ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 5,635.0 5,625.0 -10.0 -0.2% 5,449.0
High 5,642.0 5,644.0 2.0 0.0% 5,642.0
Low 5,592.0 5,595.0 3.0 0.1% 5,393.0
Close 5,613.0 5,642.0 29.0 0.5% 5,613.0
Range 50.0 49.0 -1.0 -2.0% 249.0
ATR 84.0 81.5 -2.5 -3.0% 0.0
Volume 16,917 15,523 -1,394 -8.2% 127,354
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,774.0 5,757.0 5,669.0
R3 5,725.0 5,708.0 5,655.5
R2 5,676.0 5,676.0 5,651.0
R1 5,659.0 5,659.0 5,646.5 5,667.5
PP 5,627.0 5,627.0 5,627.0 5,631.3
S1 5,610.0 5,610.0 5,637.5 5,618.5
S2 5,578.0 5,578.0 5,633.0
S3 5,529.0 5,561.0 5,628.5
S4 5,480.0 5,512.0 5,615.1
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 6,296.3 6,203.7 5,750.0
R3 6,047.3 5,954.7 5,681.5
R2 5,798.3 5,798.3 5,658.7
R1 5,705.7 5,705.7 5,635.8 5,752.0
PP 5,549.3 5,549.3 5,549.3 5,572.5
S1 5,456.7 5,456.7 5,590.2 5,503.0
S2 5,300.3 5,300.3 5,567.4
S3 5,051.3 5,207.7 5,544.5
S4 4,802.3 4,958.7 5,476.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,644.0 5,485.0 159.0 2.8% 52.6 0.9% 99% True False 22,618
10 5,644.0 5,324.0 320.0 5.7% 73.2 1.3% 99% True False 26,183
20 5,652.0 5,324.0 328.0 5.8% 76.5 1.4% 97% False False 27,699
40 5,756.0 5,324.0 432.0 7.7% 63.9 1.1% 74% False False 23,090
60 5,923.0 5,324.0 599.0 10.6% 47.9 0.8% 53% False False 15,408
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,852.3
2.618 5,772.3
1.618 5,723.3
1.000 5,693.0
0.618 5,674.3
HIGH 5,644.0
0.618 5,625.3
0.500 5,619.5
0.382 5,613.7
LOW 5,595.0
0.618 5,564.7
1.000 5,546.0
1.618 5,515.7
2.618 5,466.7
4.250 5,386.8
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 5,634.5 5,633.8
PP 5,627.0 5,625.7
S1 5,619.5 5,617.5

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

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