ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 5,219.0 5,242.0 23.0 0.4% 5,167.0
High 5,244.0 5,278.0 34.0 0.6% 5,278.0
Low 5,211.0 5,024.0 -187.0 -3.6% 5,024.0
Close 5,234.0 5,071.0 -163.0 -3.1% 5,071.0
Range 33.0 254.0 221.0 669.7% 254.0
ATR 53.5 67.8 14.3 26.8% 0.0
Volume 20,040 65,413 45,373 226.4% 157,261
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,886.3 5,732.7 5,210.7
R3 5,632.3 5,478.7 5,140.9
R2 5,378.3 5,378.3 5,117.6
R1 5,224.7 5,224.7 5,094.3 5,174.5
PP 5,124.3 5,124.3 5,124.3 5,099.3
S1 4,970.7 4,970.7 5,047.7 4,920.5
S2 4,870.3 4,870.3 5,024.4
S3 4,616.3 4,716.7 5,001.2
S4 4,362.3 4,462.7 4,931.3
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,886.3 5,732.7 5,210.7
R3 5,632.3 5,478.7 5,140.9
R2 5,378.3 5,378.3 5,117.6
R1 5,224.7 5,224.7 5,094.3 5,174.5
PP 5,124.3 5,124.3 5,124.3 5,099.3
S1 4,970.7 4,970.7 5,047.7 4,920.5
S2 4,870.3 4,870.3 5,024.4
S3 4,616.3 4,716.7 5,001.2
S4 4,362.3 4,462.7 4,931.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,278.0 5,024.0 254.0 5.0% 85.4 1.7% 19% True True 31,452
10 5,285.0 5,024.0 261.0 5.1% 68.4 1.3% 18% False True 49,600
20 5,372.0 5,024.0 348.0 6.9% 49.9 1.0% 14% False True 25,198
40 5,372.0 5,024.0 348.0 6.9% 37.7 0.7% 14% False True 12,639
60 5,372.0 4,836.0 536.0 10.6% 33.1 0.7% 44% False False 8,462
80 5,372.0 4,826.0 546.0 10.8% 26.3 0.5% 45% False False 6,350
100 5,372.0 4,600.0 772.0 15.2% 23.1 0.5% 61% False False 5,082
120 5,372.0 4,600.0 772.0 15.2% 19.2 0.4% 61% False False 4,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.5
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 6,357.5
2.618 5,943.0
1.618 5,689.0
1.000 5,532.0
0.618 5,435.0
HIGH 5,278.0
0.618 5,181.0
0.500 5,151.0
0.382 5,121.0
LOW 5,024.0
0.618 4,867.0
1.000 4,770.0
1.618 4,613.0
2.618 4,359.0
4.250 3,944.5
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 5,151.0 5,151.0
PP 5,124.3 5,124.3
S1 5,097.7 5,097.7

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

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