ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 5,352.0 5,381.0 29.0 0.5% 5,260.0
High 5,384.0 5,411.0 27.0 0.5% 5,411.0
Low 5,350.0 5,374.0 24.0 0.4% 5,250.0
Close 5,383.0 5,389.0 6.0 0.1% 5,389.0
Range 34.0 37.0 3.0 8.8% 161.0
ATR 66.8 64.6 -2.1 -3.2% 0.0
Volume 24,938 21,087 -3,851 -15.4% 123,025
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,502.3 5,482.7 5,409.4
R3 5,465.3 5,445.7 5,399.2
R2 5,428.3 5,428.3 5,395.8
R1 5,408.7 5,408.7 5,392.4 5,418.5
PP 5,391.3 5,391.3 5,391.3 5,396.3
S1 5,371.7 5,371.7 5,385.6 5,381.5
S2 5,354.3 5,354.3 5,382.2
S3 5,317.3 5,334.7 5,378.8
S4 5,280.3 5,297.7 5,368.7
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,833.0 5,772.0 5,477.6
R3 5,672.0 5,611.0 5,433.3
R2 5,511.0 5,511.0 5,418.5
R1 5,450.0 5,450.0 5,403.8 5,480.5
PP 5,350.0 5,350.0 5,350.0 5,365.3
S1 5,289.0 5,289.0 5,374.2 5,319.5
S2 5,189.0 5,189.0 5,359.5
S3 5,028.0 5,128.0 5,344.7
S4 4,867.0 4,967.0 5,300.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,411.0 5,250.0 161.0 3.0% 40.4 0.7% 86% True False 24,605
10 5,411.0 5,101.0 310.0 5.8% 49.3 0.9% 93% True False 24,787
20 5,411.0 4,993.0 418.0 7.8% 62.7 1.2% 95% True False 28,840
40 5,411.0 4,993.0 418.0 7.8% 50.4 0.9% 95% True False 23,095
60 5,411.0 4,993.0 418.0 7.8% 41.0 0.8% 95% True False 15,428
80 5,411.0 4,836.0 575.0 10.7% 35.6 0.7% 96% True False 11,591
100 5,411.0 4,775.0 636.0 11.8% 29.4 0.5% 97% True False 9,276
120 5,411.0 4,600.0 811.0 15.0% 26.1 0.5% 97% True False 7,731
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 11.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,568.3
2.618 5,507.9
1.618 5,470.9
1.000 5,448.0
0.618 5,433.9
HIGH 5,411.0
0.618 5,396.9
0.500 5,392.5
0.382 5,388.1
LOW 5,374.0
0.618 5,351.1
1.000 5,337.0
1.618 5,314.1
2.618 5,277.1
4.250 5,216.8
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 5,392.5 5,381.5
PP 5,391.3 5,374.0
S1 5,390.2 5,366.5

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

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