ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 5,072.0 5,058.0 -14.0 -0.3% 5,010.0
High 5,078.0 5,070.0 -8.0 -0.2% 5,074.0
Low 5,052.0 5,036.0 -16.0 -0.3% 4,983.0
Close 5,062.0 5,060.0 -2.0 0.0% 5,068.0
Range 26.0 34.0 8.0 30.8% 91.0
ATR 52.2 50.9 -1.3 -2.5% 0.0
Volume 14,052 20,493 6,441 45.8% 113,328
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,157.3 5,142.7 5,078.7
R3 5,123.3 5,108.7 5,069.4
R2 5,089.3 5,089.3 5,066.2
R1 5,074.7 5,074.7 5,063.1 5,082.0
PP 5,055.3 5,055.3 5,055.3 5,059.0
S1 5,040.7 5,040.7 5,056.9 5,048.0
S2 5,021.3 5,021.3 5,053.8
S3 4,987.3 5,006.7 5,050.7
S4 4,953.3 4,972.7 5,041.3
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 5,078.0 4,984.0 94.0 1.9% 41.0 0.8% 81% False False 22,107
10 5,078.0 4,965.0 113.0 2.2% 39.2 0.8% 84% False False 20,501
20 5,078.0 4,840.0 238.0 4.7% 40.3 0.8% 92% False False 19,623
40 5,078.0 4,598.0 480.0 9.5% 54.1 1.1% 96% False False 27,901
60 5,192.0 4,598.0 594.0 11.7% 47.6 0.9% 78% False False 18,790
80 5,192.0 4,598.0 594.0 11.7% 38.2 0.8% 78% False False 14,098
100 5,192.0 4,598.0 594.0 11.7% 32.3 0.6% 78% False False 11,286
120 5,192.0 4,598.0 594.0 11.7% 27.1 0.5% 78% False False 9,414
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 True
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 5,214.5
2.618 5,159.0
1.618 5,125.0
1.000 5,104.0
0.618 5,091.0
HIGH 5,070.0
0.618 5,057.0
0.500 5,053.0
0.382 5,049.0
LOW 5,036.0
0.618 5,015.0
1.000 5,002.0
1.618 4,981.0
2.618 4,947.0
4.250 4,891.5
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 5,057.7 5,059.0
PP 5,055.3 5,058.0
S1 5,053.0 5,057.0

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

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