ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 5,401.0 5,475.0 74.0 1.4% 5,652.0
High 5,450.0 5,495.0 45.0 0.8% 5,671.0
Low 5,380.0 5,397.0 17.0 0.3% 5,401.0
Close 5,445.0 5,406.0 -39.0 -0.7% 5,405.0
Range 70.0 98.0 28.0 40.0% 270.0
ATR 74.3 76.0 1.7 2.3% 0.0
Volume 27,856 38,101 10,245 36.8% 130,589
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,726.7 5,664.3 5,459.9
R3 5,628.7 5,566.3 5,433.0
R2 5,530.7 5,530.7 5,424.0
R1 5,468.3 5,468.3 5,415.0 5,450.5
PP 5,432.7 5,432.7 5,432.7 5,423.8
S1 5,370.3 5,370.3 5,397.0 5,352.5
S2 5,334.7 5,334.7 5,388.0
S3 5,236.7 5,272.3 5,379.1
S4 5,138.7 5,174.3 5,352.1
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 6,302.3 6,123.7 5,553.5
R3 6,032.3 5,853.7 5,479.3
R2 5,762.3 5,762.3 5,454.5
R1 5,583.7 5,583.7 5,429.8 5,538.0
PP 5,492.3 5,492.3 5,492.3 5,469.5
S1 5,313.7 5,313.7 5,380.3 5,268.0
S2 5,222.3 5,222.3 5,355.5
S3 4,952.3 5,043.7 5,330.8
S4 4,682.3 4,773.7 5,256.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,635.0 5,380.0 255.0 4.7% 77.2 1.4% 10% False False 31,293
10 5,671.0 5,380.0 291.0 5.4% 61.7 1.1% 9% False False 25,429
20 5,671.0 5,380.0 291.0 5.4% 60.2 1.1% 9% False False 23,169
40 5,671.0 5,324.0 347.0 6.4% 69.7 1.3% 24% False False 26,701
60 5,756.0 5,324.0 432.0 8.0% 60.2 1.1% 19% False False 21,775
80 5,923.0 5,324.0 599.0 11.1% 48.6 0.9% 14% False False 16,343
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 8.8
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5,911.5
2.618 5,751.6
1.618 5,653.6
1.000 5,593.0
0.618 5,555.6
HIGH 5,495.0
0.618 5,457.6
0.500 5,446.0
0.382 5,434.4
LOW 5,397.0
0.618 5,336.4
1.000 5,299.0
1.618 5,238.4
2.618 5,140.4
4.250 4,980.5
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 5,446.0 5,437.5
PP 5,432.7 5,427.0
S1 5,419.3 5,416.5

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

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