ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 4,960.0 4,950.0 -10.0 -0.2% 4,795.0
High 4,969.0 4,956.0 -13.0 -0.3% 4,977.0
Low 4,933.0 4,934.0 1.0 0.0% 4,745.0
Close 4,947.0 4,940.0 -7.0 -0.1% 4,936.0
Range 36.0 22.0 -14.0 -38.9% 232.0
ATR 67.3 64.1 -3.2 -4.8% 0.0
Volume 14,460 17,298 2,838 19.6% 109,618
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,009.3 4,996.7 4,952.1
R3 4,987.3 4,974.7 4,946.1
R2 4,965.3 4,965.3 4,944.0
R1 4,952.7 4,952.7 4,942.0 4,948.0
PP 4,943.3 4,943.3 4,943.3 4,941.0
S1 4,930.7 4,930.7 4,938.0 4,926.0
S2 4,921.3 4,921.3 4,936.0
S3 4,899.3 4,908.7 4,934.0
S4 4,877.3 4,886.7 4,927.9
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 4,892.0 85.0 1.7% 36.2 0.7% 56% False False 18,289
10 4,977.0 4,728.0 249.0 5.0% 45.5 0.9% 85% False False 18,901
20 4,977.0 4,598.0 379.0 7.7% 62.5 1.3% 90% False False 25,802
40 5,188.0 4,598.0 590.0 11.9% 55.3 1.1% 58% False False 21,300
60 5,192.0 4,598.0 594.0 12.0% 39.3 0.8% 58% False False 14,211
80 5,192.0 4,598.0 594.0 12.0% 32.9 0.7% 58% False False 10,668
100 5,192.0 4,598.0 594.0 12.0% 26.9 0.5% 58% False False 8,544
120 5,192.0 4,598.0 594.0 12.0% 22.6 0.5% 58% False False 7,123
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.0
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5,049.5
2.618 5,013.6
1.618 4,991.6
1.000 4,978.0
0.618 4,969.6
HIGH 4,956.0
0.618 4,947.6
0.500 4,945.0
0.382 4,942.4
LOW 4,934.0
0.618 4,920.4
1.000 4,912.0
1.618 4,898.4
2.618 4,876.4
4.250 4,840.5
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 4,945.0 4,945.5
PP 4,943.3 4,943.7
S1 4,941.7 4,941.8

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

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