ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 4,979.0 4,977.0 -2.0 0.0% 4,955.0
High 4,989.0 5,015.0 26.0 0.5% 4,980.0
Low 4,964.0 4,971.0 7.0 0.1% 4,919.0
Close 4,977.0 4,993.0 16.0 0.3% 4,942.0
Range 25.0 44.0 19.0 76.0% 61.0
ATR 58.7 57.7 -1.1 -1.8% 0.0
Volume 19,469 21,795 2,326 11.9% 84,811
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 5,125.0 5,103.0 5,017.2
R3 5,081.0 5,059.0 5,005.1
R2 5,037.0 5,037.0 5,001.1
R1 5,015.0 5,015.0 4,997.0 5,026.0
PP 4,993.0 4,993.0 4,993.0 4,998.5
S1 4,971.0 4,971.0 4,989.0 4,982.0
S2 4,949.0 4,949.0 4,984.9
S3 4,905.0 4,927.0 4,980.9
S4 4,861.0 4,883.0 4,968.8
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 5,015.0 4,919.0 96.0 1.9% 40.0 0.8% 77% True False 18,370
10 5,015.0 4,892.0 123.0 2.5% 38.1 0.8% 82% True False 18,329
20 5,015.0 4,663.0 352.0 7.0% 53.7 1.1% 94% True False 22,168
40 5,015.0 4,598.0 417.0 8.4% 52.3 1.0% 95% True False 23,522
60 5,192.0 4,598.0 594.0 11.9% 42.3 0.8% 66% False False 15,741
80 5,192.0 4,598.0 594.0 11.9% 34.6 0.7% 66% False False 11,812
100 5,192.0 4,598.0 594.0 11.9% 28.9 0.6% 66% False False 9,457
120 5,192.0 4,598.0 594.0 11.9% 24.3 0.5% 66% False False 7,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,202.0
2.618 5,130.2
1.618 5,086.2
1.000 5,059.0
0.618 5,042.2
HIGH 5,015.0
0.618 4,998.2
0.500 4,993.0
0.382 4,987.8
LOW 4,971.0
0.618 4,943.8
1.000 4,927.0
1.618 4,899.8
2.618 4,855.8
4.250 4,784.0
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 4,993.0 4,989.8
PP 4,993.0 4,986.7
S1 4,993.0 4,983.5

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

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