ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 4,813.0 5,030.0 217.0 4.5% 5,296.0
High 5,129.0 5,155.0 26.0 0.5% 5,354.0
Low 4,805.0 4,980.0 175.0 3.6% 5,122.0
Close 5,127.0 5,125.0 -2.0 0.0% 5,168.0
Range 324.0 175.0 -149.0 -46.0% 232.0
ATR 111.8 116.3 4.5 4.0% 0.0
Volume 95,150 56,021 -39,129 -41.1% 178,034
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 5,611.7 5,543.3 5,221.3
R3 5,436.7 5,368.3 5,173.1
R2 5,261.7 5,261.7 5,157.1
R1 5,193.3 5,193.3 5,141.0 5,227.5
PP 5,086.7 5,086.7 5,086.7 5,103.8
S1 5,018.3 5,018.3 5,109.0 5,052.5
S2 4,911.7 4,911.7 5,092.9
S3 4,736.7 4,843.3 5,076.9
S4 4,561.7 4,668.3 5,028.8
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 5,298.0 4,805.0 493.0 9.6% 157.8 3.1% 65% False False 58,844
10 5,370.0 4,805.0 565.0 11.0% 116.2 2.3% 57% False False 45,192
20 5,671.0 4,805.0 866.0 16.9% 94.9 1.9% 37% False False 36,119
40 5,671.0 4,805.0 866.0 16.9% 82.8 1.6% 37% False False 30,258
60 5,671.0 4,805.0 866.0 16.9% 76.2 1.5% 37% False False 29,902
80 5,756.0 4,805.0 951.0 18.6% 64.2 1.3% 34% False False 22,442
100 5,923.0 4,805.0 1,118.0 21.8% 52.1 1.0% 29% False False 17,963
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 22.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,898.8
2.618 5,613.2
1.618 5,438.2
1.000 5,330.0
0.618 5,263.2
HIGH 5,155.0
0.618 5,088.2
0.500 5,067.5
0.382 5,046.9
LOW 4,980.0
0.618 4,871.9
1.000 4,805.0
1.618 4,696.9
2.618 4,521.9
4.250 4,236.3
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 5,105.8 5,076.7
PP 5,086.7 5,028.3
S1 5,067.5 4,980.0

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

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