ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 5,540.0 5,454.0 -86.0 -1.6% 5,551.0
High 5,548.0 5,454.0 -94.0 -1.7% 5,652.0
Low 5,471.0 5,360.0 -111.0 -2.0% 5,471.0
Close 5,500.0 5,379.0 -121.0 -2.2% 5,500.0
Range 77.0 94.0 17.0 22.1% 181.0
ATR 64.0 69.4 5.4 8.5% 0.0
Volume 33,941 38,560 4,619 13.6% 124,386
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 5,679.7 5,623.3 5,430.7
R3 5,585.7 5,529.3 5,404.9
R2 5,491.7 5,491.7 5,396.2
R1 5,435.3 5,435.3 5,387.6 5,416.5
PP 5,397.7 5,397.7 5,397.7 5,388.3
S1 5,341.3 5,341.3 5,370.4 5,322.5
S2 5,303.7 5,303.7 5,361.8
S3 5,209.7 5,247.3 5,353.2
S4 5,115.7 5,153.3 5,327.3
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 6,084.0 5,973.0 5,599.6
R3 5,903.0 5,792.0 5,549.8
R2 5,722.0 5,722.0 5,533.2
R1 5,611.0 5,611.0 5,516.6 5,576.0
PP 5,541.0 5,541.0 5,541.0 5,523.5
S1 5,430.0 5,430.0 5,483.4 5,395.0
S2 5,360.0 5,360.0 5,466.8
S3 5,179.0 5,249.0 5,450.2
S4 4,998.0 5,068.0 5,400.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,652.0 5,360.0 292.0 5.4% 62.8 1.2% 7% False True 28,916
10 5,652.0 5,360.0 292.0 5.4% 63.4 1.2% 7% False True 39,993
20 5,718.0 5,360.0 358.0 6.7% 60.0 1.1% 5% False True 25,688
40 5,756.0 5,360.0 396.0 7.4% 40.4 0.8% 5% False True 12,873
60 5,923.0 5,360.0 563.0 10.5% 28.1 0.5% 3% False True 8,595
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 8.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,853.5
2.618 5,700.1
1.618 5,606.1
1.000 5,548.0
0.618 5,512.1
HIGH 5,454.0
0.618 5,418.1
0.500 5,407.0
0.382 5,395.9
LOW 5,360.0
0.618 5,301.9
1.000 5,266.0
1.618 5,207.9
2.618 5,113.9
4.250 4,960.5
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 5,407.0 5,492.5
PP 5,397.7 5,454.7
S1 5,388.3 5,416.8

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

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