ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 5,479.0 5,513.0 34.0 0.6% 5,400.0
High 5,496.0 5,526.0 30.0 0.5% 5,498.0
Low 5,453.0 5,485.0 32.0 0.6% 5,388.0
Close 5,491.0 5,500.0 9.0 0.2% 5,467.0
Range 43.0 41.0 -2.0 -4.7% 110.0
ATR 56.0 54.9 -1.1 -1.9% 0.0
Volume 18,510 20,513 2,003 10.8% 118,122
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,626.7 5,604.3 5,522.6
R3 5,585.7 5,563.3 5,511.3
R2 5,544.7 5,544.7 5,507.5
R1 5,522.3 5,522.3 5,503.8 5,513.0
PP 5,503.7 5,503.7 5,503.7 5,499.0
S1 5,481.3 5,481.3 5,496.2 5,472.0
S2 5,462.7 5,462.7 5,492.5
S3 5,421.7 5,440.3 5,488.7
S4 5,380.7 5,399.3 5,477.5
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,781.0 5,734.0 5,527.5
R3 5,671.0 5,624.0 5,497.3
R2 5,561.0 5,561.0 5,487.2
R1 5,514.0 5,514.0 5,477.1 5,537.5
PP 5,451.0 5,451.0 5,451.0 5,462.8
S1 5,404.0 5,404.0 5,456.9 5,427.5
S2 5,341.0 5,341.0 5,446.8
S3 5,231.0 5,294.0 5,436.8
S4 5,121.0 5,184.0 5,406.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,526.0 5,433.0 93.0 1.7% 39.4 0.7% 72% True False 20,595
10 5,526.0 5,350.0 176.0 3.2% 38.6 0.7% 85% True False 22,167
20 5,526.0 5,101.0 425.0 7.7% 46.4 0.8% 94% True False 24,394
40 5,526.0 4,993.0 533.0 9.7% 52.1 0.9% 95% True False 27,469
60 5,526.0 4,993.0 533.0 9.7% 43.5 0.8% 95% True False 18,344
80 5,526.0 4,836.0 690.0 12.5% 38.0 0.7% 96% True False 13,786
100 5,526.0 4,836.0 690.0 12.5% 32.4 0.6% 96% True False 11,032
120 5,526.0 4,600.0 926.0 16.8% 27.8 0.5% 97% True False 9,194
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 8.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,700.3
2.618 5,633.3
1.618 5,592.3
1.000 5,567.0
0.618 5,551.3
HIGH 5,526.0
0.618 5,510.3
0.500 5,505.5
0.382 5,500.7
LOW 5,485.0
0.618 5,459.7
1.000 5,444.0
1.618 5,418.7
2.618 5,377.7
4.250 5,310.8
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 5,505.5 5,496.5
PP 5,503.7 5,493.0
S1 5,501.8 5,489.5

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

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