ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 5,294.0 5,155.0 -139.0 -2.6% 5,296.0
High 5,298.0 5,207.0 -91.0 -1.7% 5,354.0
Low 5,227.0 5,122.0 -105.0 -2.0% 5,122.0
Close 5,237.0 5,168.0 -69.0 -1.3% 5,168.0
Range 71.0 85.0 14.0 19.7% 232.0
ATR 83.4 85.6 2.3 2.7% 0.0
Volume 36,613 39,788 3,175 8.7% 178,034
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,420.7 5,379.3 5,214.8
R3 5,335.7 5,294.3 5,191.4
R2 5,250.7 5,250.7 5,183.6
R1 5,209.3 5,209.3 5,175.8 5,230.0
PP 5,165.7 5,165.7 5,165.7 5,176.0
S1 5,124.3 5,124.3 5,160.2 5,145.0
S2 5,080.7 5,080.7 5,152.4
S3 4,995.7 5,039.3 5,144.6
S4 4,910.7 4,954.3 5,121.3
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,910.7 5,771.3 5,295.6
R3 5,678.7 5,539.3 5,231.8
R2 5,446.7 5,446.7 5,210.5
R1 5,307.3 5,307.3 5,189.3 5,261.0
PP 5,214.7 5,214.7 5,214.7 5,191.5
S1 5,075.3 5,075.3 5,146.7 5,029.0
S2 4,982.7 4,982.7 5,125.5
S3 4,750.7 4,843.3 5,104.2
S4 4,518.7 4,611.3 5,040.4
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 5,122.0 232.0 4.5% 79.4 1.5% 20% False True 35,606
10 5,495.0 5,122.0 373.0 7.2% 85.1 1.6% 12% False True 33,686
20 5,671.0 5,122.0 549.0 10.6% 73.0 1.4% 8% False True 28,748
40 5,671.0 5,122.0 549.0 10.6% 74.6 1.4% 8% False True 27,533
60 5,756.0 5,122.0 634.0 12.3% 68.6 1.3% 7% False True 26,277
80 5,756.0 5,122.0 634.0 12.3% 56.5 1.1% 7% False True 19,721
100 5,923.0 5,122.0 801.0 15.5% 45.7 0.9% 6% False True 15,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,568.3
2.618 5,429.5
1.618 5,344.5
1.000 5,292.0
0.618 5,259.5
HIGH 5,207.0
0.618 5,174.5
0.500 5,164.5
0.382 5,154.5
LOW 5,122.0
0.618 5,069.5
1.000 5,037.0
1.618 4,984.5
2.618 4,899.5
4.250 4,760.8
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 5,166.8 5,238.0
PP 5,165.7 5,214.7
S1 5,164.5 5,191.3

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

View Archives - Comment on this page... - Back to Index of Symbols