ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 5,070.0 5,068.0 -2.0 0.0% 5,000.0
High 5,102.0 5,079.0 -23.0 -0.5% 5,147.0
Low 5,067.0 5,031.0 -36.0 -0.7% 4,996.0
Close 5,088.0 5,051.0 -37.0 -0.7% 5,071.0
Range 35.0 48.0 13.0 37.1% 151.0
ATR 53.6 53.9 0.2 0.5% 0.0
Volume 20,390 22,779 2,389 11.7% 115,946
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,197.7 5,172.3 5,077.4
R3 5,149.7 5,124.3 5,064.2
R2 5,101.7 5,101.7 5,059.8
R1 5,076.3 5,076.3 5,055.4 5,065.0
PP 5,053.7 5,053.7 5,053.7 5,048.0
S1 5,028.3 5,028.3 5,046.6 5,017.0
S2 5,005.7 5,005.7 5,042.2
S3 4,957.7 4,980.3 5,037.8
S4 4,909.7 4,932.3 5,024.6
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,524.3 5,448.7 5,154.1
R3 5,373.3 5,297.7 5,112.5
R2 5,222.3 5,222.3 5,098.7
R1 5,146.7 5,146.7 5,084.8 5,184.5
PP 5,071.3 5,071.3 5,071.3 5,090.3
S1 4,995.7 4,995.7 5,057.2 5,033.5
S2 4,920.3 4,920.3 5,043.3
S3 4,769.3 4,844.7 5,029.5
S4 4,618.3 4,693.7 4,988.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,147.0 5,031.0 116.0 2.3% 37.2 0.7% 17% False True 21,713
10 5,147.0 4,955.0 192.0 3.8% 53.5 1.1% 50% False False 24,557
20 5,147.0 4,955.0 192.0 3.8% 46.4 0.9% 50% False False 22,529
40 5,147.0 4,654.0 493.0 9.8% 50.6 1.0% 81% False False 22,574
60 5,147.0 4,598.0 549.0 10.9% 49.7 1.0% 83% False False 22,836
80 5,192.0 4,598.0 594.0 11.8% 42.8 0.8% 76% False False 17,166
100 5,192.0 4,598.0 594.0 11.8% 36.5 0.7% 76% False False 13,738
120 5,192.0 4,598.0 594.0 11.8% 31.4 0.6% 76% False False 11,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,283.0
2.618 5,204.7
1.618 5,156.7
1.000 5,127.0
0.618 5,108.7
HIGH 5,079.0
0.618 5,060.7
0.500 5,055.0
0.382 5,049.3
LOW 5,031.0
0.618 5,001.3
1.000 4,983.0
1.618 4,953.3
2.618 4,905.3
4.250 4,827.0
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 5,055.0 5,066.5
PP 5,053.7 5,061.3
S1 5,052.3 5,056.2

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

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