ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 5,260.0 5,330.0 70.0 1.3% 5,200.0
High 5,304.0 5,352.0 48.0 0.9% 5,254.0
Low 5,250.0 5,306.0 56.0 1.1% 5,101.0
Close 5,301.0 5,313.0 12.0 0.2% 5,189.0
Range 54.0 46.0 -8.0 -14.8% 153.0
ATR 73.0 71.5 -1.6 -2.2% 0.0
Volume 26,181 30,453 4,272 16.3% 124,849
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,461.7 5,433.3 5,338.3
R3 5,415.7 5,387.3 5,325.7
R2 5,369.7 5,369.7 5,321.4
R1 5,341.3 5,341.3 5,317.2 5,332.5
PP 5,323.7 5,323.7 5,323.7 5,319.3
S1 5,295.3 5,295.3 5,308.8 5,286.5
S2 5,277.7 5,277.7 5,304.6
S3 5,231.7 5,249.3 5,300.4
S4 5,185.7 5,203.3 5,287.7
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,640.3 5,567.7 5,273.2
R3 5,487.3 5,414.7 5,231.1
R2 5,334.3 5,334.3 5,217.1
R1 5,261.7 5,261.7 5,203.0 5,221.5
PP 5,181.3 5,181.3 5,181.3 5,161.3
S1 5,108.7 5,108.7 5,175.0 5,068.5
S2 5,028.3 5,028.3 5,161.0
S3 4,875.3 4,955.7 5,146.9
S4 4,722.3 4,802.7 5,104.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,352.0 5,101.0 251.0 4.7% 47.0 0.9% 84% True False 26,499
10 5,352.0 5,072.0 280.0 5.3% 56.6 1.1% 86% True False 27,837
20 5,352.0 4,993.0 359.0 6.8% 66.1 1.2% 89% True False 32,617
40 5,372.0 4,993.0 379.0 7.1% 50.4 0.9% 84% False False 21,443
60 5,372.0 4,993.0 379.0 7.1% 39.3 0.7% 84% False False 14,329
80 5,372.0 4,836.0 536.0 10.1% 34.7 0.7% 89% False False 10,764
100 5,372.0 4,775.0 597.0 11.2% 28.4 0.5% 90% False False 8,612
120 5,372.0 4,600.0 772.0 14.5% 25.3 0.5% 92% False False 7,178
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 14.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,547.5
2.618 5,472.4
1.618 5,426.4
1.000 5,398.0
0.618 5,380.4
HIGH 5,352.0
0.618 5,334.4
0.500 5,329.0
0.382 5,323.6
LOW 5,306.0
0.618 5,277.6
1.000 5,260.0
1.618 5,231.6
2.618 5,185.6
4.250 5,110.5
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 5,329.0 5,294.7
PP 5,323.7 5,276.3
S1 5,318.3 5,258.0

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

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