ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 5,613.0 5,635.0 22.0 0.4% 5,477.0
High 5,671.0 5,635.0 -36.0 -0.6% 5,655.0
Low 5,599.0 5,576.0 -23.0 -0.4% 5,464.0
Close 5,639.0 5,612.0 -27.0 -0.5% 5,651.0
Range 72.0 59.0 -13.0 -18.1% 191.0
ATR 69.3 68.8 -0.4 -0.6% 0.0
Volume 25,416 24,166 -1,250 -4.9% 107,510
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,784.7 5,757.3 5,644.5
R3 5,725.7 5,698.3 5,628.2
R2 5,666.7 5,666.7 5,622.8
R1 5,639.3 5,639.3 5,617.4 5,623.5
PP 5,607.7 5,607.7 5,607.7 5,599.8
S1 5,580.3 5,580.3 5,606.6 5,564.5
S2 5,548.7 5,548.7 5,601.2
S3 5,489.7 5,521.3 5,595.8
S4 5,430.7 5,462.3 5,579.6
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 5,671.0 5,576.0 95.0 1.7% 51.0 0.9% 38% False True 20,270
10 5,671.0 5,464.0 207.0 3.7% 55.1 1.0% 71% False False 20,838
20 5,671.0 5,324.0 347.0 6.2% 59.9 1.1% 83% False False 22,183
40 5,671.0 5,324.0 347.0 6.2% 66.2 1.2% 83% False False 29,263
60 5,756.0 5,324.0 432.0 7.7% 55.8 1.0% 67% False False 19,571
80 5,923.0 5,324.0 599.0 10.7% 44.5 0.8% 48% False False 14,691
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,885.8
2.618 5,789.5
1.618 5,730.5
1.000 5,694.0
0.618 5,671.5
HIGH 5,635.0
0.618 5,612.5
0.500 5,605.5
0.382 5,598.5
LOW 5,576.0
0.618 5,539.5
1.000 5,517.0
1.618 5,480.5
2.618 5,421.5
4.250 5,325.3
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 5,609.8 5,623.5
PP 5,607.7 5,619.7
S1 5,605.5 5,615.8

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

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