ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 5,476.0 5,457.0 -19.0 -0.3% 5,593.0
High 5,483.0 5,467.0 -16.0 -0.3% 5,607.0
Low 5,434.0 5,399.0 -35.0 -0.6% 5,509.0
Close 5,442.0 5,402.0 -40.0 -0.7% 5,538.0
Range 49.0 68.0 19.0 38.8% 98.0
ATR 43.9 45.6 1.7 3.9% 0.0
Volume 131,333 96,170 -35,163 -26.8% 129,469
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,626.7 5,582.3 5,439.4
R3 5,558.7 5,514.3 5,420.7
R2 5,490.7 5,490.7 5,414.5
R1 5,446.3 5,446.3 5,408.2 5,434.5
PP 5,422.7 5,422.7 5,422.7 5,416.8
S1 5,378.3 5,378.3 5,395.8 5,366.5
S2 5,354.7 5,354.7 5,389.5
S3 5,286.7 5,310.3 5,383.3
S4 5,218.7 5,242.3 5,364.6
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 5,399.0 204.0 3.8% 52.0 1.0% 1% False True 74,388
10 5,653.0 5,399.0 254.0 4.7% 45.1 0.8% 1% False True 47,355
20 5,670.0 5,399.0 271.0 5.0% 38.0 0.7% 1% False True 33,278
40 5,670.0 5,365.0 305.0 5.6% 37.3 0.7% 12% False False 28,566
60 5,670.0 5,328.0 342.0 6.3% 39.1 0.7% 22% False False 26,948
80 5,670.0 5,328.0 342.0 6.3% 37.2 0.7% 22% False False 25,379
100 5,670.0 5,328.0 342.0 6.3% 32.4 0.6% 22% False False 20,310
120 5,670.0 5,328.0 342.0 6.3% 27.9 0.5% 22% False False 16,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5,756.0
2.618 5,645.0
1.618 5,577.0
1.000 5,535.0
0.618 5,509.0
HIGH 5,467.0
0.618 5,441.0
0.500 5,433.0
0.382 5,425.0
LOW 5,399.0
0.618 5,357.0
1.000 5,331.0
1.618 5,289.0
2.618 5,221.0
4.250 5,110.0
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 5,433.0 5,453.0
PP 5,422.7 5,436.0
S1 5,412.3 5,419.0

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

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