ASX SPI 200 Index Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 5,549.0 5,507.0 -42.0 -0.8% 5,593.0
High 5,550.0 5,507.0 -43.0 -0.8% 5,607.0
Low 5,509.0 5,470.0 -39.0 -0.7% 5,509.0
Close 5,538.0 5,473.0 -65.0 -1.2% 5,538.0
Range 41.0 37.0 -4.0 -9.8% 98.0
ATR 41.6 43.5 1.9 4.5% 0.0
Volume 32,105 78,863 46,758 145.6% 129,469
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,594.3 5,570.7 5,493.4
R3 5,557.3 5,533.7 5,483.2
R2 5,520.3 5,520.3 5,479.8
R1 5,496.7 5,496.7 5,476.4 5,490.0
PP 5,483.3 5,483.3 5,483.3 5,480.0
S1 5,459.7 5,459.7 5,469.6 5,453.0
S2 5,446.3 5,446.3 5,466.2
S3 5,409.3 5,422.7 5,462.8
S4 5,372.3 5,385.7 5,452.7
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 5,845.3 5,789.7 5,591.9
R3 5,747.3 5,691.7 5,565.0
R2 5,649.3 5,649.3 5,556.0
R1 5,593.7 5,593.7 5,547.0 5,572.5
PP 5,551.3 5,551.3 5,551.3 5,540.8
S1 5,495.7 5,495.7 5,529.0 5,474.5
S2 5,453.3 5,453.3 5,520.0
S3 5,355.3 5,397.7 5,511.1
S4 5,257.3 5,299.7 5,484.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,607.0 5,470.0 137.0 2.5% 41.2 0.8% 2% False True 37,717
10 5,670.0 5,470.0 200.0 3.7% 41.4 0.8% 2% False True 28,486
20 5,670.0 5,470.0 200.0 3.7% 36.2 0.7% 2% False True 24,725
40 5,670.0 5,365.0 305.0 5.6% 35.9 0.7% 35% False False 24,135
60 5,670.0 5,328.0 342.0 6.2% 38.2 0.7% 42% False False 23,909
80 5,670.0 5,328.0 342.0 6.2% 35.9 0.7% 42% False False 22,536
100 5,670.0 5,328.0 342.0 6.2% 31.6 0.6% 42% False False 18,035
120 5,670.0 5,302.0 368.0 6.7% 26.9 0.5% 46% False False 15,032
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 6.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,664.3
2.618 5,603.9
1.618 5,566.9
1.000 5,544.0
0.618 5,529.9
HIGH 5,507.0
0.618 5,492.9
0.500 5,488.5
0.382 5,484.1
LOW 5,470.0
0.618 5,447.1
1.000 5,433.0
1.618 5,410.1
2.618 5,373.1
4.250 5,312.8
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 5,488.5 5,536.5
PP 5,483.3 5,515.3
S1 5,478.2 5,494.2

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

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