ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 5,629.0 5,593.0 -36.0 -0.6% 5,610.0
High 5,630.0 5,606.0 -24.0 -0.4% 5,670.0
Low 5,585.0 5,565.0 -20.0 -0.4% 5,585.0
Close 5,594.0 5,581.0 -13.0 -0.2% 5,594.0
Range 45.0 41.0 -4.0 -8.9% 85.0
ATR 39.3 39.4 0.1 0.3% 0.0
Volume 20,818 19,746 -1,072 -5.1% 94,264
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,707.0 5,685.0 5,603.6
R3 5,666.0 5,644.0 5,592.3
R2 5,625.0 5,625.0 5,588.5
R1 5,603.0 5,603.0 5,584.8 5,593.5
PP 5,584.0 5,584.0 5,584.0 5,579.3
S1 5,562.0 5,562.0 5,577.2 5,552.5
S2 5,543.0 5,543.0 5,573.5
S3 5,502.0 5,521.0 5,569.7
S4 5,461.0 5,480.0 5,558.5
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,871.3 5,817.7 5,640.8
R3 5,786.3 5,732.7 5,617.4
R2 5,701.3 5,701.3 5,609.6
R1 5,647.7 5,647.7 5,601.8 5,632.0
PP 5,616.3 5,616.3 5,616.3 5,608.5
S1 5,562.7 5,562.7 5,586.2 5,547.0
S2 5,531.3 5,531.3 5,578.4
S3 5,446.3 5,477.7 5,570.6
S4 5,361.3 5,392.7 5,547.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,670.0 5,565.0 105.0 1.9% 41.6 0.7% 15% False True 19,255
10 5,670.0 5,565.0 105.0 1.9% 34.1 0.6% 15% False True 18,748
20 5,670.0 5,406.0 264.0 4.7% 35.5 0.6% 66% False False 21,177
40 5,670.0 5,365.0 305.0 5.5% 35.7 0.6% 71% False False 22,034
60 5,670.0 5,328.0 342.0 6.1% 38.5 0.7% 74% False False 25,211
80 5,670.0 5,328.0 342.0 6.1% 34.3 0.6% 74% False False 20,182
100 5,670.0 5,328.0 342.0 6.1% 30.0 0.5% 74% False False 16,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 6.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,780.3
2.618 5,713.3
1.618 5,672.3
1.000 5,647.0
0.618 5,631.3
HIGH 5,606.0
0.618 5,590.3
0.500 5,585.5
0.382 5,580.7
LOW 5,565.0
0.618 5,539.7
1.000 5,524.0
1.618 5,498.7
2.618 5,457.7
4.250 5,390.8
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 5,585.5 5,609.0
PP 5,584.0 5,599.7
S1 5,582.5 5,590.3

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

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