ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 5,446.0 5,500.0 54.0 1.0% 5,462.0
High 5,490.0 5,506.0 16.0 0.3% 5,519.0
Low 5,434.0 5,487.0 53.0 1.0% 5,434.0
Close 5,485.0 5,500.0 15.0 0.3% 5,485.0
Range 56.0 19.0 -37.0 -66.1% 85.0
ATR 46.2 44.4 -1.8 -3.9% 0.0
Volume 23,132 13,368 -9,764 -42.2% 104,055
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 5,554.7 5,546.3 5,510.5
R3 5,535.7 5,527.3 5,505.2
R2 5,516.7 5,516.7 5,503.5
R1 5,508.3 5,508.3 5,501.7 5,509.5
PP 5,497.7 5,497.7 5,497.7 5,498.3
S1 5,489.3 5,489.3 5,498.3 5,490.5
S2 5,478.7 5,478.7 5,496.5
S3 5,459.7 5,470.3 5,494.8
S4 5,440.7 5,451.3 5,489.6
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 5,734.3 5,694.7 5,531.8
R3 5,649.3 5,609.7 5,508.4
R2 5,564.3 5,564.3 5,500.6
R1 5,524.7 5,524.7 5,492.8 5,544.5
PP 5,479.3 5,479.3 5,479.3 5,489.3
S1 5,439.7 5,439.7 5,477.2 5,459.5
S2 5,394.3 5,394.3 5,469.4
S3 5,309.3 5,354.7 5,461.6
S4 5,224.3 5,269.7 5,438.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,519.0 5,434.0 85.0 1.5% 40.2 0.7% 78% False False 20,909
10 5,519.0 5,385.0 134.0 2.4% 40.3 0.7% 86% False False 21,699
20 5,519.0 5,328.0 191.0 3.5% 42.9 0.8% 90% False False 23,457
40 5,519.0 5,328.0 191.0 3.5% 35.9 0.7% 90% False False 20,937
60 5,519.0 5,328.0 191.0 3.5% 28.7 0.5% 90% False False 13,969
80 5,519.0 5,302.0 217.0 3.9% 22.5 0.4% 91% False False 10,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 9.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,586.8
2.618 5,555.7
1.618 5,536.7
1.000 5,525.0
0.618 5,517.7
HIGH 5,506.0
0.618 5,498.7
0.500 5,496.5
0.382 5,494.3
LOW 5,487.0
0.618 5,475.3
1.000 5,468.0
1.618 5,456.3
2.618 5,437.3
4.250 5,406.3
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 5,498.8 5,492.2
PP 5,497.7 5,484.3
S1 5,496.5 5,476.5

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

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