ASX SPI 200 Index Future June 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 5,728.0 5,740.0 12.0 0.2% 5,741.0
High 5,786.0 5,761.0 -25.0 -0.4% 5,759.0
Low 5,711.0 5,721.0 10.0 0.2% 5,578.0
Close 5,778.0 5,740.0 -38.0 -0.7% 5,682.0
Range 75.0 40.0 -35.0 -46.7% 181.0
ATR 74.3 73.1 -1.2 -1.7% 0.0
Volume 19,566 22,636 3,070 15.7% 133,281
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 5,860.7 5,840.3 5,762.0
R3 5,820.7 5,800.3 5,751.0
R2 5,780.7 5,780.7 5,747.3
R1 5,760.3 5,760.3 5,743.7 5,760.0
PP 5,740.7 5,740.7 5,740.7 5,740.5
S1 5,720.3 5,720.3 5,736.3 5,720.0
S2 5,700.7 5,700.7 5,732.7
S3 5,660.7 5,680.3 5,729.0
S4 5,620.7 5,640.3 5,718.0
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 6,216.0 6,130.0 5,781.6
R3 6,035.0 5,949.0 5,731.8
R2 5,854.0 5,854.0 5,715.2
R1 5,768.0 5,768.0 5,698.6 5,720.5
PP 5,673.0 5,673.0 5,673.0 5,649.3
S1 5,587.0 5,587.0 5,665.4 5,539.5
S2 5,492.0 5,492.0 5,648.8
S3 5,311.0 5,406.0 5,632.2
S4 5,130.0 5,225.0 5,582.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,786.0 5,614.0 172.0 3.0% 59.4 1.0% 73% False False 19,382
10 5,786.0 5,578.0 208.0 3.6% 62.2 1.1% 78% False False 24,185
20 5,889.0 5,559.0 330.0 5.7% 70.6 1.2% 55% False False 27,084
40 5,993.0 5,559.0 434.0 7.6% 64.2 1.1% 42% False False 24,679
60 6,000.0 5,559.0 441.0 7.7% 60.6 1.1% 41% False False 24,693
80 6,000.0 5,506.0 494.0 8.6% 54.7 1.0% 47% False False 18,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,931.0
2.618 5,865.7
1.618 5,825.7
1.000 5,801.0
0.618 5,785.7
HIGH 5,761.0
0.618 5,745.7
0.500 5,741.0
0.382 5,736.3
LOW 5,721.0
0.618 5,696.3
1.000 5,681.0
1.618 5,656.3
2.618 5,616.3
4.250 5,551.0
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 5,741.0 5,735.8
PP 5,740.7 5,731.7
S1 5,740.3 5,727.5

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

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