ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 5,419.0 5,460.0 41.0 0.8% 5,454.0
High 5,444.0 5,535.0 91.0 1.7% 5,561.0
Low 5,378.0 5,448.0 70.0 1.3% 5,324.0
Close 5,432.0 5,523.0 91.0 1.7% 5,487.0
Range 66.0 87.0 21.0 31.8% 237.0
ATR 80.8 82.4 1.6 2.0% 0.0
Volume 23,481 35,648 12,167 51.8% 162,651
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,763.0 5,730.0 5,570.9
R3 5,676.0 5,643.0 5,546.9
R2 5,589.0 5,589.0 5,539.0
R1 5,556.0 5,556.0 5,531.0 5,572.5
PP 5,502.0 5,502.0 5,502.0 5,510.3
S1 5,469.0 5,469.0 5,515.0 5,485.5
S2 5,415.0 5,415.0 5,507.1
S3 5,328.0 5,382.0 5,499.1
S4 5,241.0 5,295.0 5,475.2
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 6,168.3 6,064.7 5,617.4
R3 5,931.3 5,827.7 5,552.2
R2 5,694.3 5,694.3 5,530.5
R1 5,590.7 5,590.7 5,508.7 5,642.5
PP 5,457.3 5,457.3 5,457.3 5,483.3
S1 5,353.7 5,353.7 5,465.3 5,405.5
S2 5,220.3 5,220.3 5,443.6
S3 4,983.3 5,116.7 5,421.8
S4 4,746.3 4,879.7 5,356.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,561.0 5,363.0 198.0 3.6% 95.2 1.7% 81% False False 28,271
10 5,652.0 5,324.0 328.0 5.9% 83.3 1.5% 61% False False 29,866
20 5,652.0 5,324.0 328.0 5.9% 68.8 1.2% 61% False False 34,771
40 5,756.0 5,324.0 432.0 7.8% 51.0 0.9% 46% False False 17,449
60 5,923.0 5,324.0 599.0 10.8% 37.6 0.7% 33% False False 11,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,904.8
2.618 5,762.8
1.618 5,675.8
1.000 5,622.0
0.618 5,588.8
HIGH 5,535.0
0.618 5,501.8
0.500 5,491.5
0.382 5,481.2
LOW 5,448.0
0.618 5,394.2
1.000 5,361.0
1.618 5,307.2
2.618 5,220.2
4.250 5,078.3
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 5,512.5 5,501.7
PP 5,502.0 5,480.3
S1 5,491.5 5,459.0

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

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