ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 5,274.0 5,294.0 20.0 0.4% 5,401.0
High 5,354.0 5,298.0 -56.0 -1.0% 5,495.0
Low 5,271.0 5,227.0 -44.0 -0.8% 5,269.0
Close 5,353.0 5,237.0 -116.0 -2.2% 5,291.0
Range 83.0 71.0 -12.0 -14.5% 226.0
ATR 80.1 83.4 3.3 4.1% 0.0
Volume 32,035 36,613 4,578 14.3% 158,833
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,467.0 5,423.0 5,276.1
R3 5,396.0 5,352.0 5,256.5
R2 5,325.0 5,325.0 5,250.0
R1 5,281.0 5,281.0 5,243.5 5,267.5
PP 5,254.0 5,254.0 5,254.0 5,247.3
S1 5,210.0 5,210.0 5,230.5 5,196.5
S2 5,183.0 5,183.0 5,224.0
S3 5,112.0 5,139.0 5,217.5
S4 5,041.0 5,068.0 5,198.0
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 6,029.7 5,886.3 5,415.3
R3 5,803.7 5,660.3 5,353.2
R2 5,577.7 5,577.7 5,332.4
R1 5,434.3 5,434.3 5,311.7 5,393.0
PP 5,351.7 5,351.7 5,351.7 5,331.0
S1 5,208.3 5,208.3 5,270.3 5,167.0
S2 5,125.7 5,125.7 5,249.6
S3 4,899.7 4,982.3 5,228.9
S4 4,673.7 4,756.3 5,166.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,354.0 5,227.0 127.0 2.4% 75.4 1.4% 8% False True 32,421
10 5,495.0 5,227.0 268.0 5.1% 84.7 1.6% 4% False True 33,256
20 5,671.0 5,227.0 444.0 8.5% 72.0 1.4% 2% False True 27,683
40 5,671.0 5,227.0 444.0 8.5% 74.4 1.4% 2% False True 27,387
60 5,756.0 5,227.0 529.0 10.1% 67.7 1.3% 2% False True 25,614
80 5,756.0 5,227.0 529.0 10.1% 55.5 1.1% 2% False True 19,225
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 19.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,599.8
2.618 5,483.9
1.618 5,412.9
1.000 5,369.0
0.618 5,341.9
HIGH 5,298.0
0.618 5,270.9
0.500 5,262.5
0.382 5,254.1
LOW 5,227.0
0.618 5,183.1
1.000 5,156.0
1.618 5,112.1
2.618 5,041.1
4.250 4,925.3
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 5,262.5 5,290.5
PP 5,254.0 5,272.7
S1 5,245.5 5,254.8

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

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