ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 5,651.0 5,629.0 -22.0 -0.4% 5,610.0
High 5,653.0 5,630.0 -23.0 -0.4% 5,670.0
Low 5,611.0 5,585.0 -26.0 -0.5% 5,585.0
Close 5,633.0 5,594.0 -39.0 -0.7% 5,594.0
Range 42.0 45.0 3.0 7.1% 85.0
ATR 38.6 39.3 0.7 1.7% 0.0
Volume 16,898 20,818 3,920 23.2% 94,264
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,738.0 5,711.0 5,618.8
R3 5,693.0 5,666.0 5,606.4
R2 5,648.0 5,648.0 5,602.3
R1 5,621.0 5,621.0 5,598.1 5,612.0
PP 5,603.0 5,603.0 5,603.0 5,598.5
S1 5,576.0 5,576.0 5,589.9 5,567.0
S2 5,558.0 5,558.0 5,585.8
S3 5,513.0 5,531.0 5,581.6
S4 5,468.0 5,486.0 5,569.3
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,871.3 5,817.7 5,640.8
R3 5,786.3 5,732.7 5,617.4
R2 5,701.3 5,701.3 5,609.6
R1 5,647.7 5,647.7 5,601.8 5,632.0
PP 5,616.3 5,616.3 5,616.3 5,608.5
S1 5,562.7 5,562.7 5,586.2 5,547.0
S2 5,531.3 5,531.3 5,578.4
S3 5,446.3 5,477.7 5,570.6
S4 5,361.3 5,392.7 5,547.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,670.0 5,585.0 85.0 1.5% 39.8 0.7% 11% False True 18,852
10 5,670.0 5,585.0 85.0 1.5% 32.6 0.6% 11% False True 18,710
20 5,670.0 5,393.0 277.0 5.0% 34.7 0.6% 73% False False 21,320
40 5,670.0 5,365.0 305.0 5.5% 35.2 0.6% 75% False False 21,862
60 5,670.0 5,328.0 342.0 6.1% 38.5 0.7% 78% False False 26,233
80 5,670.0 5,328.0 342.0 6.1% 33.8 0.6% 78% False False 19,936
100 5,670.0 5,328.0 342.0 6.1% 29.5 0.5% 78% False False 15,954
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,821.3
2.618 5,747.8
1.618 5,702.8
1.000 5,675.0
0.618 5,657.8
HIGH 5,630.0
0.618 5,612.8
0.500 5,607.5
0.382 5,602.2
LOW 5,585.0
0.618 5,557.2
1.000 5,540.0
1.618 5,512.2
2.618 5,467.2
4.250 5,393.8
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 5,607.5 5,627.5
PP 5,603.0 5,616.3
S1 5,598.5 5,605.2

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

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