ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 5,273.0 5,181.0 -92.0 -1.7% 5,266.0
High 5,285.0 5,193.0 -92.0 -1.7% 5,341.0
Low 5,246.0 5,145.0 -101.0 -1.9% 5,246.0
Close 5,268.0 5,152.0 -116.0 -2.2% 5,268.0
Range 39.0 48.0 9.0 23.1% 95.0
ATR 46.2 51.7 5.5 11.9% 0.0
Volume 15,854 180,948 165,094 1,041.3% 23,338
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,307.3 5,277.7 5,178.4
R3 5,259.3 5,229.7 5,165.2
R2 5,211.3 5,211.3 5,160.8
R1 5,181.7 5,181.7 5,156.4 5,172.5
PP 5,163.3 5,163.3 5,163.3 5,158.8
S1 5,133.7 5,133.7 5,147.6 5,124.5
S2 5,115.3 5,115.3 5,143.2
S3 5,067.3 5,085.7 5,138.8
S4 5,019.3 5,037.7 5,125.6
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,570.0 5,514.0 5,320.3
R3 5,475.0 5,419.0 5,294.1
R2 5,380.0 5,380.0 5,285.4
R1 5,324.0 5,324.0 5,276.7 5,352.0
PP 5,285.0 5,285.0 5,285.0 5,299.0
S1 5,229.0 5,229.0 5,259.3 5,257.0
S2 5,190.0 5,190.0 5,250.6
S3 5,095.0 5,134.0 5,241.9
S4 5,000.0 5,039.0 5,215.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,341.0 5,145.0 196.0 3.8% 39.4 0.8% 4% False True 40,850
10 5,351.0 5,145.0 206.0 4.0% 37.5 0.7% 3% False True 20,439
20 5,372.0 5,145.0 227.0 4.4% 34.7 0.7% 3% False True 10,270
40 5,372.0 5,080.0 292.0 5.7% 25.9 0.5% 25% False False 5,186
60 5,372.0 4,836.0 536.0 10.4% 24.2 0.5% 59% False False 3,479
80 5,372.0 4,775.0 597.0 11.6% 18.9 0.4% 63% False False 2,610
100 5,372.0 4,600.0 772.0 15.0% 17.1 0.3% 72% False False 2,090
120 5,372.0 4,600.0 772.0 15.0% 14.3 0.3% 72% False False 1,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,397.0
2.618 5,318.7
1.618 5,270.7
1.000 5,241.0
0.618 5,222.7
HIGH 5,193.0
0.618 5,174.7
0.500 5,169.0
0.382 5,163.3
LOW 5,145.0
0.618 5,115.3
1.000 5,097.0
1.618 5,067.3
2.618 5,019.3
4.250 4,941.0
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 5,169.0 5,242.5
PP 5,163.3 5,212.3
S1 5,157.7 5,182.2

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

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