ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 5,220.0 5,136.0 -84.0 -1.6% 5,050.0
High 5,220.0 5,190.0 -30.0 -0.6% 5,289.0
Low 5,129.0 5,052.0 -77.0 -1.5% 4,805.0
Close 5,167.0 5,059.0 -108.0 -2.1% 5,234.0
Range 91.0 138.0 47.0 51.6% 484.0
ATR 114.9 116.5 1.7 1.4% 0.0
Volume 34,345 35,495 1,150 3.3% 282,384
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,514.3 5,424.7 5,134.9
R3 5,376.3 5,286.7 5,097.0
R2 5,238.3 5,238.3 5,084.3
R1 5,148.7 5,148.7 5,071.7 5,124.5
PP 5,100.3 5,100.3 5,100.3 5,088.3
S1 5,010.7 5,010.7 5,046.4 4,986.5
S2 4,962.3 4,962.3 5,033.7
S3 4,824.3 4,872.7 5,021.1
S4 4,686.3 4,734.7 4,983.1
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 6,561.3 6,381.7 5,500.2
R3 6,077.3 5,897.7 5,367.1
R2 5,593.3 5,593.3 5,322.7
R1 5,413.7 5,413.7 5,278.4 5,503.5
PP 5,109.3 5,109.3 5,109.3 5,154.3
S1 4,929.7 4,929.7 5,189.6 5,019.5
S2 4,625.3 4,625.3 5,145.3
S3 4,141.3 4,445.7 5,100.9
S4 3,657.3 3,961.7 4,967.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,289.0 4,980.0 309.0 6.1% 110.8 2.2% 26% False False 38,084
10 5,354.0 4,805.0 549.0 10.9% 125.1 2.5% 46% False False 46,066
20 5,635.0 4,805.0 830.0 16.4% 104.1 2.1% 31% False False 38,980
40 5,671.0 4,805.0 866.0 17.1% 83.3 1.6% 29% False False 30,794
60 5,671.0 4,805.0 866.0 17.1% 78.5 1.6% 29% False False 32,120
80 5,756.0 4,805.0 951.0 18.8% 67.1 1.3% 27% False False 24,122
100 5,923.0 4,805.0 1,118.0 22.1% 55.9 1.1% 23% False False 19,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 19.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,776.5
2.618 5,551.3
1.618 5,413.3
1.000 5,328.0
0.618 5,275.3
HIGH 5,190.0
0.618 5,137.3
0.500 5,121.0
0.382 5,104.7
LOW 5,052.0
0.618 4,966.7
1.000 4,914.0
1.618 4,828.7
2.618 4,690.7
4.250 4,465.5
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 5,121.0 5,170.5
PP 5,100.3 5,133.3
S1 5,079.7 5,096.2

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

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