ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 5,507.0 5,476.0 -31.0 -0.6% 5,593.0
High 5,507.0 5,483.0 -24.0 -0.4% 5,607.0
Low 5,470.0 5,434.0 -36.0 -0.7% 5,509.0
Close 5,473.0 5,442.0 -31.0 -0.6% 5,538.0
Range 37.0 49.0 12.0 32.4% 98.0
ATR 43.5 43.9 0.4 0.9% 0.0
Volume 78,863 131,333 52,470 66.5% 129,469
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,600.0 5,570.0 5,469.0
R3 5,551.0 5,521.0 5,455.5
R2 5,502.0 5,502.0 5,451.0
R1 5,472.0 5,472.0 5,446.5 5,462.5
PP 5,453.0 5,453.0 5,453.0 5,448.3
S1 5,423.0 5,423.0 5,437.5 5,413.5
S2 5,404.0 5,404.0 5,433.0
S3 5,355.0 5,374.0 5,428.5
S4 5,306.0 5,325.0 5,415.1
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,845.3 5,789.7 5,591.9
R3 5,747.3 5,691.7 5,565.0
R2 5,649.3 5,649.3 5,556.0
R1 5,593.7 5,593.7 5,547.0 5,572.5
PP 5,551.3 5,551.3 5,551.3 5,540.8
S1 5,495.7 5,495.7 5,529.0 5,474.5
S2 5,453.3 5,453.3 5,520.0
S3 5,355.3 5,397.7 5,511.1
S4 5,257.3 5,299.7 5,484.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,603.0 5,434.0 169.0 3.1% 43.0 0.8% 5% False True 60,849
10 5,670.0 5,434.0 236.0 4.3% 41.5 0.8% 3% False True 39,689
20 5,670.0 5,434.0 236.0 4.3% 36.4 0.7% 3% False True 29,799
40 5,670.0 5,365.0 305.0 5.6% 36.6 0.7% 25% False False 26,914
60 5,670.0 5,328.0 342.0 6.3% 38.6 0.7% 33% False False 25,828
80 5,670.0 5,328.0 342.0 6.3% 36.4 0.7% 33% False False 24,177
100 5,670.0 5,328.0 342.0 6.3% 32.0 0.6% 33% False False 19,349
120 5,670.0 5,313.0 357.0 6.6% 27.3 0.5% 36% False False 16,127
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 5.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,691.3
2.618 5,611.3
1.618 5,562.3
1.000 5,532.0
0.618 5,513.3
HIGH 5,483.0
0.618 5,464.3
0.500 5,458.5
0.382 5,452.7
LOW 5,434.0
0.618 5,403.7
1.000 5,385.0
1.618 5,354.7
2.618 5,305.7
4.250 5,225.8
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 5,458.5 5,492.0
PP 5,453.0 5,475.3
S1 5,447.5 5,458.7

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

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