ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 5,454.0 5,447.0 -7.0 -0.1% 5,474.0
High 5,462.0 5,460.0 -2.0 0.0% 5,527.0
Low 5,415.0 5,426.0 11.0 0.2% 5,453.0
Close 5,419.0 5,435.0 16.0 0.3% 5,519.0
Range 47.0 34.0 -13.0 -27.7% 74.0
ATR 54.2 53.3 -0.9 -1.7% 0.0
Volume 25,359 19,642 -5,717 -22.5% 114,074
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,542.3 5,522.7 5,453.7
R3 5,508.3 5,488.7 5,444.4
R2 5,474.3 5,474.3 5,441.2
R1 5,454.7 5,454.7 5,438.1 5,447.5
PP 5,440.3 5,440.3 5,440.3 5,436.8
S1 5,420.7 5,420.7 5,431.9 5,413.5
S2 5,406.3 5,406.3 5,428.8
S3 5,372.3 5,386.7 5,425.7
S4 5,338.3 5,352.7 5,416.3
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 5,569.0 5,415.0 154.0 2.8% 45.2 0.8% 13% False False 26,835
10 5,569.0 5,415.0 154.0 2.8% 40.5 0.7% 13% False False 22,781
20 5,569.0 5,164.0 405.0 7.5% 39.9 0.7% 67% False False 23,458
40 5,569.0 4,993.0 576.0 10.6% 53.1 1.0% 77% False False 31,258
60 5,569.0 4,993.0 576.0 10.6% 45.4 0.8% 77% False False 20,890
80 5,569.0 4,962.0 607.0 11.2% 38.1 0.7% 78% False False 15,695
100 5,569.0 4,836.0 733.0 13.5% 34.9 0.6% 82% False False 12,567
120 5,569.0 4,720.0 849.0 15.6% 29.2 0.5% 84% False False 10,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,604.5
2.618 5,549.0
1.618 5,515.0
1.000 5,494.0
0.618 5,481.0
HIGH 5,460.0
0.618 5,447.0
0.500 5,443.0
0.382 5,439.0
LOW 5,426.0
0.618 5,405.0
1.000 5,392.0
1.618 5,371.0
2.618 5,337.0
4.250 5,281.5
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 5,443.0 5,481.5
PP 5,440.3 5,466.0
S1 5,437.7 5,450.5

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

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