ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 5,590.0 5,607.0 17.0 0.3% 5,527.0
High 5,612.0 5,614.0 2.0 0.0% 5,647.0
Low 5,586.0 5,587.0 1.0 0.0% 5,509.0
Close 5,600.0 5,596.0 -4.0 -0.1% 5,609.0
Range 26.0 27.0 1.0 3.8% 138.0
ATR 41.2 40.2 -1.0 -2.5% 0.0
Volume 19,357 15,209 -4,148 -21.4% 114,603
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,680.0 5,665.0 5,610.9
R3 5,653.0 5,638.0 5,603.4
R2 5,626.0 5,626.0 5,601.0
R1 5,611.0 5,611.0 5,598.5 5,605.0
PP 5,599.0 5,599.0 5,599.0 5,596.0
S1 5,584.0 5,584.0 5,593.5 5,578.0
S2 5,572.0 5,572.0 5,591.1
S3 5,545.0 5,557.0 5,588.6
S4 5,518.0 5,530.0 5,581.2
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 6,002.3 5,943.7 5,684.9
R3 5,864.3 5,805.7 5,647.0
R2 5,726.3 5,726.3 5,634.3
R1 5,667.7 5,667.7 5,621.7 5,697.0
PP 5,588.3 5,588.3 5,588.3 5,603.0
S1 5,529.7 5,529.7 5,596.4 5,559.0
S2 5,450.3 5,450.3 5,583.7
S3 5,312.3 5,391.7 5,571.1
S4 5,174.3 5,253.7 5,533.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,647.0 5,570.0 77.0 1.4% 31.8 0.6% 34% False False 20,759
10 5,647.0 5,443.0 204.0 3.6% 32.1 0.6% 75% False False 21,564
20 5,647.0 5,365.0 282.0 5.0% 37.1 0.7% 82% False False 24,289
40 5,647.0 5,363.0 284.0 5.1% 36.4 0.7% 82% False False 22,692
60 5,647.0 5,328.0 319.0 5.7% 37.6 0.7% 84% False False 24,023
80 5,647.0 5,328.0 319.0 5.7% 32.1 0.6% 84% False False 18,033
100 5,647.0 5,328.0 319.0 5.7% 27.1 0.5% 84% False False 14,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,728.8
2.618 5,684.7
1.618 5,657.7
1.000 5,641.0
0.618 5,630.7
HIGH 5,614.0
0.618 5,603.7
0.500 5,600.5
0.382 5,597.3
LOW 5,587.0
0.618 5,570.3
1.000 5,560.0
1.618 5,543.3
2.618 5,516.3
4.250 5,472.3
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 5,600.5 5,606.5
PP 5,599.0 5,603.0
S1 5,597.5 5,599.5

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

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