ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 5,005.0 5,098.0 93.0 1.9% 5,050.0
High 5,084.0 5,159.0 75.0 1.5% 5,289.0
Low 4,985.0 4,996.0 11.0 0.2% 4,805.0
Close 5,050.0 5,005.0 -45.0 -0.9% 5,234.0
Range 99.0 163.0 64.0 64.6% 484.0
ATR 115.3 118.7 3.4 3.0% 0.0
Volume 43,902 35,841 -8,061 -18.4% 282,384
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,542.3 5,436.7 5,094.7
R3 5,379.3 5,273.7 5,049.8
R2 5,216.3 5,216.3 5,034.9
R1 5,110.7 5,110.7 5,019.9 5,082.0
PP 5,053.3 5,053.3 5,053.3 5,039.0
S1 4,947.7 4,947.7 4,990.1 4,919.0
S2 4,890.3 4,890.3 4,975.1
S3 4,727.3 4,784.7 4,960.2
S4 4,564.3 4,621.7 4,915.4
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 4,985.0 304.0 6.1% 115.8 2.3% 7% False False 35,276
10 5,289.0 4,805.0 484.0 9.7% 135.9 2.7% 41% False False 47,175
20 5,495.0 4,805.0 690.0 13.8% 110.3 2.2% 29% False False 40,215
40 5,671.0 4,805.0 866.0 17.3% 84.2 1.7% 23% False False 31,222
60 5,671.0 4,805.0 866.0 17.3% 81.3 1.6% 23% False False 33,382
80 5,756.0 4,805.0 951.0 19.0% 70.4 1.4% 21% False False 25,118
100 5,923.0 4,805.0 1,118.0 22.3% 58.5 1.2% 18% False False 20,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,851.8
2.618 5,585.7
1.618 5,422.7
1.000 5,322.0
0.618 5,259.7
HIGH 5,159.0
0.618 5,096.7
0.500 5,077.5
0.382 5,058.3
LOW 4,996.0
0.618 4,895.3
1.000 4,833.0
1.618 4,732.3
2.618 4,569.3
4.250 4,303.3
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 5,077.5 5,087.5
PP 5,053.3 5,060.0
S1 5,029.2 5,032.5

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

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