ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	5,274.0	5,294.0	20.0	0.4%	5,401.0
High	5,354.0	5,298.0	-56.0	-1.0%	5,495.0
Low	5,271.0	5,227.0	-44.0	-0.8%	5,269.0
Close	5,353.0	5,237.0	-116.0	-2.2%	5,291.0
Range	83.0	71.0	-12.0	-14.5%	226.0
ATR	80.1	83.4	3.3	4.1%	0.0
Volume	32,035	36,613	4,578	14.3%	158,833

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,467.0	5,423.0	5,276.1
R3	5,396.0	5,352.0	5,256.5
R2	5,325.0	5,325.0	5,250.0
R1	5,281.0	5,281.0	5,243.5	5,267.5
PP	5,254.0	5,254.0	5,254.0	5,247.3
S1	5,210.0	5,210.0	5,230.5	5,196.5
S2	5,183.0	5,183.0	5,224.0
S3	5,112.0	5,139.0	5,217.5
S4	5,041.0	5,068.0	5,198.0

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	5,354.0	5,227.0	127.0	2.4%	75.4	1.4%	8%	False	True	32,421
10	5,495.0	5,227.0	268.0	5.1%	84.7	1.6%	4%	False	True	33,256
20	5,671.0	5,227.0	444.0	8.5%	72.0	1.4%	2%	False	True	27,683
40	5,671.0	5,227.0	444.0	8.5%	74.4	1.4%	2%	False	True	27,387
60	5,756.0	5,227.0	529.0	10.1%	67.7	1.3%	2%	False	True	25,614
80	5,756.0	5,227.0	529.0	10.1%	55.5	1.1%	2%	False	True	19,225

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	19.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,599.8
2.618	5,483.9
1.618	5,412.9
1.000	5,369.0
0.618	5,341.9
HIGH	5,298.0
0.618	5,270.9
0.500	5,262.5
0.382	5,254.1
LOW	5,227.0
0.618	5,183.1
1.000	5,156.0
1.618	5,112.1
2.618	5,041.1
4.250	4,925.3

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	5,262.5	5,290.5
PP	5,254.0	5,272.7
S1	5,245.5	5,254.8

Download as Excel Spreadsheet

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

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