ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 5,240.0 5,152.0 -88.0 -1.7% 5,049.0
High 5,252.0 5,165.0 -87.0 -1.7% 5,240.0
Low 5,176.0 5,101.0 -75.0 -1.4% 4,993.0
Close 5,186.0 5,154.0 -32.0 -0.6% 5,203.0
Range 76.0 64.0 -12.0 -15.8% 247.0
ATR 73.8 74.6 0.8 1.1% 0.0
Volume 26,703 35,876 9,173 34.4% 171,665
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,332.0 5,307.0 5,189.2
R3 5,268.0 5,243.0 5,171.6
R2 5,204.0 5,204.0 5,165.7
R1 5,179.0 5,179.0 5,159.9 5,191.5
PP 5,140.0 5,140.0 5,140.0 5,146.3
S1 5,115.0 5,115.0 5,148.1 5,127.5
S2 5,076.0 5,076.0 5,142.3
S3 5,012.0 5,051.0 5,136.4
S4 4,948.0 4,987.0 5,118.8
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 5,254.0 5,101.0 153.0 3.0% 67.8 1.3% 35% False True 29,847
10 5,278.0 4,993.0 285.0 5.5% 84.1 1.6% 56% False False 34,197
20 5,340.0 4,993.0 347.0 6.7% 66.1 1.3% 46% False False 37,951
40 5,372.0 4,993.0 379.0 7.4% 48.7 0.9% 42% False False 19,034
60 5,372.0 4,852.0 520.0 10.1% 37.8 0.7% 58% False False 12,731
80 5,372.0 4,836.0 536.0 10.4% 33.2 0.6% 59% False False 9,557
100 5,372.0 4,633.0 739.0 14.3% 26.7 0.5% 71% False False 7,645
120 5,372.0 4,600.0 772.0 15.0% 23.8 0.5% 72% False False 6,373
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 18.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,437.0
2.618 5,332.6
1.618 5,268.6
1.000 5,229.0
0.618 5,204.6
HIGH 5,165.0
0.618 5,140.6
0.500 5,133.0
0.382 5,125.4
LOW 5,101.0
0.618 5,061.4
1.000 5,037.0
1.618 4,997.4
2.618 4,933.4
4.250 4,829.0
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 5,147.0 5,177.5
PP 5,140.0 5,169.7
S1 5,133.0 5,161.8

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

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