ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 4,971.0 4,979.0 8.0 0.2% 4,955.0
High 4,990.0 4,989.0 -1.0 0.0% 4,980.0
Low 4,952.0 4,964.0 12.0 0.2% 4,919.0
Close 4,960.0 4,977.0 17.0 0.3% 4,942.0
Range 38.0 25.0 -13.0 -34.2% 61.0
ATR 61.0 58.7 -2.3 -3.7% 0.0
Volume 14,789 19,469 4,680 31.6% 84,811
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,051.7 5,039.3 4,990.8
R3 5,026.7 5,014.3 4,983.9
R2 5,001.7 5,001.7 4,981.6
R1 4,989.3 4,989.3 4,979.3 4,983.0
PP 4,976.7 4,976.7 4,976.7 4,973.5
S1 4,964.3 4,964.3 4,974.7 4,958.0
S2 4,951.7 4,951.7 4,972.4
S3 4,926.7 4,939.3 4,970.1
S4 4,901.7 4,914.3 4,963.3
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% 35.6 0.7% 82% False False 17,470
10 4,990.0 4,840.0 150.0 3.0% 41.3 0.8% 91% False False 18,745
20 4,990.0 4,654.0 336.0 6.8% 54.8 1.1% 96% False False 22,620
40 4,990.0 4,598.0 392.0 7.9% 51.4 1.0% 97% False False 22,989
60 5,192.0 4,598.0 594.0 11.9% 41.7 0.8% 64% False False 15,378
80 5,192.0 4,598.0 594.0 11.9% 34.1 0.7% 64% False False 11,540
100 5,192.0 4,598.0 594.0 11.9% 28.4 0.6% 64% False False 9,239
120 5,192.0 4,598.0 594.0 11.9% 23.9 0.5% 64% False False 7,706
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,095.3
2.618 5,054.5
1.618 5,029.5
1.000 5,014.0
0.618 5,004.5
HIGH 4,989.0
0.618 4,979.5
0.500 4,976.5
0.382 4,973.6
LOW 4,964.0
0.618 4,948.6
1.000 4,939.0
1.618 4,923.6
2.618 4,898.6
4.250 4,857.8
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 4,976.8 4,969.5
PP 4,976.7 4,962.0
S1 4,976.5 4,954.5

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

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