ASX SPI 200 Index Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 5,148.0 5,199.0 51.0 1.0% 5,203.0
High 5,184.0 5,214.0 30.0 0.6% 5,214.0
Low 5,122.0 5,158.0 36.0 0.7% 5,073.0
Close 5,170.0 5,164.0 -6.0 -0.1% 5,164.0
Range 62.0 56.0 -6.0 -9.7% 141.0
ATR 64.0 63.5 -0.6 -0.9% 0.0
Volume 39,055 25,630 -13,425 -34.4% 343,567
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,346.7 5,311.3 5,194.8
R3 5,290.7 5,255.3 5,179.4
R2 5,234.7 5,234.7 5,174.3
R1 5,199.3 5,199.3 5,169.1 5,189.0
PP 5,178.7 5,178.7 5,178.7 5,173.5
S1 5,143.3 5,143.3 5,158.9 5,133.0
S2 5,122.7 5,122.7 5,153.7
S3 5,066.7 5,087.3 5,148.6
S4 5,010.7 5,031.3 5,133.2
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,573.3 5,509.7 5,241.6
R3 5,432.3 5,368.7 5,202.8
R2 5,291.3 5,291.3 5,189.9
R1 5,227.7 5,227.7 5,176.9 5,189.0
PP 5,150.3 5,150.3 5,150.3 5,131.0
S1 5,086.7 5,086.7 5,151.1 5,048.0
S2 5,009.3 5,009.3 5,138.2
S3 4,868.3 4,945.7 5,125.2
S4 4,727.3 4,804.7 5,086.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,214.0 5,073.0 141.0 2.7% 57.2 1.1% 65% True False 68,713
10 5,214.0 5,066.0 148.0 2.9% 54.3 1.1% 66% True False 36,099
20 5,214.0 4,790.0 424.0 8.2% 51.4 1.0% 88% True False 18,295
40 5,214.0 4,649.0 565.0 10.9% 50.5 1.0% 91% True False 9,179
60 5,282.0 4,649.0 633.0 12.3% 41.6 0.8% 81% False False 6,129
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 True
Stretch 11.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,452.0
2.618 5,360.6
1.618 5,304.6
1.000 5,270.0
0.618 5,248.6
HIGH 5,214.0
0.618 5,192.6
0.500 5,186.0
0.382 5,179.4
LOW 5,158.0
0.618 5,123.4
1.000 5,102.0
1.618 5,067.4
2.618 5,011.4
4.250 4,920.0
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 5,186.0 5,157.2
PP 5,178.7 5,150.3
S1 5,171.3 5,143.5

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

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