ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	5,296.0	5,303.0	7.0	0.1%	5,401.0
High	5,338.0	5,347.0	9.0	0.2%	5,495.0
Low	5,279.0	5,248.0	-31.0	-0.6%	5,269.0
Close	5,302.0	5,269.0	-33.0	-0.6%	5,291.0
Range	59.0	99.0	40.0	67.8%	226.0
ATR	78.2	79.7	1.5	1.9%	0.0
Volume	30,259	39,339	9,080	30.0%	158,833

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,585.0	5,526.0	5,323.5
R3	5,486.0	5,427.0	5,296.2
R2	5,387.0	5,387.0	5,287.2
R1	5,328.0	5,328.0	5,278.1	5,308.0
PP	5,288.0	5,288.0	5,288.0	5,278.0
S1	5,229.0	5,229.0	5,259.9	5,209.0
S2	5,189.0	5,189.0	5,250.9
S3	5,090.0	5,130.0	5,241.8
S4	4,991.0	5,031.0	5,214.6

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,029.7	5,886.3	5,415.3
R3	5,803.7	5,660.3	5,353.2
R2	5,577.7	5,577.7	5,332.4
R1	5,434.3	5,434.3	5,311.7	5,393.0
PP	5,351.7	5,351.7	5,351.7	5,331.0
S1	5,208.3	5,208.3	5,270.3	5,167.0
S2	5,125.7	5,125.7	5,249.6
S3	4,899.7	4,982.3	5,228.9
S4	4,673.7	4,756.3	5,166.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,437.0	5,248.0	189.0	3.6%	88.8	1.7%	11%	False	True	32,494
10	5,635.0	5,248.0	387.0	7.3%	83.0	1.6%	5%	False	True	31,894
20	5,671.0	5,248.0	423.0	8.0%	70.0	1.3%	5%	False	True	26,241
40	5,671.0	5,248.0	423.0	8.0%	72.9	1.4%	5%	False	True	26,744
60	5,756.0	5,248.0	508.0	9.6%	65.6	1.2%	4%	False	True	24,473
80	5,923.0	5,248.0	675.0	12.8%	53.9	1.0%	3%	False	True	18,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,767.8
2.618	5,606.2
1.618	5,507.2
1.000	5,446.0
0.618	5,408.2
HIGH	5,347.0
0.618	5,309.2
0.500	5,297.5
0.382	5,285.8
LOW	5,248.0
0.618	5,186.8
1.000	5,149.0
1.618	5,087.8
2.618	4,988.8
4.250	4,827.3

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	5,297.5	5,297.5
PP	5,288.0	5,288.0
S1	5,278.5	5,278.5

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