ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 5,065.0 5,061.0 -4.0 -0.1% 5,070.0
High 5,074.0 5,081.0 7.0 0.1% 5,120.0
Low 5,053.0 5,042.0 -11.0 -0.2% 4,996.0
Close 5,068.0 5,076.0 8.0 0.2% 5,107.0
Range 21.0 39.0 18.0 85.7% 124.0
ATR 55.4 54.3 -1.2 -2.1% 0.0
Volume 24,605 21,533 -3,072 -12.5% 118,618
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,183.3 5,168.7 5,097.5
R3 5,144.3 5,129.7 5,086.7
R2 5,105.3 5,105.3 5,083.2
R1 5,090.7 5,090.7 5,079.6 5,098.0
PP 5,066.3 5,066.3 5,066.3 5,070.0
S1 5,051.7 5,051.7 5,072.4 5,059.0
S2 5,027.3 5,027.3 5,068.9
S3 4,988.3 5,012.7 5,065.3
S4 4,949.3 4,973.7 5,054.6
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 5,446.3 5,400.7 5,175.2
R3 5,322.3 5,276.7 5,141.1
R2 5,198.3 5,198.3 5,129.7
R1 5,152.7 5,152.7 5,118.4 5,175.5
PP 5,074.3 5,074.3 5,074.3 5,085.8
S1 5,028.7 5,028.7 5,095.6 5,051.5
S2 4,950.3 4,950.3 5,084.3
S3 4,826.3 4,904.7 5,072.9
S4 4,702.3 4,780.7 5,038.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,140.0 5,042.0 98.0 1.9% 37.8 0.7% 35% False True 22,635
10 5,140.0 4,996.0 144.0 2.8% 40.1 0.8% 56% False False 22,583
20 5,147.0 4,955.0 192.0 3.8% 45.5 0.9% 63% False False 23,114
40 5,147.0 4,745.0 402.0 7.9% 44.8 0.9% 82% False False 21,435
60 5,147.0 4,598.0 549.0 10.8% 51.7 1.0% 87% False False 25,509
80 5,192.0 4,598.0 594.0 11.7% 46.1 0.9% 80% False False 19,194
100 5,192.0 4,598.0 594.0 11.7% 38.9 0.8% 80% False False 15,360
120 5,192.0 4,598.0 594.0 11.7% 33.8 0.7% 80% False False 12,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,246.8
2.618 5,183.1
1.618 5,144.1
1.000 5,120.0
0.618 5,105.1
HIGH 5,081.0
0.618 5,066.1
0.500 5,061.5
0.382 5,056.9
LOW 5,042.0
0.618 5,017.9
1.000 5,003.0
1.618 4,978.9
2.618 4,939.9
4.250 4,876.3
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 5,071.2 5,084.5
PP 5,066.3 5,081.7
S1 5,061.5 5,078.8

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

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