ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 5,409.0 5,403.0 -6.0 -0.1% 5,495.0
High 5,414.0 5,435.0 21.0 0.4% 5,502.0
Low 5,395.0 5,396.0 1.0 0.0% 5,347.0
Close 5,411.0 5,414.0 3.0 0.1% 5,348.0
Range 19.0 39.0 20.0 105.3% 155.0
ATR 48.0 47.4 -0.6 -1.3% 0.0
Volume 16,876 24,766 7,890 46.8% 143,143
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,532.0 5,512.0 5,435.5
R3 5,493.0 5,473.0 5,424.7
R2 5,454.0 5,454.0 5,421.2
R1 5,434.0 5,434.0 5,417.6 5,444.0
PP 5,415.0 5,415.0 5,415.0 5,420.0
S1 5,395.0 5,395.0 5,410.4 5,405.0
S2 5,376.0 5,376.0 5,406.9
S3 5,337.0 5,356.0 5,403.3
S4 5,298.0 5,317.0 5,392.6
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,864.0 5,761.0 5,433.3
R3 5,709.0 5,606.0 5,390.6
R2 5,554.0 5,554.0 5,376.4
R1 5,451.0 5,451.0 5,362.2 5,425.0
PP 5,399.0 5,399.0 5,399.0 5,386.0
S1 5,296.0 5,296.0 5,333.8 5,270.0
S2 5,244.0 5,244.0 5,319.6
S3 5,089.0 5,141.0 5,305.4
S4 4,934.0 4,986.0 5,262.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,435.0 5,347.0 88.0 1.6% 39.2 0.7% 76% True False 24,074
10 5,542.0 5,347.0 195.0 3.6% 45.6 0.8% 34% False False 25,155
20 5,552.0 5,347.0 205.0 3.8% 42.7 0.8% 33% False False 24,720
40 5,569.0 5,347.0 222.0 4.1% 40.1 0.7% 30% False False 23,720
60 5,569.0 4,993.0 576.0 10.6% 48.3 0.9% 73% False False 25,613
80 5,569.0 4,993.0 576.0 10.6% 45.2 0.8% 73% False False 22,835
100 5,569.0 4,993.0 576.0 10.6% 39.9 0.7% 73% False False 18,288
120 5,569.0 4,836.0 733.0 13.5% 36.7 0.7% 79% False False 15,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,600.8
2.618 5,537.1
1.618 5,498.1
1.000 5,474.0
0.618 5,459.1
HIGH 5,435.0
0.618 5,420.1
0.500 5,415.5
0.382 5,410.9
LOW 5,396.0
0.618 5,371.9
1.000 5,357.0
1.618 5,332.9
2.618 5,293.9
4.250 5,230.3
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 5,415.5 5,410.8
PP 5,415.0 5,407.7
S1 5,414.5 5,404.5

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

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