ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 07-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	07-Sep-2015	Change	Change %	Previous Week
Open	5,039.0	5,010.0	-29.0	-0.6%	5,220.0
High	5,052.0	5,038.0	-14.0	-0.3%	5,220.0
Low	4,968.0	4,954.0	-14.0	-0.3%	4,968.0
Close	5,025.0	5,022.0	-3.0	-0.1%	5,025.0
Range	84.0	84.0	0.0	0.0%	252.0
ATR	116.2	113.9	-2.3	-2.0%	0.0
Volume	33,979	26,999	-6,980	-20.5%	183,562

Daily Pivots for day following 07-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,256.7	5,223.3	5,068.2
R3	5,172.7	5,139.3	5,045.1
R2	5,088.7	5,088.7	5,037.4
R1	5,055.3	5,055.3	5,029.7	5,072.0
PP	5,004.7	5,004.7	5,004.7	5,013.0
S1	4,971.3	4,971.3	5,014.3	4,988.0
S2	4,920.7	4,920.7	5,006.6
S3	4,836.7	4,887.3	4,998.9
S4	4,752.7	4,803.3	4,975.8

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,827.0	5,678.0	5,163.6
R3	5,575.0	5,426.0	5,094.3
R2	5,323.0	5,323.0	5,071.2
R1	5,174.0	5,174.0	5,048.1	5,122.5
PP	5,071.0	5,071.0	5,071.0	5,045.3
S1	4,922.0	4,922.0	5,001.9	4,870.5
S2	4,819.0	4,819.0	4,978.8
S3	4,567.0	4,670.0	4,955.7
S4	4,315.0	4,418.0	4,886.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,190.0	4,954.0	236.0	4.7%	113.6	2.3%	29%	False	True	35,243
10	5,289.0	4,805.0	484.0	9.6%	130.8	2.6%	45%	False	False	42,629
20	5,495.0	4,805.0	690.0	13.7%	111.2	2.2%	31%	False	False	40,097
40	5,671.0	4,805.0	866.0	17.2%	84.5	1.7%	25%	False	False	31,485
60	5,671.0	4,805.0	866.0	17.2%	82.8	1.6%	25%	False	False	32,594
80	5,756.0	4,805.0	951.0	18.9%	72.5	1.4%	23%	False	False	25,879
100	5,923.0	4,805.0	1,118.0	22.3%	60.2	1.2%	19%	False	False	20,713

Crabel Price Patterns
NR	False
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	25.1

Fibonacci Retracements and Extensions
4.250	5,395.0
2.618	5,257.9
1.618	5,173.9
1.000	5,122.0
0.618	5,089.9
HIGH	5,038.0
0.618	5,005.9
0.500	4,996.0
0.382	4,986.1
LOW	4,954.0
0.618	4,902.1
1.000	4,870.0
1.618	4,818.1
2.618	4,734.1
4.250	4,597.0

Fisher Pivots for day following 07-Sep-2015
Pivot	1 day	3 day
R1	5,013.3	5,056.5
PP	5,004.7	5,045.0
S1	4,996.0	5,033.5

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