ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 5,395.0 5,447.0 52.0 1.0% 5,280.0
High 5,423.0 5,463.0 40.0 0.7% 5,424.0
Low 5,381.0 5,439.0 58.0 1.1% 5,246.0
Close 5,401.0 5,463.0 62.0 1.1% 5,420.0
Range 42.0 24.0 -18.0 -42.9% 178.0
ATR 48.5 49.5 1.0 2.0% 0.0
Volume 19,738 23,577 3,839 19.4% 133,972
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,527.0 5,519.0 5,476.2
R3 5,503.0 5,495.0 5,469.6
R2 5,479.0 5,479.0 5,467.4
R1 5,471.0 5,471.0 5,465.2 5,475.0
PP 5,455.0 5,455.0 5,455.0 5,457.0
S1 5,447.0 5,447.0 5,460.8 5,451.0
S2 5,431.0 5,431.0 5,458.6
S3 5,407.0 5,423.0 5,456.4
S4 5,383.0 5,399.0 5,449.8
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,897.3 5,836.7 5,517.9
R3 5,719.3 5,658.7 5,469.0
R2 5,541.3 5,541.3 5,452.6
R1 5,480.7 5,480.7 5,436.3 5,511.0
PP 5,363.3 5,363.3 5,363.3 5,378.5
S1 5,302.7 5,302.7 5,403.7 5,333.0
S2 5,185.3 5,185.3 5,387.4
S3 5,007.3 5,124.7 5,371.1
S4 4,829.3 4,946.7 5,322.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,463.0 5,356.0 107.0 2.0% 42.4 0.8% 100% True False 25,919
10 5,463.0 5,245.0 218.0 4.0% 41.4 0.8% 100% True False 24,933
20 5,463.0 5,163.0 300.0 5.5% 42.6 0.8% 100% True False 32,424
40 5,531.0 5,163.0 368.0 6.7% 27.5 0.5% 82% False False 16,264
60 5,532.0 5,163.0 369.0 6.8% 20.3 0.4% 81% False False 10,862
80 5,532.0 5,030.0 502.0 9.2% 18.3 0.3% 86% False False 8,150
100 5,532.0 5,030.0 502.0 9.2% 14.6 0.3% 86% False False 6,528
120 5,532.0 4,975.0 557.0 10.2% 12.4 0.2% 88% False False 5,442
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.7
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,565.0
2.618 5,525.8
1.618 5,501.8
1.000 5,487.0
0.618 5,477.8
HIGH 5,463.0
0.618 5,453.8
0.500 5,451.0
0.382 5,448.2
LOW 5,439.0
0.618 5,424.2
1.000 5,415.0
1.618 5,400.2
2.618 5,376.2
4.250 5,337.0
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 5,459.0 5,445.2
PP 5,455.0 5,427.3
S1 5,451.0 5,409.5

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

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