ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 5,618.0 5,652.0 34.0 0.6% 5,477.0
High 5,655.0 5,652.0 -3.0 -0.1% 5,655.0
Low 5,606.0 5,608.0 2.0 0.0% 5,464.0
Close 5,651.0 5,613.0 -38.0 -0.7% 5,651.0
Range 49.0 44.0 -5.0 -10.2% 191.0
ATR 71.0 69.1 -1.9 -2.7% 0.0
Volume 18,818 14,662 -4,156 -22.1% 107,510
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,756.3 5,728.7 5,637.2
R3 5,712.3 5,684.7 5,625.1
R2 5,668.3 5,668.3 5,621.1
R1 5,640.7 5,640.7 5,617.0 5,632.5
PP 5,624.3 5,624.3 5,624.3 5,620.3
S1 5,596.7 5,596.7 5,609.0 5,588.5
S2 5,580.3 5,580.3 5,604.9
S3 5,536.3 5,552.7 5,600.9
S4 5,492.3 5,508.7 5,588.8
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 6,163.0 6,098.0 5,756.1
R3 5,972.0 5,907.0 5,703.5
R2 5,781.0 5,781.0 5,686.0
R1 5,716.0 5,716.0 5,668.5 5,748.5
PP 5,590.0 5,590.0 5,590.0 5,606.3
S1 5,525.0 5,525.0 5,633.5 5,557.5
S2 5,399.0 5,399.0 5,616.0
S3 5,208.0 5,334.0 5,598.5
S4 5,017.0 5,143.0 5,546.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,655.0 5,467.0 188.0 3.3% 48.8 0.9% 78% False False 20,825
10 5,668.0 5,464.0 204.0 3.6% 53.4 1.0% 73% False False 20,057
20 5,668.0 5,324.0 344.0 6.1% 63.3 1.1% 84% False False 23,120
40 5,668.0 5,324.0 344.0 6.1% 65.1 1.2% 84% False False 28,065
60 5,756.0 5,324.0 432.0 7.7% 55.1 1.0% 67% False False 18,746
80 5,923.0 5,324.0 599.0 10.7% 42.9 0.8% 48% False False 14,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,839.0
2.618 5,767.2
1.618 5,723.2
1.000 5,696.0
0.618 5,679.2
HIGH 5,652.0
0.618 5,635.2
0.500 5,630.0
0.382 5,624.8
LOW 5,608.0
0.618 5,580.8
1.000 5,564.0
1.618 5,536.8
2.618 5,492.8
4.250 5,421.0
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 5,630.0 5,621.5
PP 5,624.3 5,618.7
S1 5,618.7 5,615.8

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

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