ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 5,027.0 5,059.0 32.0 0.6% 5,010.0
High 5,052.0 5,074.0 22.0 0.4% 5,074.0
Low 4,984.0 5,050.0 66.0 1.3% 4,983.0
Close 5,007.0 5,068.0 61.0 1.2% 5,068.0
Range 68.0 24.0 -44.0 -64.7% 91.0
ATR 53.2 54.2 1.0 1.8% 0.0
Volume 27,012 19,650 -7,362 -27.3% 113,328
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,136.0 5,126.0 5,081.2
R3 5,112.0 5,102.0 5,074.6
R2 5,088.0 5,088.0 5,072.4
R1 5,078.0 5,078.0 5,070.2 5,083.0
PP 5,064.0 5,064.0 5,064.0 5,066.5
S1 5,054.0 5,054.0 5,065.8 5,059.0
S2 5,040.0 5,040.0 5,063.6
S3 5,016.0 5,030.0 5,061.4
S4 4,992.0 5,006.0 5,054.8
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,314.7 5,282.3 5,118.1
R3 5,223.7 5,191.3 5,093.0
R2 5,132.7 5,132.7 5,084.7
R1 5,100.3 5,100.3 5,076.3 5,116.5
PP 5,041.7 5,041.7 5,041.7 5,049.8
S1 5,009.3 5,009.3 5,059.7 5,025.5
S2 4,950.7 4,950.7 5,051.3
S3 4,859.7 4,918.3 5,043.0
S4 4,768.7 4,827.3 5,018.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,074.0 4,983.0 91.0 1.8% 42.0 0.8% 93% True False 22,665
10 5,074.0 4,952.0 122.0 2.4% 39.5 0.8% 95% True False 20,473
20 5,074.0 4,745.0 329.0 6.5% 43.5 0.9% 98% True False 19,958
40 5,074.0 4,598.0 476.0 9.4% 54.8 1.1% 99% True False 27,158
60 5,192.0 4,598.0 594.0 11.7% 46.7 0.9% 79% False False 18,215
80 5,192.0 4,598.0 594.0 11.7% 37.6 0.7% 79% False False 13,667
100 5,192.0 4,598.0 594.0 11.7% 31.7 0.6% 79% False False 10,941
120 5,192.0 4,598.0 594.0 11.7% 26.6 0.5% 79% False False 9,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 11.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,176.0
2.618 5,136.8
1.618 5,112.8
1.000 5,098.0
0.618 5,088.8
HIGH 5,074.0
0.618 5,064.8
0.500 5,062.0
0.382 5,059.2
LOW 5,050.0
0.618 5,035.2
1.000 5,026.0
1.618 5,011.2
2.618 4,987.2
4.250 4,948.0
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 5,066.0 5,055.0
PP 5,064.0 5,042.0
S1 5,062.0 5,029.0

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

View Archives - Comment on this page... - Back to Index of Symbols