ASX SPI 200 Index Future September 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 5,098.0 5,039.0 -59.0 -1.2% 5,220.0
High 5,159.0 5,052.0 -107.0 -2.1% 5,220.0
Low 4,996.0 4,968.0 -28.0 -0.6% 4,968.0
Close 5,005.0 5,025.0 20.0 0.4% 5,025.0
Range 163.0 84.0 -79.0 -48.5% 252.0
ATR 118.7 116.2 -2.5 -2.1% 0.0
Volume 35,841 33,979 -1,862 -5.2% 183,562
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,267.0 5,230.0 5,071.2
R3 5,183.0 5,146.0 5,048.1
R2 5,099.0 5,099.0 5,040.4
R1 5,062.0 5,062.0 5,032.7 5,038.5
PP 5,015.0 5,015.0 5,015.0 5,003.3
S1 4,978.0 4,978.0 5,017.3 4,954.5
S2 4,931.0 4,931.0 5,009.6
S3 4,847.0 4,894.0 5,001.9
S4 4,763.0 4,810.0 4,978.8
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,827.0 5,678.0 5,163.6
R3 5,575.0 5,426.0 5,094.3
R2 5,323.0 5,323.0 5,071.2
R1 5,174.0 5,174.0 5,048.1 5,122.5
PP 5,071.0 5,071.0 5,071.0 5,045.3
S1 4,922.0 4,922.0 5,001.9 4,870.5
S2 4,819.0 4,819.0 4,978.8
S3 4,567.0 4,670.0 4,955.7
S4 4,315.0 4,418.0 4,886.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,220.0 4,968.0 252.0 5.0% 115.0 2.3% 23% False True 36,712
10 5,289.0 4,805.0 484.0 9.6% 135.8 2.7% 45% False False 46,594
20 5,495.0 4,805.0 690.0 13.7% 110.5 2.2% 32% False False 40,140
40 5,671.0 4,805.0 866.0 17.2% 84.9 1.7% 25% False False 31,554
60 5,671.0 4,805.0 866.0 17.2% 82.3 1.6% 25% False False 33,778
80 5,756.0 4,805.0 951.0 18.9% 71.5 1.4% 23% False False 25,542
100 5,923.0 4,805.0 1,118.0 22.2% 59.3 1.2% 20% False False 20,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 25.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,409.0
2.618 5,271.9
1.618 5,187.9
1.000 5,136.0
0.618 5,103.9
HIGH 5,052.0
0.618 5,019.9
0.500 5,010.0
0.382 5,000.1
LOW 4,968.0
0.618 4,916.1
1.000 4,884.0
1.618 4,832.1
2.618 4,748.1
4.250 4,611.0
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 5,020.0 5,063.5
PP 5,015.0 5,050.7
S1 5,010.0 5,037.8

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

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