ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 5,414.0 5,417.0 3.0 0.1% 5,260.0
High 5,425.0 5,450.0 25.0 0.5% 5,411.0
Low 5,388.0 5,404.0 16.0 0.3% 5,250.0
Close 5,410.0 5,449.0 39.0 0.7% 5,389.0
Range 37.0 46.0 9.0 24.3% 161.0
ATR 60.7 59.7 -1.1 -1.7% 0.0
Volume 20,396 29,260 8,864 43.5% 123,025
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,572.3 5,556.7 5,474.3
R3 5,526.3 5,510.7 5,461.7
R2 5,480.3 5,480.3 5,457.4
R1 5,464.7 5,464.7 5,453.2 5,472.5
PP 5,434.3 5,434.3 5,434.3 5,438.3
S1 5,418.7 5,418.7 5,444.8 5,426.5
S2 5,388.3 5,388.3 5,440.6
S3 5,342.3 5,372.7 5,436.4
S4 5,296.3 5,326.7 5,423.7
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 5,833.0 5,772.0 5,477.6
R3 5,672.0 5,611.0 5,433.3
R2 5,511.0 5,511.0 5,418.5
R1 5,450.0 5,450.0 5,403.8 5,480.5
PP 5,350.0 5,350.0 5,350.0 5,365.3
S1 5,289.0 5,289.0 5,374.2 5,319.5
S2 5,189.0 5,189.0 5,359.5
S3 5,028.0 5,128.0 5,344.7
S4 4,867.0 4,967.0 5,300.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,450.0 5,350.0 100.0 1.8% 37.8 0.7% 99% True False 23,738
10 5,450.0 5,163.0 287.0 5.3% 39.1 0.7% 100% True False 23,568
20 5,450.0 4,993.0 457.0 8.4% 61.6 1.1% 100% True False 28,883
40 5,450.0 4,993.0 457.0 8.4% 50.6 0.9% 100% True False 24,909
60 5,450.0 4,993.0 457.0 8.4% 42.5 0.8% 100% True False 16,635
80 5,450.0 4,836.0 614.0 11.3% 36.6 0.7% 100% True False 12,500
100 5,450.0 4,778.0 672.0 12.3% 30.6 0.6% 100% True False 10,002
120 5,450.0 4,600.0 850.0 15.6% 27.1 0.5% 100% True False 8,337
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 9.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,645.5
2.618 5,570.4
1.618 5,524.4
1.000 5,496.0
0.618 5,478.4
HIGH 5,450.0
0.618 5,432.4
0.500 5,427.0
0.382 5,421.6
LOW 5,404.0
0.618 5,375.6
1.000 5,358.0
1.618 5,329.6
2.618 5,283.6
4.250 5,208.5
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 5,441.7 5,439.0
PP 5,434.3 5,429.0
S1 5,427.0 5,419.0

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

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