ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 5,353.0 5,352.0 -1.0 0.0% 5,200.0
High 5,353.0 5,384.0 31.0 0.6% 5,254.0
Low 5,322.0 5,350.0 28.0 0.5% 5,101.0
Close 5,349.0 5,383.0 34.0 0.6% 5,189.0
Range 31.0 34.0 3.0 9.7% 153.0
ATR 69.2 66.8 -2.4 -3.5% 0.0
Volume 20,366 24,938 4,572 22.4% 124,849
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,474.3 5,462.7 5,401.7
R3 5,440.3 5,428.7 5,392.4
R2 5,406.3 5,406.3 5,389.2
R1 5,394.7 5,394.7 5,386.1 5,400.5
PP 5,372.3 5,372.3 5,372.3 5,375.3
S1 5,360.7 5,360.7 5,379.9 5,366.5
S2 5,338.3 5,338.3 5,376.8
S3 5,304.3 5,326.7 5,373.7
S4 5,270.3 5,292.7 5,364.3
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 5,384.0 5,164.0 220.0 4.1% 39.6 0.7% 100% True False 23,792
10 5,384.0 5,101.0 283.0 5.3% 51.0 0.9% 100% True False 25,229
20 5,384.0 4,993.0 391.0 7.3% 62.5 1.2% 100% True False 29,001
40 5,384.0 4,993.0 391.0 7.3% 50.2 0.9% 100% True False 22,568
60 5,384.0 4,993.0 391.0 7.3% 40.4 0.7% 100% True False 15,077
80 5,384.0 4,836.0 548.0 10.2% 35.2 0.7% 100% True False 11,329
100 5,384.0 4,775.0 609.0 11.3% 29.0 0.5% 100% True False 9,065
120 5,384.0 4,600.0 784.0 14.6% 25.8 0.5% 100% True False 7,556
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 12.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,528.5
2.618 5,473.0
1.618 5,439.0
1.000 5,418.0
0.618 5,405.0
HIGH 5,384.0
0.618 5,371.0
0.500 5,367.0
0.382 5,363.0
LOW 5,350.0
0.618 5,329.0
1.000 5,316.0
1.618 5,295.0
2.618 5,261.0
4.250 5,205.5
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 5,377.7 5,370.3
PP 5,372.3 5,357.7
S1 5,367.0 5,345.0

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

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