ASX SPI 200 Index Future June 2014


Trading Metrics calculated at close of trading on 26-May-2014
Day Change Summary
Previous Current
23-May-2014 26-May-2014 Change Change % Previous Week
Open 5,490.0 5,521.0 31.0 0.6% 5,493.0
High 5,518.0 5,525.0 7.0 0.1% 5,518.0
Low 5,485.0 5,506.0 21.0 0.4% 5,379.0
Close 5,511.0 5,524.0 13.0 0.2% 5,511.0
Range 33.0 19.0 -14.0 -42.4% 139.0
ATR 52.1 49.8 -2.4 -4.5% 0.0
Volume 16,950 11,644 -5,306 -31.3% 114,491
Daily Pivots for day following 26-May-2014
Classic Woodie Camarilla DeMark
R4 5,575.3 5,568.7 5,534.5
R3 5,556.3 5,549.7 5,529.2
R2 5,537.3 5,537.3 5,527.5
R1 5,530.7 5,530.7 5,525.7 5,534.0
PP 5,518.3 5,518.3 5,518.3 5,520.0
S1 5,511.7 5,511.7 5,522.3 5,515.0
S2 5,499.3 5,499.3 5,520.5
S3 5,480.3 5,492.7 5,518.8
S4 5,461.3 5,473.7 5,513.6
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5,886.3 5,837.7 5,587.5
R3 5,747.3 5,698.7 5,549.2
R2 5,608.3 5,608.3 5,536.5
R1 5,559.7 5,559.7 5,523.7 5,584.0
PP 5,469.3 5,469.3 5,469.3 5,481.5
S1 5,420.7 5,420.7 5,498.3 5,445.0
S2 5,330.3 5,330.3 5,485.5
S3 5,191.3 5,281.7 5,472.8
S4 5,052.3 5,142.7 5,434.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,525.0 5,379.0 146.0 2.6% 43.4 0.8% 99% True False 19,794
10 5,527.0 5,379.0 148.0 2.7% 43.4 0.8% 98% False False 21,707
20 5,552.0 5,379.0 173.0 3.1% 48.8 0.9% 84% False False 22,253
40 5,552.0 5,305.0 247.0 4.5% 42.9 0.8% 89% False False 21,583
60 5,552.0 5,286.0 266.0 4.8% 40.2 0.7% 89% False False 21,473
80 5,552.0 4,998.0 554.0 10.0% 33.7 0.6% 95% False False 16,133
100 5,552.0 4,998.0 554.0 10.0% 29.0 0.5% 95% False False 12,912
120 5,552.0 4,998.0 554.0 10.0% 26.0 0.5% 95% False False 10,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 5,605.8
2.618 5,574.7
1.618 5,555.7
1.000 5,544.0
0.618 5,536.7
HIGH 5,525.0
0.618 5,517.7
0.500 5,515.5
0.382 5,513.3
LOW 5,506.0
0.618 5,494.3
1.000 5,487.0
1.618 5,475.3
2.618 5,456.3
4.250 5,425.3
Fisher Pivots for day following 26-May-2014
Pivot 1 day 3 day
R1 5,521.2 5,512.0
PP 5,518.3 5,500.0
S1 5,515.5 5,488.0

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

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