ASX SPI 200 Index Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 5,532.0 5,498.0 -34.0 -0.6% 5,521.0
High 5,539.0 5,532.0 -7.0 -0.1% 5,553.0
Low 5,492.0 5,486.0 -6.0 -0.1% 5,492.0
Close 5,503.0 5,526.0 23.0 0.4% 5,503.0
Range 47.0 46.0 -1.0 -2.1% 61.0
ATR 45.6 45.7 0.0 0.1% 0.0
Volume 28,216 19,022 -9,194 -32.6% 87,975
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 5,652.7 5,635.3 5,551.3
R3 5,606.7 5,589.3 5,538.7
R2 5,560.7 5,560.7 5,534.4
R1 5,543.3 5,543.3 5,530.2 5,552.0
PP 5,514.7 5,514.7 5,514.7 5,519.0
S1 5,497.3 5,497.3 5,521.8 5,506.0
S2 5,468.7 5,468.7 5,517.6
S3 5,422.7 5,451.3 5,513.4
S4 5,376.7 5,405.3 5,500.7
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5,699.0 5,662.0 5,536.6
R3 5,638.0 5,601.0 5,519.8
R2 5,577.0 5,577.0 5,514.2
R1 5,540.0 5,540.0 5,508.6 5,528.0
PP 5,516.0 5,516.0 5,516.0 5,510.0
S1 5,479.0 5,479.0 5,497.4 5,467.0
S2 5,455.0 5,455.0 5,491.8
S3 5,394.0 5,418.0 5,486.2
S4 5,333.0 5,357.0 5,469.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,553.0 5,486.0 67.0 1.2% 35.6 0.6% 60% False True 19,070
10 5,553.0 5,379.0 174.0 3.1% 39.5 0.7% 84% False False 19,432
20 5,553.0 5,379.0 174.0 3.1% 41.1 0.7% 84% False False 20,863
40 5,553.0 5,337.0 216.0 3.9% 42.0 0.8% 88% False False 21,173
60 5,553.0 5,286.0 267.0 4.8% 40.8 0.7% 90% False False 23,050
80 5,553.0 5,050.0 503.0 9.1% 34.8 0.6% 95% False False 17,313
100 5,553.0 4,998.0 555.0 10.0% 30.8 0.6% 95% False False 13,865
120 5,553.0 4,998.0 555.0 10.0% 27.5 0.5% 95% False False 11,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,727.5
2.618 5,652.4
1.618 5,606.4
1.000 5,578.0
0.618 5,560.4
HIGH 5,532.0
0.618 5,514.4
0.500 5,509.0
0.382 5,503.6
LOW 5,486.0
0.618 5,457.6
1.000 5,440.0
1.618 5,411.6
2.618 5,365.6
4.250 5,290.5
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 5,520.3 5,521.5
PP 5,514.7 5,517.0
S1 5,509.0 5,512.5

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

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