ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	5,493.0	5,452.0	-41.0	-0.7%	5,760.0
High	5,525.0	5,488.0	-37.0	-0.7%	5,779.0
Low	5,459.0	5,445.0	-14.0	-0.3%	5,469.0
Close	5,462.0	5,475.0	13.0	0.2%	5,507.0
Range	66.0	43.0	-23.0	-34.8%	310.0
ATR	81.2	78.5	-2.7	-3.4%	0.0
Volume	26,372	20,048	-6,324	-24.0%	159,423

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,598.3	5,579.7	5,498.7
R3	5,555.3	5,536.7	5,486.8
R2	5,512.3	5,512.3	5,482.9
R1	5,493.7	5,493.7	5,478.9	5,503.0
PP	5,469.3	5,469.3	5,469.3	5,474.0
S1	5,450.7	5,450.7	5,471.1	5,460.0
S2	5,426.3	5,426.3	5,467.1
S3	5,383.3	5,407.7	5,463.2
S4	5,340.3	5,364.7	5,451.4

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,515.0	6,321.0	5,677.5
R3	6,205.0	6,011.0	5,592.3
R2	5,895.0	5,895.0	5,563.8
R1	5,701.0	5,701.0	5,535.4	5,643.0
PP	5,585.0	5,585.0	5,585.0	5,556.0
S1	5,391.0	5,391.0	5,478.6	5,333.0
S2	5,275.0	5,275.0	5,450.2
S3	4,965.0	5,081.0	5,421.8
S4	4,655.0	4,771.0	5,336.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,650.0	5,445.0	205.0	3.7%	73.4	1.3%	15%	False	True	29,306
10	5,814.0	5,445.0	369.0	6.7%	80.6	1.5%	8%	False	True	28,436
20	5,814.0	5,445.0	369.0	6.7%	72.5	1.3%	8%	False	True	26,441
40	5,985.0	5,445.0	540.0	9.9%	71.3	1.3%	6%	False	True	26,294
60	6,000.0	5,445.0	555.0	10.1%	65.7	1.2%	5%	False	True	28,774
80	6,000.0	5,445.0	555.0	10.1%	59.0	1.1%	5%	False	True	21,812
100	6,000.0	5,220.0	780.0	14.2%	53.2	1.0%	33%	False	False	17,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	15.0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,670.8
2.618	5,600.6
1.618	5,557.6
1.000	5,531.0
0.618	5,514.6
HIGH	5,488.0
0.618	5,471.6
0.500	5,466.5
0.382	5,461.4
LOW	5,445.0
0.618	5,418.4
1.000	5,402.0
1.618	5,375.4
2.618	5,332.4
4.250	5,262.3

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	5,472.2	5,487.5
PP	5,469.3	5,483.3
S1	5,466.5	5,479.2

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