ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 5,304.0 5,338.0 34.0 0.6% 5,223.0
High 5,321.0 5,358.0 37.0 0.7% 5,321.0
Low 5,285.0 5,329.0 44.0 0.8% 5,176.0
Close 5,321.0 5,336.0 15.0 0.3% 5,321.0
Range 36.0 29.0 -7.0 -19.4% 145.0
ATR 48.6 47.7 -0.8 -1.7% 0.0
Volume 18,912 16,883 -2,029 -10.7% 98,473
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,428.0 5,411.0 5,352.0
R3 5,399.0 5,382.0 5,344.0
R2 5,370.0 5,370.0 5,341.3
R1 5,353.0 5,353.0 5,338.7 5,347.0
PP 5,341.0 5,341.0 5,341.0 5,338.0
S1 5,324.0 5,324.0 5,333.3 5,318.0
S2 5,312.0 5,312.0 5,330.7
S3 5,283.0 5,295.0 5,328.0
S4 5,254.0 5,266.0 5,320.1
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,707.7 5,659.3 5,400.8
R3 5,562.7 5,514.3 5,360.9
R2 5,417.7 5,417.7 5,347.6
R1 5,369.3 5,369.3 5,334.3 5,393.5
PP 5,272.7 5,272.7 5,272.7 5,284.8
S1 5,224.3 5,224.3 5,307.7 5,248.5
S2 5,127.7 5,127.7 5,294.4
S3 4,982.7 5,079.3 5,281.1
S4 4,837.7 4,934.3 5,241.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,358.0 5,214.0 144.0 2.7% 32.2 0.6% 85% True False 19,174
10 5,358.0 5,106.0 252.0 4.7% 36.8 0.7% 91% True False 19,405
20 5,358.0 5,106.0 252.0 4.7% 42.2 0.8% 91% True False 19,662
40 5,358.0 5,052.0 306.0 5.7% 34.2 0.6% 93% True False 18,974
60 5,358.0 4,963.0 395.0 7.4% 31.1 0.6% 94% True False 12,684
80 5,358.0 4,698.0 660.0 12.4% 25.9 0.5% 97% True False 9,524
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 9.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,481.3
2.618 5,433.9
1.618 5,404.9
1.000 5,387.0
0.618 5,375.9
HIGH 5,358.0
0.618 5,346.9
0.500 5,343.5
0.382 5,340.1
LOW 5,329.0
0.618 5,311.1
1.000 5,300.0
1.618 5,282.1
2.618 5,253.1
4.250 5,205.8
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 5,343.5 5,326.5
PP 5,341.0 5,317.0
S1 5,338.5 5,307.5

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

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