ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 5,080.0 5,105.0 25.0 0.5% 5,116.0
High 5,080.0 5,118.0 38.0 0.7% 5,183.0
Low 5,005.0 5,054.0 49.0 1.0% 4,992.0
Close 5,060.0 5,096.0 36.0 0.7% 5,148.0
Range 75.0 64.0 -11.0 -14.7% 191.0
ATR 93.4 91.3 -2.1 -2.2% 0.0
Volume 31,039 21,290 -9,749 -31.4% 333,958
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,281.3 5,252.7 5,131.2
R3 5,217.3 5,188.7 5,113.6
R2 5,153.3 5,153.3 5,107.7
R1 5,124.7 5,124.7 5,101.9 5,107.0
PP 5,089.3 5,089.3 5,089.3 5,080.5
S1 5,060.7 5,060.7 5,090.1 5,043.0
S2 5,025.3 5,025.3 5,084.3
S3 4,961.3 4,996.7 5,078.4
S4 4,897.3 4,932.7 5,060.8
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 5,680.7 5,605.3 5,253.1
R3 5,489.7 5,414.3 5,200.5
R2 5,298.7 5,298.7 5,183.0
R1 5,223.3 5,223.3 5,165.5 5,261.0
PP 5,107.7 5,107.7 5,107.7 5,126.5
S1 5,032.3 5,032.3 5,130.5 5,070.0
S2 4,916.7 4,916.7 5,113.0
S3 4,725.7 4,841.3 5,095.5
S4 4,534.7 4,650.3 5,043.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,183.0 5,005.0 178.0 3.5% 82.2 1.6% 51% False False 34,268
10 5,212.0 4,992.0 220.0 4.3% 88.4 1.7% 47% False False 39,872
20 5,220.0 4,984.0 236.0 4.6% 70.5 1.4% 47% False False 20,153
40 5,644.0 4,963.0 681.0 13.4% 46.6 0.9% 20% False False 10,114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,390.0
2.618 5,285.6
1.618 5,221.6
1.000 5,182.0
0.618 5,157.6
HIGH 5,118.0
0.618 5,093.6
0.500 5,086.0
0.382 5,078.4
LOW 5,054.0
0.618 5,014.4
1.000 4,990.0
1.618 4,950.4
2.618 4,886.4
4.250 4,782.0
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 5,092.7 5,095.2
PP 5,089.3 5,094.3
S1 5,086.0 5,093.5

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

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