ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 5,481.0 5,512.0 31.0 0.6% 5,486.0
High 5,502.0 5,512.0 10.0 0.2% 5,511.0
Low 5,467.0 5,484.0 17.0 0.3% 5,432.0
Close 5,495.0 5,488.0 -7.0 -0.1% 5,485.0
Range 35.0 28.0 -7.0 -20.0% 79.0
ATR 48.5 47.1 -1.5 -3.0% 0.0
Volume 17,657 21,086 3,429 19.4% 119,408
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,578.7 5,561.3 5,503.4
R3 5,550.7 5,533.3 5,495.7
R2 5,522.7 5,522.7 5,493.1
R1 5,505.3 5,505.3 5,490.6 5,500.0
PP 5,494.7 5,494.7 5,494.7 5,492.0
S1 5,477.3 5,477.3 5,485.4 5,472.0
S2 5,466.7 5,466.7 5,482.9
S3 5,438.7 5,449.3 5,480.3
S4 5,410.7 5,421.3 5,472.6
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 5,512.0 5,432.0 80.0 1.5% 41.4 0.8% 70% True False 24,099
10 5,512.0 5,415.0 97.0 1.8% 35.6 0.6% 75% True False 21,987
20 5,569.0 5,404.0 165.0 3.0% 38.3 0.7% 51% False False 23,029
40 5,569.0 4,993.0 576.0 10.5% 49.8 0.9% 86% False False 25,741
60 5,569.0 4,993.0 576.0 10.5% 46.6 0.8% 86% False False 23,795
80 5,569.0 4,993.0 576.0 10.5% 40.8 0.7% 86% False False 17,869
100 5,569.0 4,836.0 733.0 13.4% 36.6 0.7% 89% False False 14,313
120 5,569.0 4,775.0 794.0 14.5% 31.5 0.6% 90% False False 11,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 8.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,631.0
2.618 5,585.3
1.618 5,557.3
1.000 5,540.0
0.618 5,529.3
HIGH 5,512.0
0.618 5,501.3
0.500 5,498.0
0.382 5,494.7
LOW 5,484.0
0.618 5,466.7
1.000 5,456.0
1.618 5,438.7
2.618 5,410.7
4.250 5,365.0
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 5,498.0 5,487.3
PP 5,494.7 5,486.7
S1 5,491.3 5,486.0

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

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