ASX SPI 200 Index Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 5,404.0 5,408.0 4.0 0.1% 5,351.0
High 5,412.0 5,436.0 24.0 0.4% 5,436.0
Low 5,358.0 5,406.0 48.0 0.9% 5,295.0
Close 5,393.0 5,410.0 17.0 0.3% 5,410.0
Range 54.0 30.0 -24.0 -44.4% 141.0
ATR 69.4 67.5 -1.9 -2.7% 0.0
Volume 26,653 24,858 -1,795 -6.7% 131,417
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 5,507.3 5,488.7 5,426.5
R3 5,477.3 5,458.7 5,418.3
R2 5,447.3 5,447.3 5,415.5
R1 5,428.7 5,428.7 5,412.8 5,438.0
PP 5,417.3 5,417.3 5,417.3 5,422.0
S1 5,398.7 5,398.7 5,407.3 5,408.0
S2 5,387.3 5,387.3 5,404.5
S3 5,357.3 5,368.7 5,401.8
S4 5,327.3 5,338.7 5,393.5
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 5,803.3 5,747.7 5,487.6
R3 5,662.3 5,606.7 5,448.8
R2 5,521.3 5,521.3 5,435.9
R1 5,465.7 5,465.7 5,422.9 5,493.5
PP 5,380.3 5,380.3 5,380.3 5,394.3
S1 5,324.7 5,324.7 5,397.1 5,352.5
S2 5,239.3 5,239.3 5,384.2
S3 5,098.3 5,183.7 5,371.2
S4 4,957.3 5,042.7 5,332.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,436.0 5,295.0 141.0 2.6% 48.2 0.9% 82% True False 26,283
10 5,436.0 5,295.0 141.0 2.6% 51.1 0.9% 82% True False 27,177
20 5,436.0 5,156.0 280.0 5.2% 64.5 1.2% 91% True False 30,357
40 5,436.0 4,871.0 565.0 10.4% 61.1 1.1% 95% True False 29,404
60 5,436.0 4,871.0 565.0 10.4% 60.5 1.1% 95% True False 28,417
80 5,436.0 4,649.0 787.0 14.5% 58.9 1.1% 97% True False 21,371
100 5,436.0 4,649.0 787.0 14.5% 52.8 1.0% 97% True False 17,103
120 5,436.0 4,649.0 787.0 14.5% 45.5 0.8% 97% True False 14,254
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 12.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,563.5
2.618 5,514.5
1.618 5,484.5
1.000 5,466.0
0.618 5,454.5
HIGH 5,436.0
0.618 5,424.5
0.500 5,421.0
0.382 5,417.5
LOW 5,406.0
0.618 5,387.5
1.000 5,376.0
1.618 5,357.5
2.618 5,327.5
4.250 5,278.5
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 5,421.0 5,405.7
PP 5,417.3 5,401.3
S1 5,413.7 5,397.0

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

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