ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 5,144.0 5,210.0 66.0 1.3% 5,049.0
High 5,207.0 5,240.0 33.0 0.6% 5,240.0
Low 5,142.0 5,186.0 44.0 0.9% 4,993.0
Close 5,176.0 5,203.0 27.0 0.5% 5,203.0
Range 65.0 54.0 -11.0 -16.9% 247.0
ATR 73.9 73.2 -0.7 -1.0% 0.0
Volume 38,871 25,506 -13,365 -34.4% 171,665
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,371.7 5,341.3 5,232.7
R3 5,317.7 5,287.3 5,217.9
R2 5,263.7 5,263.7 5,212.9
R1 5,233.3 5,233.3 5,208.0 5,221.5
PP 5,209.7 5,209.7 5,209.7 5,203.8
S1 5,179.3 5,179.3 5,198.1 5,167.5
S2 5,155.7 5,155.7 5,193.1
S3 5,101.7 5,125.3 5,188.2
S4 5,047.7 5,071.3 5,173.3
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,886.3 5,791.7 5,338.9
R3 5,639.3 5,544.7 5,270.9
R2 5,392.3 5,392.3 5,248.3
R1 5,297.7 5,297.7 5,225.6 5,345.0
PP 5,145.3 5,145.3 5,145.3 5,169.0
S1 5,050.7 5,050.7 5,180.4 5,098.0
S2 4,898.3 4,898.3 5,157.7
S3 4,651.3 4,803.7 5,135.1
S4 4,404.3 4,556.7 5,067.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,240.0 4,993.0 247.0 4.7% 66.8 1.3% 85% True False 34,333
10 5,278.0 4,993.0 285.0 5.5% 76.1 1.5% 74% False False 32,892
20 5,341.0 4,993.0 348.0 6.7% 59.4 1.1% 60% False False 33,759
40 5,372.0 4,993.0 379.0 7.3% 43.9 0.8% 55% False False 16,928
60 5,372.0 4,852.0 520.0 10.0% 34.8 0.7% 68% False False 11,322
80 5,372.0 4,836.0 536.0 10.3% 30.4 0.6% 68% False False 8,496
100 5,372.0 4,600.0 772.0 14.8% 25.2 0.5% 78% False False 6,798
120 5,372.0 4,600.0 772.0 14.8% 22.0 0.4% 78% False False 5,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,469.5
2.618 5,381.4
1.618 5,327.4
1.000 5,294.0
0.618 5,273.4
HIGH 5,240.0
0.618 5,219.4
0.500 5,213.0
0.382 5,206.6
LOW 5,186.0
0.618 5,152.6
1.000 5,132.0
1.618 5,098.6
2.618 5,044.6
4.250 4,956.5
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 5,213.0 5,187.3
PP 5,209.7 5,171.7
S1 5,206.3 5,156.0

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

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