ASX SPI 200 Index Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 5,208.0 5,233.0 25.0 0.5% 5,129.0
High 5,219.0 5,239.0 20.0 0.4% 5,204.0
Low 5,194.0 5,219.0 25.0 0.5% 5,109.0
Close 5,206.0 5,231.0 25.0 0.5% 5,145.0
Range 25.0 20.0 -5.0 -20.0% 95.0
ATR 52.1 50.8 -1.4 -2.6% 0.0
Volume 17,353 19,158 1,805 10.4% 122,048
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,289.7 5,280.3 5,242.0
R3 5,269.7 5,260.3 5,236.5
R2 5,249.7 5,249.7 5,234.7
R1 5,240.3 5,240.3 5,232.8 5,235.0
PP 5,229.7 5,229.7 5,229.7 5,227.0
S1 5,220.3 5,220.3 5,229.2 5,215.0
S2 5,209.7 5,209.7 5,227.3
S3 5,189.7 5,200.3 5,225.5
S4 5,169.7 5,180.3 5,220.0
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,437.7 5,386.3 5,197.3
R3 5,342.7 5,291.3 5,171.1
R2 5,247.7 5,247.7 5,162.4
R1 5,196.3 5,196.3 5,153.7 5,222.0
PP 5,152.7 5,152.7 5,152.7 5,165.5
S1 5,101.3 5,101.3 5,136.3 5,127.0
S2 5,057.7 5,057.7 5,127.6
S3 4,962.7 5,006.3 5,118.9
S4 4,867.7 4,911.3 5,092.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,239.0 5,109.0 130.0 2.5% 42.6 0.8% 94% True False 20,676
10 5,239.0 5,042.0 197.0 3.8% 44.2 0.8% 96% True False 22,920
20 5,239.0 4,996.0 243.0 4.6% 41.6 0.8% 97% True False 22,591
40 5,239.0 4,919.0 320.0 6.1% 44.4 0.8% 98% True False 22,271
60 5,239.0 4,598.0 641.0 12.3% 50.4 1.0% 99% True False 23,448
80 5,239.0 4,598.0 641.0 12.3% 49.9 1.0% 99% True False 21,785
100 5,239.0 4,598.0 641.0 12.3% 41.3 0.8% 99% True False 17,435
120 5,239.0 4,598.0 641.0 12.3% 36.8 0.7% 99% True False 14,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.6
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 5,324.0
2.618 5,291.4
1.618 5,271.4
1.000 5,259.0
0.618 5,251.4
HIGH 5,239.0
0.618 5,231.4
0.500 5,229.0
0.382 5,226.6
LOW 5,219.0
0.618 5,206.6
1.000 5,199.0
1.618 5,186.6
2.618 5,166.6
4.250 5,134.0
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 5,230.3 5,218.5
PP 5,229.7 5,206.0
S1 5,229.0 5,193.5

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

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