ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 5,171.0 5,260.0 89.0 1.7% 5,200.0
High 5,197.0 5,304.0 107.0 2.1% 5,254.0
Low 5,164.0 5,250.0 86.0 1.7% 5,101.0
Close 5,189.0 5,301.0 112.0 2.2% 5,189.0
Range 33.0 54.0 21.0 63.6% 153.0
ATR 69.8 73.0 3.2 4.6% 0.0
Volume 17,024 26,181 9,157 53.8% 124,849
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,447.0 5,428.0 5,330.7
R3 5,393.0 5,374.0 5,315.9
R2 5,339.0 5,339.0 5,310.9
R1 5,320.0 5,320.0 5,306.0 5,329.5
PP 5,285.0 5,285.0 5,285.0 5,289.8
S1 5,266.0 5,266.0 5,296.1 5,275.5
S2 5,231.0 5,231.0 5,291.1
S3 5,177.0 5,212.0 5,286.2
S4 5,123.0 5,158.0 5,271.3
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,640.3 5,567.7 5,273.2
R3 5,487.3 5,414.7 5,231.1
R2 5,334.3 5,334.3 5,217.1
R1 5,261.7 5,261.7 5,203.0 5,221.5
PP 5,181.3 5,181.3 5,181.3 5,161.3
S1 5,108.7 5,108.7 5,175.0 5,068.5
S2 5,028.3 5,028.3 5,161.0
S3 4,875.3 4,955.7 5,146.9
S4 4,722.3 4,802.7 5,104.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,304.0 5,101.0 203.0 3.8% 53.0 1.0% 99% True False 25,749
10 5,304.0 4,993.0 311.0 5.9% 59.0 1.1% 99% True False 28,958
20 5,304.0 4,993.0 311.0 5.9% 66.2 1.2% 99% True False 40,142
40 5,372.0 4,993.0 379.0 7.1% 49.5 0.9% 81% False False 20,684
60 5,372.0 4,993.0 379.0 7.1% 38.5 0.7% 81% False False 13,828
80 5,372.0 4,836.0 536.0 10.1% 34.1 0.6% 87% False False 10,384
100 5,372.0 4,773.0 599.0 11.3% 27.9 0.5% 88% False False 8,307
120 5,372.0 4,600.0 772.0 14.6% 24.9 0.5% 91% False False 6,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,533.5
2.618 5,445.4
1.618 5,391.4
1.000 5,358.0
0.618 5,337.4
HIGH 5,304.0
0.618 5,283.4
0.500 5,277.0
0.382 5,270.6
LOW 5,250.0
0.618 5,216.6
1.000 5,196.0
1.618 5,162.6
2.618 5,108.6
4.250 5,020.5
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 5,293.0 5,278.5
PP 5,285.0 5,256.0
S1 5,277.0 5,233.5

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

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