ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 5,178.0 5,220.0 42.0 0.8% 5,374.0
High 5,238.0 5,229.0 -9.0 -0.2% 5,435.0
Low 5,178.0 5,195.0 17.0 0.3% 5,321.0
Close 5,233.0 5,204.0 -29.0 -0.6% 5,325.0
Range 60.0 34.0 -26.0 -43.3% 114.0
ATR 56.1 54.8 -1.3 -2.3% 0.0
Volume 88,804 990 -87,814 -98.9% 128,723
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,311.3 5,291.7 5,222.7
R3 5,277.3 5,257.7 5,213.4
R2 5,243.3 5,243.3 5,210.2
R1 5,223.7 5,223.7 5,207.1 5,216.5
PP 5,209.3 5,209.3 5,209.3 5,205.8
S1 5,189.7 5,189.7 5,200.9 5,182.5
S2 5,175.3 5,175.3 5,197.8
S3 5,141.3 5,155.7 5,194.7
S4 5,107.3 5,121.7 5,185.3
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,702.3 5,627.7 5,387.7
R3 5,588.3 5,513.7 5,356.4
R2 5,474.3 5,474.3 5,345.9
R1 5,399.7 5,399.7 5,335.5 5,380.0
PP 5,360.3 5,360.3 5,360.3 5,350.5
S1 5,285.7 5,285.7 5,314.6 5,266.0
S2 5,246.3 5,246.3 5,304.1
S3 5,132.3 5,171.7 5,293.7
S4 5,018.3 5,057.7 5,262.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,350.0 5,178.0 172.0 3.3% 51.6 1.0% 15% False False 94,385
10 5,435.0 5,178.0 257.0 4.9% 46.2 0.9% 10% False False 59,876
20 5,552.0 5,178.0 374.0 7.2% 44.5 0.9% 7% False False 42,093
40 5,569.0 5,178.0 391.0 7.5% 41.8 0.8% 7% False False 32,573
60 5,569.0 4,993.0 576.0 11.1% 48.5 0.9% 37% False False 31,486
80 5,569.0 4,993.0 576.0 11.1% 45.9 0.9% 37% False False 29,098
100 5,569.0 4,993.0 576.0 11.1% 41.8 0.8% 37% False False 23,293
120 5,569.0 4,836.0 733.0 14.1% 38.7 0.7% 50% False False 19,429
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 False
Bear Hook False
Bull Hook False
Stretch 6.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,373.5
2.618 5,318.0
1.618 5,284.0
1.000 5,263.0
0.618 5,250.0
HIGH 5,229.0
0.618 5,216.0
0.500 5,212.0
0.382 5,208.0
LOW 5,195.0
0.618 5,174.0
1.000 5,161.0
1.618 5,140.0
2.618 5,106.0
4.250 5,050.5
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 5,212.0 5,226.5
PP 5,209.3 5,219.0
S1 5,206.7 5,211.5

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

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