ASX SPI 200 Index Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 5,476.0 5,494.0 18.0 0.3% 5,486.0
High 5,478.0 5,511.0 33.0 0.6% 5,511.0
Low 5,432.0 5,460.0 28.0 0.5% 5,432.0
Close 5,465.0 5,485.0 20.0 0.4% 5,485.0
Range 46.0 51.0 5.0 10.9% 79.0
ATR 49.5 49.6 0.1 0.2% 0.0
Volume 30,660 26,206 -4,454 -14.5% 119,408
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,638.3 5,612.7 5,513.1
R3 5,587.3 5,561.7 5,499.0
R2 5,536.3 5,536.3 5,494.4
R1 5,510.7 5,510.7 5,489.7 5,498.0
PP 5,485.3 5,485.3 5,485.3 5,479.0
S1 5,459.7 5,459.7 5,480.3 5,447.0
S2 5,434.3 5,434.3 5,475.7
S3 5,383.3 5,408.7 5,471.0
S4 5,332.3 5,357.7 5,457.0
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 5,713.0 5,678.0 5,528.5
R3 5,634.0 5,599.0 5,506.7
R2 5,555.0 5,555.0 5,499.5
R1 5,520.0 5,520.0 5,492.2 5,498.0
PP 5,476.0 5,476.0 5,476.0 5,465.0
S1 5,441.0 5,441.0 5,477.8 5,419.0
S2 5,397.0 5,397.0 5,470.5
S3 5,318.0 5,362.0 5,463.3
S4 5,239.0 5,283.0 5,441.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,511.0 5,432.0 79.0 1.4% 37.8 0.7% 67% True False 23,881
10 5,569.0 5,415.0 154.0 2.8% 40.2 0.7% 45% False False 23,305
20 5,569.0 5,388.0 181.0 3.3% 38.7 0.7% 54% False False 23,262
40 5,569.0 4,993.0 576.0 10.5% 50.7 0.9% 85% False False 26,051
60 5,569.0 4,993.0 576.0 10.5% 46.5 0.8% 85% False False 23,151
80 5,569.0 4,993.0 576.0 10.5% 40.4 0.7% 85% False False 17,386
100 5,569.0 4,836.0 733.0 13.4% 36.3 0.7% 89% False False 13,926
120 5,569.0 4,775.0 794.0 14.5% 30.9 0.6% 89% False False 11,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,727.8
2.618 5,644.5
1.618 5,593.5
1.000 5,562.0
0.618 5,542.5
HIGH 5,511.0
0.618 5,491.5
0.500 5,485.5
0.382 5,479.5
LOW 5,460.0
0.618 5,428.5
1.000 5,409.0
1.618 5,377.5
2.618 5,326.5
4.250 5,243.3
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 5,485.5 5,480.5
PP 5,485.3 5,476.0
S1 5,485.2 5,471.5

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

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