ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 5,478.0 5,517.0 39.0 0.7% 5,414.0
High 5,502.0 5,523.0 21.0 0.4% 5,523.0
Low 5,462.0 5,499.0 37.0 0.7% 5,393.0
Close 5,494.0 5,506.0 12.0 0.2% 5,506.0
Range 40.0 24.0 -16.0 -40.0% 130.0
ATR 45.3 44.2 -1.2 -2.6% 0.0
Volume 27,805 18,537 -9,268 -33.3% 124,704
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,581.3 5,567.7 5,519.2
R3 5,557.3 5,543.7 5,512.6
R2 5,533.3 5,533.3 5,510.4
R1 5,519.7 5,519.7 5,508.2 5,514.5
PP 5,509.3 5,509.3 5,509.3 5,506.8
S1 5,495.7 5,495.7 5,503.8 5,490.5
S2 5,485.3 5,485.3 5,501.6
S3 5,461.3 5,471.7 5,499.4
S4 5,437.3 5,447.7 5,492.8
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,864.0 5,815.0 5,577.5
R3 5,734.0 5,685.0 5,541.8
R2 5,604.0 5,604.0 5,529.8
R1 5,555.0 5,555.0 5,517.9 5,579.5
PP 5,474.0 5,474.0 5,474.0 5,486.3
S1 5,425.0 5,425.0 5,494.1 5,449.5
S2 5,344.0 5,344.0 5,482.2
S3 5,214.0 5,295.0 5,470.3
S4 5,084.0 5,165.0 5,434.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,523.0 5,393.0 130.0 2.4% 38.4 0.7% 87% True False 24,940
10 5,523.0 5,365.0 158.0 2.9% 39.0 0.7% 89% True False 25,804
20 5,597.0 5,365.0 232.0 4.2% 35.2 0.6% 61% False False 23,437
40 5,597.0 5,328.0 269.0 4.9% 39.5 0.7% 66% False False 23,637
60 5,597.0 5,328.0 269.0 4.9% 35.6 0.6% 66% False False 21,549
80 5,597.0 5,328.0 269.0 4.9% 30.2 0.5% 66% False False 16,170
100 5,597.0 5,302.0 295.0 5.4% 24.9 0.5% 69% False False 12,938
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,625.0
2.618 5,585.8
1.618 5,561.8
1.000 5,547.0
0.618 5,537.8
HIGH 5,523.0
0.618 5,513.8
0.500 5,511.0
0.382 5,508.2
LOW 5,499.0
0.618 5,484.2
1.000 5,475.0
1.618 5,460.2
2.618 5,436.2
4.250 5,397.0
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 5,511.0 5,498.3
PP 5,509.3 5,490.7
S1 5,507.7 5,483.0

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

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