ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 5,242.0 5,049.0 -193.0 -3.7% 5,167.0
High 5,278.0 5,105.0 -173.0 -3.3% 5,278.0
Low 5,024.0 5,016.0 -8.0 -0.2% 5,024.0
Close 5,071.0 5,068.0 -3.0 -0.1% 5,071.0
Range 254.0 89.0 -165.0 -65.0% 254.0
ATR 67.8 69.4 1.5 2.2% 0.0
Volume 65,413 33,115 -32,298 -49.4% 157,261
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,330.0 5,288.0 5,117.0
R3 5,241.0 5,199.0 5,092.5
R2 5,152.0 5,152.0 5,084.3
R1 5,110.0 5,110.0 5,076.2 5,131.0
PP 5,063.0 5,063.0 5,063.0 5,073.5
S1 5,021.0 5,021.0 5,059.8 5,042.0
S2 4,974.0 4,974.0 5,051.7
S3 4,885.0 4,932.0 5,043.5
S4 4,796.0 4,843.0 5,019.1
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 5,016.0 262.0 5.2% 92.2 1.8% 20% False True 32,766
10 5,278.0 5,016.0 262.0 5.2% 73.4 1.4% 20% False True 51,326
20 5,367.0 5,016.0 351.0 6.9% 53.7 1.1% 15% False True 26,848
40 5,372.0 5,016.0 356.0 7.0% 39.9 0.8% 15% False True 13,467
60 5,372.0 4,836.0 536.0 10.6% 34.6 0.7% 43% False False 9,013
80 5,372.0 4,836.0 536.0 10.6% 27.4 0.5% 43% False False 6,764
100 5,372.0 4,600.0 772.0 15.2% 24.0 0.5% 61% False False 5,413
120 5,372.0 4,600.0 772.0 15.2% 20.0 0.4% 61% False False 4,512
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,483.3
2.618 5,338.0
1.618 5,249.0
1.000 5,194.0
0.618 5,160.0
HIGH 5,105.0
0.618 5,071.0
0.500 5,060.5
0.382 5,050.0
LOW 5,016.0
0.618 4,961.0
1.000 4,927.0
1.618 4,872.0
2.618 4,783.0
4.250 4,637.8
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 5,065.5 5,147.0
PP 5,063.0 5,120.7
S1 5,060.5 5,094.3

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

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