ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 4,965.0 4,971.0 6.0 0.1% 4,955.0
High 4,976.0 4,990.0 14.0 0.3% 4,980.0
Low 4,919.0 4,952.0 33.0 0.7% 4,919.0
Close 4,942.0 4,960.0 18.0 0.4% 4,942.0
Range 57.0 38.0 -19.0 -33.3% 61.0
ATR 62.0 61.0 -1.0 -1.6% 0.0
Volume 18,605 14,789 -3,816 -20.5% 84,811
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,081.3 5,058.7 4,980.9
R3 5,043.3 5,020.7 4,970.5
R2 5,005.3 5,005.3 4,967.0
R1 4,982.7 4,982.7 4,963.5 4,975.0
PP 4,967.3 4,967.3 4,967.3 4,963.5
S1 4,944.7 4,944.7 4,956.5 4,937.0
S2 4,929.3 4,929.3 4,953.0
S3 4,891.3 4,906.7 4,949.6
S4 4,853.3 4,868.7 4,939.1
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,130.0 5,097.0 4,975.6
R3 5,069.0 5,036.0 4,958.8
R2 5,008.0 5,008.0 4,953.2
R1 4,975.0 4,975.0 4,947.6 4,961.0
PP 4,947.0 4,947.0 4,947.0 4,940.0
S1 4,914.0 4,914.0 4,936.4 4,900.0
S2 4,886.0 4,886.0 4,930.8
S3 4,825.0 4,853.0 4,925.2
S4 4,764.0 4,792.0 4,908.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,990.0 4,919.0 71.0 1.4% 37.8 0.8% 58% True False 16,468
10 4,990.0 4,807.0 183.0 3.7% 44.0 0.9% 84% True False 18,923
20 4,990.0 4,598.0 392.0 7.9% 56.6 1.1% 92% True False 23,496
40 4,990.0 4,598.0 392.0 7.9% 51.8 1.0% 92% True False 22,524
60 5,192.0 4,598.0 594.0 12.0% 41.3 0.8% 61% False False 15,054
80 5,192.0 4,598.0 594.0 12.0% 33.8 0.7% 61% False False 11,297
100 5,192.0 4,598.0 594.0 12.0% 28.2 0.6% 61% False False 9,045
120 5,192.0 4,598.0 594.0 12.0% 23.7 0.5% 61% False False 7,544
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,151.5
2.618 5,089.5
1.618 5,051.5
1.000 5,028.0
0.618 5,013.5
HIGH 4,990.0
0.618 4,975.5
0.500 4,971.0
0.382 4,966.5
LOW 4,952.0
0.618 4,928.5
1.000 4,914.0
1.618 4,890.5
2.618 4,852.5
4.250 4,790.5
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 4,971.0 4,958.2
PP 4,967.3 4,956.3
S1 4,963.7 4,954.5

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

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