ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 5,109.0 5,167.0 58.0 1.1% 5,181.0
High 5,127.0 5,215.0 88.0 1.7% 5,193.0
Low 5,094.0 5,160.0 66.0 1.3% 5,073.0
Close 5,117.0 5,197.0 80.0 1.6% 5,117.0
Range 33.0 55.0 22.0 66.7% 120.0
ATR 54.0 57.1 3.1 5.8% 0.0
Volume 24,321 26,542 2,221 9.1% 322,886
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,355.7 5,331.3 5,227.3
R3 5,300.7 5,276.3 5,212.1
R2 5,245.7 5,245.7 5,207.1
R1 5,221.3 5,221.3 5,202.0 5,233.5
PP 5,190.7 5,190.7 5,190.7 5,196.8
S1 5,166.3 5,166.3 5,192.0 5,178.5
S2 5,135.7 5,135.7 5,186.9
S3 5,080.7 5,111.3 5,181.9
S4 5,025.7 5,056.3 5,166.8
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,487.7 5,422.3 5,183.0
R3 5,367.7 5,302.3 5,150.0
R2 5,247.7 5,247.7 5,139.0
R1 5,182.3 5,182.3 5,128.0 5,155.0
PP 5,127.7 5,127.7 5,127.7 5,114.0
S1 5,062.3 5,062.3 5,106.0 5,035.0
S2 5,007.7 5,007.7 5,095.0
S3 4,887.7 4,942.3 5,084.0
S4 4,767.7 4,822.3 5,051.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,215.0 5,073.0 142.0 2.7% 54.6 1.1% 87% True False 69,885
10 5,341.0 5,073.0 268.0 5.2% 47.0 0.9% 46% False False 37,276
20 5,372.0 5,073.0 299.0 5.8% 39.6 0.8% 41% False False 18,673
40 5,372.0 5,073.0 299.0 5.8% 30.9 0.6% 41% False False 9,383
60 5,372.0 4,836.0 536.0 10.3% 27.5 0.5% 67% False False 6,284
80 5,372.0 4,775.0 597.0 11.5% 21.7 0.4% 71% False False 4,716
100 5,372.0 4,600.0 772.0 14.9% 19.4 0.4% 77% False False 3,775
120 5,372.0 4,600.0 772.0 14.9% 16.1 0.3% 77% False False 3,146
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 11.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,448.8
2.618 5,359.0
1.618 5,304.0
1.000 5,270.0
0.618 5,249.0
HIGH 5,215.0
0.618 5,194.0
0.500 5,187.5
0.382 5,181.0
LOW 5,160.0
0.618 5,126.0
1.000 5,105.0
1.618 5,071.0
2.618 5,016.0
4.250 4,926.3
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 5,193.8 5,179.3
PP 5,190.7 5,161.7
S1 5,187.5 5,144.0

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

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