ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 5,038.0 4,961.0 -77.0 -1.5% 5,010.0
High 5,039.0 5,035.0 -4.0 -0.1% 5,074.0
Low 4,955.0 4,959.0 4.0 0.1% 4,983.0
Close 4,966.0 5,001.0 35.0 0.7% 5,068.0
Range 84.0 76.0 -8.0 -9.5% 91.0
ATR 54.8 56.3 1.5 2.8% 0.0
Volume 34,002 29,692 -4,310 -12.7% 113,328
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,226.3 5,189.7 5,042.8
R3 5,150.3 5,113.7 5,021.9
R2 5,074.3 5,074.3 5,014.9
R1 5,037.7 5,037.7 5,008.0 5,056.0
PP 4,998.3 4,998.3 4,998.3 5,007.5
S1 4,961.7 4,961.7 4,994.0 4,980.0
S2 4,922.3 4,922.3 4,987.1
S3 4,846.3 4,885.7 4,980.1
S4 4,770.3 4,809.7 4,959.2
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 4,955.0 123.0 2.5% 48.8 1.0% 37% False False 23,577
10 5,078.0 4,955.0 123.0 2.5% 47.2 0.9% 37% False False 22,877
20 5,078.0 4,919.0 159.0 3.2% 42.6 0.9% 52% False False 20,357
40 5,078.0 4,598.0 480.0 9.6% 56.3 1.1% 84% False False 29,338
60 5,192.0 4,598.0 594.0 11.9% 49.4 1.0% 68% False False 19,849
80 5,192.0 4,598.0 594.0 11.9% 40.0 0.8% 68% False False 14,894
100 5,192.0 4,598.0 594.0 11.9% 33.4 0.7% 68% False False 11,922
120 5,192.0 4,598.0 594.0 11.9% 28.4 0.6% 68% False False 9,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,358.0
2.618 5,234.0
1.618 5,158.0
1.000 5,111.0
0.618 5,082.0
HIGH 5,035.0
0.618 5,006.0
0.500 4,997.0
0.382 4,988.0
LOW 4,959.0
0.618 4,912.0
1.000 4,883.0
1.618 4,836.0
2.618 4,760.0
4.250 4,636.0
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 4,999.7 5,012.5
PP 4,998.3 5,008.7
S1 4,997.0 5,004.8

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

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