ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	5,479.0	5,507.0	28.0	0.5%	5,486.0
High	5,515.0	5,526.0	11.0	0.2%	5,511.0
Low	5,473.0	5,465.0	-8.0	-0.1%	5,432.0
Close	5,511.0	5,476.0	-35.0	-0.6%	5,485.0
Range	42.0	61.0	19.0	45.2%	79.0
ATR	46.7	47.7	1.0	2.2%	0.0
Volume	30,440	27,939	-2,501	-8.2%	119,408

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,672.0	5,635.0	5,509.6
R3	5,611.0	5,574.0	5,492.8
R2	5,550.0	5,550.0	5,487.2
R1	5,513.0	5,513.0	5,481.6	5,501.0
PP	5,489.0	5,489.0	5,489.0	5,483.0
S1	5,452.0	5,452.0	5,470.4	5,440.0
S2	5,428.0	5,428.0	5,464.8
S3	5,367.0	5,391.0	5,459.2
S4	5,306.0	5,330.0	5,442.5

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	5,526.0	5,460.0	66.0	1.2%	43.4	0.8%	24%	True	False	24,665
10	5,526.0	5,432.0	94.0	1.7%	37.8	0.7%	47%	True	False	23,325
20	5,569.0	5,415.0	154.0	2.8%	39.2	0.7%	40%	False	False	23,053
40	5,569.0	4,993.0	576.0	10.5%	50.5	0.9%	84%	False	False	26,183
60	5,569.0	4,993.0	576.0	10.5%	46.4	0.8%	84%	False	False	24,766
80	5,569.0	4,993.0	576.0	10.5%	41.2	0.8%	84%	False	False	18,593
100	5,569.0	4,836.0	733.0	13.4%	37.5	0.7%	87%	False	False	14,897
120	5,569.0	4,810.0	759.0	13.9%	32.2	0.6%	88%	False	False	12,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	5,785.3
2.618	5,685.7
1.618	5,624.7
1.000	5,587.0
0.618	5,563.7
HIGH	5,526.0
0.618	5,502.7
0.500	5,495.5
0.382	5,488.3
LOW	5,465.0
0.618	5,427.3
1.000	5,404.0
1.618	5,366.3
2.618	5,305.3
4.250	5,205.8

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	5,495.5	5,495.5
PP	5,489.0	5,489.0
S1	5,482.5	5,482.5

Download as Excel Spreadsheet

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

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