ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 5,121.0 5,180.0 59.0 1.2% 5,218.0
High 5,140.0 5,235.0 95.0 1.8% 5,235.0
Low 5,116.0 5,180.0 64.0 1.3% 5,106.0
Close 5,133.0 5,229.0 96.0 1.9% 5,229.0
Range 24.0 55.0 31.0 129.2% 129.0
ATR 45.5 49.5 4.0 8.9% 0.0
Volume 15,854 24,842 8,988 56.7% 99,101
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,379.7 5,359.3 5,259.3
R3 5,324.7 5,304.3 5,244.1
R2 5,269.7 5,269.7 5,239.1
R1 5,249.3 5,249.3 5,234.0 5,259.5
PP 5,214.7 5,214.7 5,214.7 5,219.8
S1 5,194.3 5,194.3 5,224.0 5,204.5
S2 5,159.7 5,159.7 5,218.9
S3 5,104.7 5,139.3 5,213.9
S4 5,049.7 5,084.3 5,198.8
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,577.0 5,532.0 5,300.0
R3 5,448.0 5,403.0 5,264.5
R2 5,319.0 5,319.0 5,252.7
R1 5,274.0 5,274.0 5,240.8 5,296.5
PP 5,190.0 5,190.0 5,190.0 5,201.3
S1 5,145.0 5,145.0 5,217.2 5,167.5
S2 5,061.0 5,061.0 5,205.4
S3 4,932.0 5,016.0 5,193.5
S4 4,803.0 4,887.0 5,158.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,235.0 5,106.0 129.0 2.5% 49.4 0.9% 95% True False 19,820
10 5,271.0 5,106.0 165.0 3.2% 46.9 0.9% 75% False False 20,700
20 5,322.0 5,106.0 216.0 4.1% 41.7 0.8% 57% False False 30,800
40 5,322.0 5,000.0 322.0 6.2% 32.4 0.6% 71% False False 16,097
60 5,322.0 4,963.0 359.0 6.9% 27.9 0.5% 74% False False 10,763
80 5,322.0 4,621.0 701.0 13.4% 23.7 0.5% 87% False False 8,084
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 7.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,468.8
2.618 5,379.0
1.618 5,324.0
1.000 5,290.0
0.618 5,269.0
HIGH 5,235.0
0.618 5,214.0
0.500 5,207.5
0.382 5,201.0
LOW 5,180.0
0.618 5,146.0
1.000 5,125.0
1.618 5,091.0
2.618 5,036.0
4.250 4,946.3
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 5,221.8 5,209.5
PP 5,214.7 5,190.0
S1 5,207.5 5,170.5

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

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