ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 5,494.0 5,481.0 -13.0 -0.2% 5,486.0
High 5,511.0 5,502.0 -9.0 -0.2% 5,511.0
Low 5,460.0 5,467.0 7.0 0.1% 5,432.0
Close 5,485.0 5,495.0 10.0 0.2% 5,485.0
Range 51.0 35.0 -16.0 -31.4% 79.0
ATR 49.6 48.5 -1.0 -2.1% 0.0
Volume 26,206 17,657 -8,549 -32.6% 119,408
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,593.0 5,579.0 5,514.3
R3 5,558.0 5,544.0 5,504.6
R2 5,523.0 5,523.0 5,501.4
R1 5,509.0 5,509.0 5,498.2 5,516.0
PP 5,488.0 5,488.0 5,488.0 5,491.5
S1 5,474.0 5,474.0 5,491.8 5,481.0
S2 5,453.0 5,453.0 5,488.6
S3 5,418.0 5,439.0 5,485.4
S4 5,383.0 5,404.0 5,475.8
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,713.0 5,678.0 5,528.5
R3 5,634.0 5,599.0 5,506.7
R2 5,555.0 5,555.0 5,499.5
R1 5,520.0 5,520.0 5,492.2 5,498.0
PP 5,476.0 5,476.0 5,476.0 5,465.0
S1 5,441.0 5,441.0 5,477.8 5,419.0
S2 5,397.0 5,397.0 5,470.5
S3 5,318.0 5,362.0 5,463.3
S4 5,239.0 5,283.0 5,441.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,511.0 5,432.0 79.0 1.4% 40.2 0.7% 80% False False 23,482
10 5,548.0 5,415.0 133.0 2.4% 38.8 0.7% 60% False False 22,698
20 5,569.0 5,388.0 181.0 3.3% 38.7 0.7% 59% False False 22,994
40 5,569.0 4,993.0 576.0 10.5% 50.2 0.9% 87% False False 25,829
60 5,569.0 4,993.0 576.0 10.5% 46.7 0.8% 87% False False 23,443
80 5,569.0 4,993.0 576.0 10.5% 40.6 0.7% 87% False False 17,606
100 5,569.0 4,836.0 733.0 13.3% 36.6 0.7% 90% False False 14,102
120 5,569.0 4,775.0 794.0 14.4% 31.2 0.6% 91% False False 11,754
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,650.8
2.618 5,593.6
1.618 5,558.6
1.000 5,537.0
0.618 5,523.6
HIGH 5,502.0
0.618 5,488.6
0.500 5,484.5
0.382 5,480.4
LOW 5,467.0
0.618 5,445.4
1.000 5,432.0
1.618 5,410.4
2.618 5,375.4
4.250 5,318.3
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 5,491.5 5,487.2
PP 5,488.0 5,479.3
S1 5,484.5 5,471.5

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

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