ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 5,477.0 5,491.0 14.0 0.3% 5,625.0
High 5,538.0 5,552.0 14.0 0.3% 5,668.0
Low 5,464.0 5,467.0 3.0 0.1% 5,486.0
Close 5,537.0 5,542.0 5.0 0.1% 5,516.0
Range 74.0 85.0 11.0 14.9% 182.0
ATR 75.9 76.5 0.7 0.9% 0.0
Volume 18,045 31,717 13,672 75.8% 93,922
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 5,775.3 5,743.7 5,588.8
R3 5,690.3 5,658.7 5,565.4
R2 5,605.3 5,605.3 5,557.6
R1 5,573.7 5,573.7 5,549.8 5,589.5
PP 5,520.3 5,520.3 5,520.3 5,528.3
S1 5,488.7 5,488.7 5,534.2 5,504.5
S2 5,435.3 5,435.3 5,526.4
S3 5,350.3 5,403.7 5,518.6
S4 5,265.3 5,318.7 5,495.3
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 6,102.7 5,991.3 5,616.1
R3 5,920.7 5,809.3 5,566.1
R2 5,738.7 5,738.7 5,549.4
R1 5,627.3 5,627.3 5,532.7 5,592.0
PP 5,556.7 5,556.7 5,556.7 5,539.0
S1 5,445.3 5,445.3 5,499.3 5,410.0
S2 5,374.7 5,374.7 5,482.6
S3 5,192.7 5,263.3 5,466.0
S4 5,010.7 5,081.3 5,415.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,622.0 5,464.0 158.0 2.9% 67.8 1.2% 49% False False 21,611
10 5,668.0 5,464.0 204.0 3.7% 58.7 1.1% 38% False False 20,909
20 5,668.0 5,324.0 344.0 6.2% 74.8 1.3% 63% False False 24,785
40 5,718.0 5,324.0 394.0 7.1% 69.1 1.2% 55% False False 26,283
60 5,756.0 5,324.0 432.0 7.8% 53.4 1.0% 50% False False 17,540
80 5,923.0 5,324.0 599.0 10.8% 40.9 0.7% 36% False False 13,166
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 12.7
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,913.3
2.618 5,774.5
1.618 5,689.5
1.000 5,637.0
0.618 5,604.5
HIGH 5,552.0
0.618 5,519.5
0.500 5,509.5
0.382 5,499.5
LOW 5,467.0
0.618 5,414.5
1.000 5,382.0
1.618 5,329.5
2.618 5,244.5
4.250 5,105.8
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 5,531.2 5,530.7
PP 5,520.3 5,519.3
S1 5,509.5 5,508.0

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

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