ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 5,000.0 5,065.0 65.0 1.3% 5,072.0
High 5,066.0 5,119.0 53.0 1.0% 5,078.0
Low 4,996.0 5,055.0 59.0 1.2% 4,955.0
Close 5,060.0 5,116.0 56.0 1.1% 5,004.0
Range 70.0 64.0 -6.0 -8.6% 123.0
ATR 57.2 57.7 0.5 0.9% 0.0
Volume 23,442 27,105 3,663 15.6% 121,006
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,288.7 5,266.3 5,151.2
R3 5,224.7 5,202.3 5,133.6
R2 5,160.7 5,160.7 5,127.7
R1 5,138.3 5,138.3 5,121.9 5,149.5
PP 5,096.7 5,096.7 5,096.7 5,102.3
S1 5,074.3 5,074.3 5,110.1 5,085.5
S2 5,032.7 5,032.7 5,104.3
S3 4,968.7 5,010.3 5,098.4
S4 4,904.7 4,946.3 5,080.8
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,381.3 5,315.7 5,071.7
R3 5,258.3 5,192.7 5,037.8
R2 5,135.3 5,135.3 5,026.6
R1 5,069.7 5,069.7 5,015.3 5,041.0
PP 5,012.3 5,012.3 5,012.3 4,998.0
S1 4,946.7 4,946.7 4,992.7 4,918.0
S2 4,889.3 4,889.3 4,981.5
S3 4,766.3 4,823.7 4,970.2
S4 4,643.3 4,700.7 4,936.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,119.0 4,955.0 164.0 3.2% 69.8 1.4% 98% True False 27,401
10 5,119.0 4,955.0 164.0 3.2% 55.4 1.1% 98% True False 24,754
20 5,119.0 4,919.0 200.0 3.9% 46.0 0.9% 99% True False 21,469
40 5,119.0 4,598.0 521.0 10.2% 55.1 1.1% 99% True False 24,795
60 5,188.0 4,598.0 590.0 11.5% 51.8 1.0% 88% False False 21,068
80 5,192.0 4,598.0 594.0 11.6% 41.3 0.8% 87% False False 15,810
100 5,192.0 4,598.0 594.0 11.6% 35.3 0.7% 87% False False 12,655
120 5,192.0 4,598.0 594.0 11.6% 30.0 0.6% 87% False False 10,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 8.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,391.0
2.618 5,286.6
1.618 5,222.6
1.000 5,183.0
0.618 5,158.6
HIGH 5,119.0
0.618 5,094.6
0.500 5,087.0
0.382 5,079.4
LOW 5,055.0
0.618 5,015.4
1.000 4,991.0
1.618 4,951.4
2.618 4,887.4
4.250 4,783.0
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 5,106.3 5,092.7
PP 5,096.7 5,069.3
S1 5,087.0 5,046.0

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

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