ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 5,414.0 5,414.0 0.0 0.0% 5,475.0
High 5,418.0 5,481.0 63.0 1.2% 5,496.0
Low 5,393.0 5,406.0 13.0 0.2% 5,365.0
Close 5,394.0 5,470.0 76.0 1.4% 5,376.0
Range 25.0 75.0 50.0 200.0% 131.0
ATR 43.7 46.8 3.1 7.1% 0.0
Volume 22,612 35,612 13,000 57.5% 133,338
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,677.3 5,648.7 5,511.3
R3 5,602.3 5,573.7 5,490.6
R2 5,527.3 5,527.3 5,483.8
R1 5,498.7 5,498.7 5,476.9 5,513.0
PP 5,452.3 5,452.3 5,452.3 5,459.5
S1 5,423.7 5,423.7 5,463.1 5,438.0
S2 5,377.3 5,377.3 5,456.3
S3 5,302.3 5,348.7 5,449.4
S4 5,227.3 5,273.7 5,428.8
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,805.3 5,721.7 5,448.1
R3 5,674.3 5,590.7 5,412.0
R2 5,543.3 5,543.3 5,400.0
R1 5,459.7 5,459.7 5,388.0 5,436.0
PP 5,412.3 5,412.3 5,412.3 5,400.5
S1 5,328.7 5,328.7 5,364.0 5,305.0
S2 5,281.3 5,281.3 5,352.0
S3 5,150.3 5,197.7 5,340.0
S4 5,019.3 5,066.7 5,304.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,481.0 5,365.0 116.0 2.1% 46.4 0.8% 91% True False 30,330
10 5,597.0 5,365.0 232.0 4.2% 42.1 0.8% 45% False False 27,014
20 5,597.0 5,365.0 232.0 4.2% 37.4 0.7% 45% False False 23,587
40 5,597.0 5,328.0 269.0 4.9% 40.9 0.7% 53% False False 24,908
60 5,597.0 5,328.0 269.0 4.9% 35.1 0.6% 53% False False 20,444
80 5,597.0 5,328.0 269.0 4.9% 29.2 0.5% 53% False False 15,339
100 5,597.0 5,284.0 313.0 5.7% 24.0 0.4% 59% False False 12,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5,799.8
2.618 5,677.4
1.618 5,602.4
1.000 5,556.0
0.618 5,527.4
HIGH 5,481.0
0.618 5,452.4
0.500 5,443.5
0.382 5,434.7
LOW 5,406.0
0.618 5,359.7
1.000 5,331.0
1.618 5,284.7
2.618 5,209.7
4.250 5,087.3
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 5,461.2 5,454.3
PP 5,452.3 5,438.7
S1 5,443.5 5,423.0

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

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