ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	5,570.0	5,560.0	-10.0	-0.2%	5,436.0
High	5,600.0	5,561.0	-39.0	-0.7%	5,570.0
Low	5,561.0	5,545.0	-16.0	-0.3%	5,383.0
Close	5,582.0	5,561.0	-21.0	-0.4%	5,559.0
Range	39.0	16.0	-23.0	-59.0%	187.0
ATR	55.7	54.3	-1.3	-2.4%	0.0
Volume	130,274	913	-129,361	-99.3%	142,327

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,603.7	5,598.3	5,569.8
R3	5,587.7	5,582.3	5,565.4
R2	5,571.7	5,571.7	5,563.9
R1	5,566.3	5,566.3	5,562.5	5,569.0
PP	5,555.7	5,555.7	5,555.7	5,557.0
S1	5,550.3	5,550.3	5,559.5	5,553.0
S2	5,539.7	5,539.7	5,558.1
S3	5,523.7	5,534.3	5,556.6
S4	5,507.7	5,518.3	5,552.2

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	6,065.0	5,999.0	5,661.9
R3	5,878.0	5,812.0	5,610.4
R2	5,691.0	5,691.0	5,593.3
R1	5,625.0	5,625.0	5,576.1	5,658.0
PP	5,504.0	5,504.0	5,504.0	5,520.5
S1	5,438.0	5,438.0	5,541.9	5,471.0
S2	5,317.0	5,317.0	5,524.7
S3	5,130.0	5,251.0	5,507.6
S4	4,943.0	5,064.0	5,456.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,600.0	5,540.0	60.0	1.1%	30.6	0.6%	35%	False	False	92,006
10	5,600.0	5,383.0	217.0	3.9%	38.0	0.7%	82%	False	False	60,651
20	5,600.0	5,337.0	263.0	4.7%	42.5	0.8%	85%	False	False	43,820
40	5,600.0	5,029.0	571.0	10.3%	55.0	1.0%	93%	False	False	38,859
60	5,600.0	5,029.0	571.0	10.3%	49.5	0.9%	93%	False	False	33,445
80	5,600.0	5,029.0	571.0	10.3%	46.2	0.8%	93%	False	False	31,572
100	5,600.0	5,029.0	571.0	10.3%	39.6	0.7%	93%	False	False	25,277
120	5,600.0	5,029.0	571.0	10.3%	33.6	0.6%	93%	False	False	21,074

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.8
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	5,629.0
2.618	5,602.9
1.618	5,586.9
1.000	5,577.0
0.618	5,570.9
HIGH	5,561.0
0.618	5,554.9
0.500	5,553.0
0.382	5,551.1
LOW	5,545.0
0.618	5,535.1
1.000	5,529.0
1.618	5,519.1
2.618	5,503.1
4.250	5,477.0

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	5,558.3	5,570.5
PP	5,555.7	5,567.3
S1	5,553.0	5,564.2

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