,350.0 5,259.0 4,999.8
R2 5,118.0 5,118.0 4,978.5
R1 5,027.0 5,027.0 4,957.3 5,072.5
PP 4,886.0 4,886.0 4,886.0 4,908.8
S1 4,795.0 4,795.0 4,914.7 4,840.5
S2 4,654.0 4,654.0 4,893.5
S3 4,422.0 4,563.0 4,872.2
S4 4,190.0 4,331.0 4,808.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,977.0 4,807.0 170.0 3.4% 50.2 1.0% 81% False False 21,377
10 4,977.0 4,679.0 298.0 6.0% 58.7 1.2% 89% False False 22,618
20 4,977.0 4,598.0 379.0 7.7% 66.1 1.3% 91% False False 35,554
40 5,192.0 4,598.0 594.0 12.0% 54.4 1.1% 58% False False 20,509
60 5,192.0 4,598.0 594.0 12.0% 39.3 0.8% 58% False False 13,683
80 5,192.0 4,598.0 594.0 12.0% 32.2 0.7% 58% False False 10,271
100 5,192.0 4,598.0 594.0 12.0% 26.4 0.5% 58% False False 8,228
120 5,192.0 4,598.0 594.0 12.0% 22.1 0.4% 58% False False 6,858
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,121.5
2.618 5,059.5
1.618 5,021.5
1.000 4,998.0
0.618 4,983.5
HIGH 4,960.0
0.618 4,945.5
0.500 4,941.0
0.382 4,936.5
LOW 4,922.0
0.618 4,898.5
1.000 4,884.0
1.618 4,860.5
2.618 4,822.5
4.250 4,760.5
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 4,943.0 4,940.8
PP 4,942.0 4,937.7
S1 4,941.0 4,934.5

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

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