ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 5,635.0 5,592.0 -43.0 -0.8% 5,477.0
High 5,635.0 5,596.0 -39.0 -0.7% 5,655.0
Low 5,576.0 5,518.0 -58.0 -1.0% 5,464.0
Close 5,612.0 5,528.0 -84.0 -1.5% 5,651.0
Range 59.0 78.0 19.0 32.2% 191.0
ATR 68.8 70.6 1.8 2.6% 0.0
Volume 24,166 30,861 6,695 27.7% 107,510
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,781.3 5,732.7 5,570.9
R3 5,703.3 5,654.7 5,549.5
R2 5,625.3 5,625.3 5,542.3
R1 5,576.7 5,576.7 5,535.2 5,562.0
PP 5,547.3 5,547.3 5,547.3 5,540.0
S1 5,498.7 5,498.7 5,520.9 5,484.0
S2 5,469.3 5,469.3 5,513.7
S3 5,391.3 5,420.7 5,506.6
S4 5,313.3 5,342.7 5,485.1
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 5,518.0 153.0 2.8% 60.4 1.1% 7% False True 22,784
10 5,671.0 5,464.0 207.0 3.7% 59.2 1.1% 31% False False 22,111
20 5,671.0 5,393.0 278.0 5.0% 58.1 1.1% 49% False False 22,228
40 5,671.0 5,324.0 347.0 6.3% 66.8 1.2% 59% False False 29,966
60 5,756.0 5,324.0 432.0 7.8% 57.1 1.0% 47% False False 20,085
80 5,923.0 5,324.0 599.0 10.8% 45.5 0.8% 34% False False 15,076
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 10.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,927.5
2.618 5,800.2
1.618 5,722.2
1.000 5,674.0
0.618 5,644.2
HIGH 5,596.0
0.618 5,566.2
0.500 5,557.0
0.382 5,547.8
LOW 5,518.0
0.618 5,469.8
1.000 5,440.0
1.618 5,391.8
2.618 5,313.8
4.250 5,186.5
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 5,557.0 5,594.5
PP 5,547.3 5,572.3
S1 5,537.7 5,550.2

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

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