ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 5,508.0 5,519.0 11.0 0.2% 5,474.0
High 5,521.0 5,527.0 6.0 0.1% 5,527.0
Low 5,500.0 5,491.0 -9.0 -0.2% 5,453.0
Close 5,517.0 5,519.0 2.0 0.0% 5,519.0
Range 21.0 36.0 15.0 71.4% 74.0
ATR 52.5 51.3 -1.2 -2.2% 0.0
Volume 19,290 37,258 17,968 93.1% 114,074
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,620.3 5,605.7 5,538.8
R3 5,584.3 5,569.7 5,528.9
R2 5,548.3 5,548.3 5,525.6
R1 5,533.7 5,533.7 5,522.3 5,537.0
PP 5,512.3 5,512.3 5,512.3 5,514.0
S1 5,497.7 5,497.7 5,515.7 5,501.0
S2 5,476.3 5,476.3 5,512.4
S3 5,440.3 5,461.7 5,509.1
S4 5,404.3 5,425.7 5,499.2
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,721.7 5,694.3 5,559.7
R3 5,647.7 5,620.3 5,539.4
R2 5,573.7 5,573.7 5,532.6
R1 5,546.3 5,546.3 5,525.8 5,560.0
PP 5,499.7 5,499.7 5,499.7 5,506.5
S1 5,472.3 5,472.3 5,512.2 5,486.0
S2 5,425.7 5,425.7 5,505.4
S3 5,351.7 5,398.3 5,498.7
S4 5,277.7 5,324.3 5,478.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,527.0 5,453.0 74.0 1.3% 35.6 0.6% 89% True False 22,814
10 5,527.0 5,388.0 139.0 2.5% 37.2 0.7% 94% True False 23,219
20 5,527.0 5,101.0 426.0 7.7% 43.3 0.8% 98% True False 24,003
40 5,527.0 4,993.0 534.0 9.7% 51.3 0.9% 99% True False 28,881
60 5,527.0 4,993.0 534.0 9.7% 43.7 0.8% 99% True False 19,286
80 5,527.0 4,852.0 675.0 12.2% 36.9 0.7% 99% True False 14,492
100 5,527.0 4,836.0 691.0 12.5% 33.0 0.6% 99% True False 11,597
120 5,527.0 4,600.0 927.0 16.8% 28.2 0.5% 99% True False 9,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,680.0
2.618 5,621.2
1.618 5,585.2
1.000 5,563.0
0.618 5,549.2
HIGH 5,527.0
0.618 5,513.2
0.500 5,509.0
0.382 5,504.8
LOW 5,491.0
0.618 5,468.8
1.000 5,455.0
1.618 5,432.8
2.618 5,396.8
4.250 5,338.0
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 5,515.7 5,514.7
PP 5,512.3 5,510.3
S1 5,509.0 5,506.0

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

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