ASX SPI 200 Index Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 5,400.0 5,313.0 -87.0 -1.6% 5,413.0
High 5,415.0 5,327.0 -88.0 -1.6% 5,432.0
Low 5,366.0 5,297.0 -69.0 -1.3% 5,297.0
Close 5,371.0 5,304.0 -67.0 -1.2% 5,304.0
Range 49.0 30.0 -19.0 -38.8% 135.0
ATR 48.3 50.1 1.8 3.8% 0.0
Volume 21,181 25,097 3,916 18.5% 129,592
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,399.3 5,381.7 5,320.5
R3 5,369.3 5,351.7 5,312.3
R2 5,339.3 5,339.3 5,309.5
R1 5,321.7 5,321.7 5,306.8 5,315.5
PP 5,309.3 5,309.3 5,309.3 5,306.3
S1 5,291.7 5,291.7 5,301.3 5,285.5
S2 5,279.3 5,279.3 5,298.5
S3 5,249.3 5,261.7 5,295.8
S4 5,219.3 5,231.7 5,287.5
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,749.3 5,661.7 5,378.3
R3 5,614.3 5,526.7 5,341.1
R2 5,479.3 5,479.3 5,328.8
R1 5,391.7 5,391.7 5,316.4 5,368.0
PP 5,344.3 5,344.3 5,344.3 5,332.5
S1 5,256.7 5,256.7 5,291.6 5,233.0
S2 5,209.3 5,209.3 5,279.3
S3 5,074.3 5,121.7 5,266.9
S4 4,939.3 4,986.7 5,229.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,432.0 5,297.0 135.0 2.5% 58.8 1.1% 5% False True 25,918
10 5,505.0 5,297.0 208.0 3.9% 54.8 1.0% 3% False True 44,796
20 5,665.0 5,297.0 368.0 6.9% 43.5 0.8% 2% False True 23,063
40 5,665.0 5,297.0 368.0 6.9% 29.7 0.6% 2% False True 11,571
60 5,665.0 5,297.0 368.0 6.9% 24.7 0.5% 2% False True 7,732
80 5,665.0 5,297.0 368.0 6.9% 19.2 0.4% 2% False True 5,804
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,454.5
2.618 5,405.5
1.618 5,375.5
1.000 5,357.0
0.618 5,345.5
HIGH 5,327.0
0.618 5,315.5
0.500 5,312.0
0.382 5,308.5
LOW 5,297.0
0.618 5,278.5
1.000 5,267.0
1.618 5,248.5
2.618 5,218.5
4.250 5,169.5
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 5,312.0 5,356.0
PP 5,309.3 5,338.7
S1 5,306.7 5,321.3

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

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