ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 5,625.0 5,645.0 20.0 0.4% 5,449.0
High 5,644.0 5,668.0 24.0 0.4% 5,642.0
Low 5,595.0 5,632.0 37.0 0.7% 5,393.0
Close 5,642.0 5,646.0 4.0 0.1% 5,613.0
Range 49.0 36.0 -13.0 -26.5% 249.0
ATR 81.5 78.2 -3.2 -4.0% 0.0
Volume 15,523 20,104 4,581 29.5% 127,354
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,756.7 5,737.3 5,665.8
R3 5,720.7 5,701.3 5,655.9
R2 5,684.7 5,684.7 5,652.6
R1 5,665.3 5,665.3 5,649.3 5,675.0
PP 5,648.7 5,648.7 5,648.7 5,653.5
S1 5,629.3 5,629.3 5,642.7 5,639.0
S2 5,612.7 5,612.7 5,639.4
S3 5,576.7 5,593.3 5,636.1
S4 5,540.7 5,557.3 5,626.2
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 5,668.0 5,524.0 144.0 2.6% 49.6 0.9% 85% True False 20,207
10 5,668.0 5,324.0 344.0 6.1% 68.1 1.2% 94% True False 24,629
20 5,668.0 5,324.0 344.0 6.1% 75.7 1.3% 94% True False 27,248
40 5,756.0 5,324.0 432.0 7.7% 63.4 1.1% 75% False False 23,590
60 5,923.0 5,324.0 599.0 10.6% 48.5 0.9% 54% False False 15,743
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.0
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,821.0
2.618 5,762.2
1.618 5,726.2
1.000 5,704.0
0.618 5,690.2
HIGH 5,668.0
0.618 5,654.2
0.500 5,650.0
0.382 5,645.8
LOW 5,632.0
0.618 5,609.8
1.000 5,596.0
1.618 5,573.8
2.618 5,537.8
4.250 5,479.0
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 5,650.0 5,640.7
PP 5,648.7 5,635.3
S1 5,647.3 5,630.0

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

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