ASX SPI 200 Index Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 5,313.0 5,298.0 -15.0 -0.3% 5,413.0
High 5,327.0 5,303.0 -24.0 -0.5% 5,432.0
Low 5,297.0 5,250.0 -47.0 -0.9% 5,297.0
Close 5,304.0 5,264.0 -40.0 -0.8% 5,304.0
Range 30.0 53.0 23.0 76.7% 135.0
ATR 50.1 50.4 0.3 0.6% 0.0
Volume 25,097 27,319 2,222 8.9% 129,592
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,431.3 5,400.7 5,293.2
R3 5,378.3 5,347.7 5,278.6
R2 5,325.3 5,325.3 5,273.7
R1 5,294.7 5,294.7 5,268.9 5,283.5
PP 5,272.3 5,272.3 5,272.3 5,266.8
S1 5,241.7 5,241.7 5,259.1 5,230.5
S2 5,219.3 5,219.3 5,254.3
S3 5,166.3 5,188.7 5,249.4
S4 5,113.3 5,135.7 5,234.9
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 5,424.0 5,250.0 174.0 3.3% 51.6 1.0% 8% False True 25,617
10 5,482.0 5,250.0 232.0 4.4% 56.6 1.1% 6% False True 41,661
20 5,665.0 5,250.0 415.0 7.9% 45.1 0.9% 3% False True 24,424
40 5,665.0 5,250.0 415.0 7.9% 30.8 0.6% 3% False True 12,252
60 5,665.0 5,250.0 415.0 7.9% 25.6 0.5% 3% False True 8,188
80 5,665.0 5,250.0 415.0 7.9% 19.9 0.4% 3% False True 6,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 13.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,528.3
2.618 5,441.8
1.618 5,388.8
1.000 5,356.0
0.618 5,335.8
HIGH 5,303.0
0.618 5,282.8
0.500 5,276.5
0.382 5,270.2
LOW 5,250.0
0.618 5,217.2
1.000 5,197.0
1.618 5,164.2
2.618 5,111.2
4.250 5,024.8
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 5,276.5 5,332.5
PP 5,272.3 5,309.7
S1 5,268.2 5,286.8

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

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