ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 5,114.0 5,144.0 30.0 0.6% 5,167.0
High 5,128.0 5,207.0 79.0 1.5% 5,278.0
Low 5,072.0 5,142.0 70.0 1.4% 5,024.0
Close 5,093.0 5,176.0 83.0 1.6% 5,071.0
Range 56.0 65.0 9.0 16.1% 254.0
ATR 70.8 73.9 3.1 4.4% 0.0
Volume 32,514 38,871 6,357 19.6% 157,261
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 5,370.0 5,338.0 5,211.8
R3 5,305.0 5,273.0 5,193.9
R2 5,240.0 5,240.0 5,187.9
R1 5,208.0 5,208.0 5,182.0 5,224.0
PP 5,175.0 5,175.0 5,175.0 5,183.0
S1 5,143.0 5,143.0 5,170.0 5,159.0
S2 5,110.0 5,110.0 5,164.1
S3 5,045.0 5,078.0 5,158.1
S4 4,980.0 5,013.0 5,140.3
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 4,993.0 285.0 5.5% 106.8 2.1% 64% False False 42,314
10 5,278.0 4,993.0 285.0 5.5% 74.0 1.4% 64% False False 32,774
20 5,341.0 4,993.0 348.0 6.7% 59.4 1.1% 53% False False 32,485
40 5,372.0 4,993.0 379.0 7.3% 42.6 0.8% 48% False False 16,290
60 5,372.0 4,836.0 536.0 10.4% 34.7 0.7% 63% False False 10,897
80 5,372.0 4,836.0 536.0 10.4% 29.8 0.6% 63% False False 8,177
100 5,372.0 4,600.0 772.0 14.9% 24.7 0.5% 75% False False 6,543
120 5,372.0 4,600.0 772.0 14.9% 21.6 0.4% 75% False False 5,454
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 14.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,483.3
2.618 5,377.2
1.618 5,312.2
1.000 5,272.0
0.618 5,247.2
HIGH 5,207.0
0.618 5,182.2
0.500 5,174.5
0.382 5,166.8
LOW 5,142.0
0.618 5,101.8
1.000 5,077.0
1.618 5,036.8
2.618 4,971.8
4.250 4,865.8
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 5,175.5 5,150.7
PP 5,175.0 5,125.3
S1 5,174.5 5,100.0

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

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