ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 5,324.0 5,370.0 46.0 0.9% 5,551.0
High 5,418.0 5,481.0 63.0 1.2% 5,652.0
Low 5,324.0 5,363.0 39.0 0.7% 5,471.0
Close 5,397.0 5,478.0 81.0 1.5% 5,500.0
Range 94.0 118.0 24.0 25.5% 181.0
ATR 71.2 74.5 3.3 4.7% 0.0
Volume 41,864 28,387 -13,477 -32.2% 124,386
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,794.7 5,754.3 5,542.9
R3 5,676.7 5,636.3 5,510.5
R2 5,558.7 5,558.7 5,499.6
R1 5,518.3 5,518.3 5,488.8 5,538.5
PP 5,440.7 5,440.7 5,440.7 5,450.8
S1 5,400.3 5,400.3 5,467.2 5,420.5
S2 5,322.7 5,322.7 5,456.4
S3 5,204.7 5,282.3 5,445.6
S4 5,086.7 5,164.3 5,413.1
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 5,625.0 5,324.0 301.0 5.5% 89.0 1.6% 51% False False 33,241
10 5,652.0 5,324.0 328.0 6.0% 74.4 1.4% 47% False False 29,776
20 5,652.0 5,324.0 328.0 6.0% 63.1 1.2% 47% False False 29,188
40 5,756.0 5,324.0 432.0 7.9% 45.7 0.8% 36% False False 14,626
60 5,923.0 5,324.0 599.0 10.9% 31.6 0.6% 26% False False 9,766
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 6.2
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5,982.5
2.618 5,789.9
1.618 5,671.9
1.000 5,599.0
0.618 5,553.9
HIGH 5,481.0
0.618 5,435.9
0.500 5,422.0
0.382 5,408.1
LOW 5,363.0
0.618 5,290.1
1.000 5,245.0
1.618 5,172.1
2.618 5,054.1
4.250 4,861.5
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 5,459.3 5,452.8
PP 5,440.7 5,427.7
S1 5,422.0 5,402.5

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

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