ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 5,414.0 5,465.0 51.0 0.9% 5,475.0
High 5,481.0 5,471.0 -10.0 -0.2% 5,496.0
Low 5,406.0 5,443.0 37.0 0.7% 5,365.0
Close 5,470.0 5,458.0 -12.0 -0.2% 5,376.0
Range 75.0 28.0 -47.0 -62.7% 131.0
ATR 46.8 45.5 -1.3 -2.9% 0.0
Volume 35,612 20,138 -15,474 -43.5% 133,338
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,541.3 5,527.7 5,473.4
R3 5,513.3 5,499.7 5,465.7
R2 5,485.3 5,485.3 5,463.1
R1 5,471.7 5,471.7 5,460.6 5,464.5
PP 5,457.3 5,457.3 5,457.3 5,453.8
S1 5,443.7 5,443.7 5,455.4 5,436.5
S2 5,429.3 5,429.3 5,452.9
S3 5,401.3 5,415.7 5,450.3
S4 5,373.3 5,387.7 5,442.6
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% 47.0 0.9% 80% False False 29,773
10 5,597.0 5,365.0 232.0 4.3% 40.3 0.7% 40% False False 26,684
20 5,597.0 5,365.0 232.0 4.3% 37.2 0.7% 40% False False 23,559
40 5,597.0 5,328.0 269.0 4.9% 40.9 0.7% 48% False False 23,882
60 5,597.0 5,328.0 269.0 4.9% 35.1 0.6% 48% False False 20,778
80 5,597.0 5,328.0 269.0 4.9% 29.6 0.5% 48% False False 15,591
100 5,597.0 5,290.0 307.0 5.6% 24.3 0.4% 55% False False 12,475
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,590.0
2.618 5,544.3
1.618 5,516.3
1.000 5,499.0
0.618 5,488.3
HIGH 5,471.0
0.618 5,460.3
0.500 5,457.0
0.382 5,453.7
LOW 5,443.0
0.618 5,425.7
1.000 5,415.0
1.618 5,397.7
2.618 5,369.7
4.250 5,324.0
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 5,457.7 5,451.0
PP 5,457.3 5,444.0
S1 5,457.0 5,437.0

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

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