ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 5,620.0 5,616.0 -4.0 -0.1% 5,527.0
High 5,633.0 5,616.0 -17.0 -0.3% 5,647.0
Low 5,607.0 5,592.0 -15.0 -0.3% 5,509.0
Close 5,629.0 5,609.0 -20.0 -0.4% 5,609.0
Range 26.0 24.0 -2.0 -7.7% 138.0
ATR 40.0 39.8 -0.2 -0.5% 0.0
Volume 20,206 17,751 -2,455 -12.1% 114,603
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 5,677.7 5,667.3 5,622.2
R3 5,653.7 5,643.3 5,615.6
R2 5,629.7 5,629.7 5,613.4
R1 5,619.3 5,619.3 5,611.2 5,612.5
PP 5,605.7 5,605.7 5,605.7 5,602.3
S1 5,595.3 5,595.3 5,606.8 5,588.5
S2 5,581.7 5,581.7 5,604.6
S3 5,557.7 5,571.3 5,602.4
S4 5,533.7 5,547.3 5,595.8
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 5,633.0 5,586.0 47.0 0.8% 24.8 0.4% 49% False False 17,423
10 5,647.0 5,499.0 148.0 2.6% 30.3 0.5% 74% False False 20,566
20 5,647.0 5,365.0 282.0 5.0% 35.9 0.6% 87% False False 23,713
40 5,647.0 5,365.0 282.0 5.0% 35.2 0.6% 87% False False 22,292
60 5,647.0 5,328.0 319.0 5.7% 37.1 0.7% 88% False False 24,647
80 5,647.0 5,328.0 319.0 5.7% 32.2 0.6% 88% False False 18,505
100 5,647.0 5,328.0 319.0 5.7% 27.6 0.5% 88% False False 14,810
Crabel Price Patterns
NR True
NR4 True
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 7.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,718.0
2.618 5,678.8
1.618 5,654.8
1.000 5,640.0
0.618 5,630.8
HIGH 5,616.0
0.618 5,606.8
0.500 5,604.0
0.382 5,601.2
LOW 5,592.0
0.618 5,577.2
1.000 5,568.0
1.618 5,553.2
2.618 5,529.2
4.250 5,490.0
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 5,607.3 5,610.0
PP 5,605.7 5,609.7
S1 5,604.0 5,609.3

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

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