ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	5,475.0	5,387.0	-88.0	-1.6%	5,652.0
High	5,495.0	5,437.0	-58.0	-1.1%	5,671.0
Low	5,397.0	5,283.0	-114.0	-2.1%	5,401.0
Close	5,406.0	5,299.0	-107.0	-2.0%	5,405.0
Range	98.0	154.0	56.0	57.1%	270.0
ATR	76.0	81.6	5.6	7.3%	0.0
Volume	38,101	36,810	-1,291	-3.4%	130,589

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,801.7	5,704.3	5,383.7
R3	5,647.7	5,550.3	5,341.4
R2	5,493.7	5,493.7	5,327.2
R1	5,396.3	5,396.3	5,313.1	5,368.0
PP	5,339.7	5,339.7	5,339.7	5,325.5
S1	5,242.3	5,242.3	5,284.9	5,214.0
S2	5,185.7	5,185.7	5,270.8
S3	5,031.7	5,088.3	5,256.7
S4	4,877.7	4,934.3	5,214.3

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,302.3	6,123.7	5,553.5
R3	6,032.3	5,853.7	5,479.3
R2	5,762.3	5,762.3	5,454.5
R1	5,583.7	5,583.7	5,429.8	5,538.0
PP	5,492.3	5,492.3	5,492.3	5,469.5
S1	5,313.7	5,313.7	5,380.3	5,268.0
S2	5,222.3	5,222.3	5,355.5
S3	4,952.3	5,043.7	5,330.8
S4	4,682.3	4,773.7	5,256.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,596.0	5,283.0	313.0	5.9%	96.2	1.8%	5%	False	True	33,822
10	5,671.0	5,283.0	388.0	7.3%	73.6	1.4%	4%	False	True	27,046
20	5,671.0	5,283.0	388.0	7.3%	64.7	1.2%	4%	False	True	23,707
40	5,671.0	5,283.0	388.0	7.3%	72.3	1.4%	4%	False	True	26,404
60	5,756.0	5,283.0	473.0	8.9%	62.7	1.2%	3%	False	True	22,388
80	5,923.0	5,283.0	640.0	12.1%	50.6	1.0%	3%	False	True	16,803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.9
Widest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	6,091.5
2.618	5,840.2
1.618	5,686.2
1.000	5,591.0
0.618	5,532.2
HIGH	5,437.0
0.618	5,378.2
0.500	5,360.0
0.382	5,341.8
LOW	5,283.0
0.618	5,187.8
1.000	5,129.0
1.618	5,033.8
2.618	4,879.8
4.250	4,628.5

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	5,360.0	5,389.0
PP	5,339.7	5,359.0
S1	5,319.3	5,329.0

Download as Excel Spreadsheet

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

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