ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 4,966.0 4,897.0 -69.0 -1.4% 5,185.0
High 5,019.0 4,931.0 -88.0 -1.8% 5,185.0
Low 4,965.0 4,869.0 -96.0 -1.9% 4,947.0
Close 4,973.0 4,871.0 -102.0 -2.1% 4,973.0
Range 54.0 62.0 8.0 14.8% 238.0
ATR 60.3 63.4 3.1 5.2% 0.0
Volume 4,093 72,604 68,511 1,673.9% 9,238
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,076.3 5,035.7 4,905.1
R3 5,014.3 4,973.7 4,888.1
R2 4,952.3 4,952.3 4,882.4
R1 4,911.7 4,911.7 4,876.7 4,901.0
PP 4,890.3 4,890.3 4,890.3 4,885.0
S1 4,849.7 4,849.7 4,865.3 4,839.0
S2 4,828.3 4,828.3 4,859.6
S3 4,766.3 4,787.7 4,854.0
S4 4,704.3 4,725.7 4,836.9
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,749.0 5,599.0 5,103.9
R3 5,511.0 5,361.0 5,038.5
R2 5,273.0 5,273.0 5,016.6
R1 5,123.0 5,123.0 4,994.8 5,079.0
PP 5,035.0 5,035.0 5,035.0 5,013.0
S1 4,885.0 4,885.0 4,951.2 4,841.0
S2 4,797.0 4,797.0 4,929.4
S3 4,559.0 4,647.0 4,907.6
S4 4,321.0 4,409.0 4,842.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,094.0 4,869.0 225.0 4.6% 59.0 1.2% 1% False True 16,336
10 5,232.0 4,869.0 363.0 7.5% 65.7 1.3% 1% False True 8,204
20 5,238.0 4,869.0 369.0 7.6% 50.0 1.0% 1% False True 4,186
40 5,307.0 4,869.0 438.0 9.0% 38.5 0.8% 0% False True 2,161
60 5,307.0 4,829.0 478.0 9.8% 37.6 0.8% 9% False False 1,462
80 5,307.0 4,829.0 478.0 9.8% 33.7 0.7% 9% False False 1,133
100 5,595.0 4,829.0 766.0 15.7% 29.4 0.6% 5% False False 918
120 5,595.0 4,829.0 766.0 15.7% 25.8 0.5% 5% False False 767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,194.5
2.618 5,093.3
1.618 5,031.3
1.000 4,993.0
0.618 4,969.3
HIGH 4,931.0
0.618 4,907.3
0.500 4,900.0
0.382 4,892.7
LOW 4,869.0
0.618 4,830.7
1.000 4,807.0
1.618 4,768.7
2.618 4,706.7
4.250 4,605.5
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 4,900.0 4,950.0
PP 4,890.3 4,923.7
S1 4,880.7 4,897.3

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

View Archives - Comment on this page... - Back to Index of Symbols