ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	5,447.0	5,409.0	-38.0	-0.7%	5,390.0
High	5,463.0	5,433.0	-30.0	-0.5%	5,463.0
Low	5,439.0	5,400.0	-39.0	-0.7%	5,356.0
Close	5,463.0	5,416.0	-47.0	-0.9%	5,416.0
Range	24.0	33.0	9.0	37.5%	107.0
ATR	49.5	50.4	1.0	2.0%	0.0
Volume	23,577	26,394	2,817	11.9%	115,472

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,515.3	5,498.7	5,434.2
R3	5,482.3	5,465.7	5,425.1
R2	5,449.3	5,449.3	5,422.1
R1	5,432.7	5,432.7	5,419.0	5,441.0
PP	5,416.3	5,416.3	5,416.3	5,420.5
S1	5,399.7	5,399.7	5,413.0	5,408.0
S2	5,383.3	5,383.3	5,410.0
S3	5,350.3	5,366.7	5,406.9
S4	5,317.3	5,333.7	5,397.9

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,732.7	5,681.3	5,474.9
R3	5,625.7	5,574.3	5,445.4
R2	5,518.7	5,518.7	5,435.6
R1	5,467.3	5,467.3	5,425.8	5,493.0
PP	5,411.7	5,411.7	5,411.7	5,424.5
S1	5,360.3	5,360.3	5,406.2	5,386.0
S2	5,304.7	5,304.7	5,396.4
S3	5,197.7	5,253.3	5,386.6
S4	5,090.7	5,146.3	5,357.2

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%	37.4	0.7%	56%	False	False	23,094
10	5,463.0	5,246.0	217.0	4.0%	40.1	0.7%	78%	False	False	24,944
20	5,463.0	5,163.0	300.0	5.5%	42.3	0.8%	84%	False	False	33,727
40	5,531.0	5,163.0	368.0	6.8%	27.8	0.5%	69%	False	False	16,924
60	5,532.0	5,163.0	369.0	6.8%	20.8	0.4%	69%	False	False	11,299
80	5,532.0	5,030.0	502.0	9.3%	18.7	0.3%	77%	False	False	8,480
100	5,532.0	5,030.0	502.0	9.3%	15.0	0.3%	77%	False	False	6,791
120	5,532.0	5,028.0	504.0	9.3%	12.6	0.2%	77%	False	False	5,662

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	8.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,573.3
2.618	5,519.4
1.618	5,486.4
1.000	5,466.0
0.618	5,453.4
HIGH	5,433.0
0.618	5,420.4
0.500	5,416.5
0.382	5,412.6
LOW	5,400.0
0.618	5,379.6
1.000	5,367.0
1.618	5,346.6
2.618	5,313.6
4.250	5,259.8

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	5,416.5	5,422.0
PP	5,416.3	5,420.0
S1	5,416.2	5,418.0

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