ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 5,387.0 5,314.0 -73.0 -1.4% 5,652.0
High 5,437.0 5,370.0 -67.0 -1.2% 5,671.0
Low 5,283.0 5,303.0 20.0 0.4% 5,401.0
Close 5,299.0 5,317.0 18.0 0.3% 5,405.0
Range 154.0 67.0 -87.0 -56.5% 270.0
ATR 81.6 80.8 -0.8 -0.9% 0.0
Volume 36,810 32,207 -4,603 -12.5% 130,589
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,531.0 5,491.0 5,353.9
R3 5,464.0 5,424.0 5,335.4
R2 5,397.0 5,397.0 5,329.3
R1 5,357.0 5,357.0 5,323.1 5,377.0
PP 5,330.0 5,330.0 5,330.0 5,340.0
S1 5,290.0 5,290.0 5,310.9 5,310.0
S2 5,263.0 5,263.0 5,304.7
S3 5,196.0 5,223.0 5,298.6
S4 5,129.0 5,156.0 5,280.2
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 5,495.0 5,283.0 212.0 4.0% 94.0 1.8% 16% False False 34,091
10 5,671.0 5,283.0 388.0 7.3% 77.2 1.5% 9% False False 28,438
20 5,671.0 5,283.0 388.0 7.3% 65.6 1.2% 9% False False 24,195
40 5,671.0 5,283.0 388.0 7.3% 71.6 1.3% 9% False False 26,225
60 5,756.0 5,283.0 473.0 8.9% 63.2 1.2% 7% False False 22,920
80 5,923.0 5,283.0 640.0 12.0% 51.2 1.0% 5% False False 17,206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,654.8
2.618 5,545.4
1.618 5,478.4
1.000 5,437.0
0.618 5,411.4
HIGH 5,370.0
0.618 5,344.4
0.500 5,336.5
0.382 5,328.6
LOW 5,303.0
0.618 5,261.6
1.000 5,236.0
1.618 5,194.6
2.618 5,127.6
4.250 5,018.3
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 5,336.5 5,389.0
PP 5,330.0 5,365.0
S1 5,323.5 5,341.0

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

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