ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 30-May-2016
Day Change Summary
Previous Current
27-May-2016 30-May-2016 Change Change % Previous Week
Open 5,360.0 5,360.0 0.0 0.0% 5,319.0
High 5,372.0 5,367.0 -5.0 -0.1% 5,372.0
Low 5,359.0 5,355.0 -4.0 -0.1% 5,245.0
Close 5,359.0 5,361.0 2.0 0.0% 5,359.0
Range 13.0 12.0 -1.0 -7.7% 127.0
ATR 45.6 43.2 -2.4 -5.3% 0.0
Volume 124 256 132 106.5% 333
Daily Pivots for day following 30-May-2016
Classic Woodie Camarilla DeMark
R4 5,397.0 5,391.0 5,367.6
R3 5,385.0 5,379.0 5,364.3
R2 5,373.0 5,373.0 5,363.2
R1 5,367.0 5,367.0 5,362.1 5,370.0
PP 5,361.0 5,361.0 5,361.0 5,362.5
S1 5,355.0 5,355.0 5,359.9 5,358.0
S2 5,349.0 5,349.0 5,358.8
S3 5,337.0 5,343.0 5,357.7
S4 5,325.0 5,331.0 5,354.4
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 5,706.3 5,659.7 5,428.9
R3 5,579.3 5,532.7 5,393.9
R2 5,452.3 5,452.3 5,382.3
R1 5,405.7 5,405.7 5,370.6 5,429.0
PP 5,325.3 5,325.3 5,325.3 5,337.0
S1 5,278.7 5,278.7 5,347.4 5,302.0
S2 5,198.3 5,198.3 5,335.7
S3 5,071.3 5,151.7 5,324.1
S4 4,944.3 5,024.7 5,289.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,372.0 5,245.0 127.0 2.4% 31.8 0.6% 91% False False 117
10 5,372.0 5,245.0 127.0 2.4% 31.9 0.6% 91% False False 100
20 5,372.0 5,198.0 174.0 3.2% 24.9 0.5% 94% False False 93
40 5,372.0 4,836.0 536.0 10.0% 23.1 0.4% 98% False False 102
60 5,372.0 4,836.0 536.0 10.0% 18.8 0.4% 98% False False 74
80 5,372.0 4,600.0 772.0 14.4% 16.7 0.3% 99% False False 57
100 5,372.0 4,600.0 772.0 14.4% 13.4 0.2% 99% False False 47
120 5,372.0 4,600.0 772.0 14.4% 11.1 0.2% 99% False False 41
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,418.0
2.618 5,398.4
1.618 5,386.4
1.000 5,379.0
0.618 5,374.4
HIGH 5,367.0
0.618 5,362.4
0.500 5,361.0
0.382 5,359.6
LOW 5,355.0
0.618 5,347.6
1.000 5,343.0
1.618 5,335.6
2.618 5,323.6
4.250 5,304.0
Fisher Pivots for day following 30-May-2016
Pivot 1 day 3 day
R1 5,361.0 5,358.2
PP 5,361.0 5,355.3
S1 5,361.0 5,352.5

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

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