ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	5,351.0	5,300.0	-51.0	-1.0%	5,165.0
High	5,355.0	5,350.0	-5.0	-0.1%	5,369.0
Low	5,318.0	5,276.0	-42.0	-0.8%	5,029.0
Close	5,320.0	5,338.0	18.0	0.3%	5,357.0
Range	37.0	74.0	37.0	100.0%	340.0
ATR	71.8	72.0	0.2	0.2%	0.0
Volume	22,954	28,602	5,648	24.6%	236,244

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,543.3	5,514.7	5,378.7
R3	5,469.3	5,440.7	5,358.4
R2	5,395.3	5,395.3	5,351.6
R1	5,366.7	5,366.7	5,344.8	5,381.0
PP	5,321.3	5,321.3	5,321.3	5,328.5
S1	5,292.7	5,292.7	5,331.2	5,307.0
S2	5,247.3	5,247.3	5,324.4
S3	5,173.3	5,218.7	5,317.7
S4	5,099.3	5,144.7	5,297.3

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	6,271.7	6,154.3	5,544.0
R3	5,931.7	5,814.3	5,450.5
R2	5,591.7	5,591.7	5,419.3
R1	5,474.3	5,474.3	5,388.2	5,533.0
PP	5,251.7	5,251.7	5,251.7	5,281.0
S1	5,134.3	5,134.3	5,325.8	5,193.0
S2	4,911.7	4,911.7	5,294.7
S3	4,571.7	4,794.3	5,263.5
S4	4,231.7	4,454.3	5,170.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,369.0	5,276.0	93.0	1.7%	47.8	0.9%	67%	False	True	30,782
10	5,369.0	5,029.0	340.0	6.4%	74.6	1.4%	91%	False	False	37,620
20	5,436.0	5,029.0	407.0	7.6%	67.6	1.3%	76%	False	False	33,897
40	5,490.0	5,029.0	461.0	8.6%	53.0	1.0%	67%	False	False	28,257
60	5,500.0	5,029.0	471.0	8.8%	47.5	0.9%	66%	False	False	27,489
80	5,532.0	5,029.0	503.0	9.4%	38.8	0.7%	61%	False	False	20,641
100	5,532.0	5,029.0	503.0	9.4%	31.8	0.6%	61%	False	False	16,524
120	5,532.0	5,029.0	503.0	9.4%	28.1	0.5%	61%	False	False	13,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,664.5
2.618	5,543.7
1.618	5,469.7
1.000	5,424.0
0.618	5,395.7
HIGH	5,350.0
0.618	5,321.7
0.500	5,313.0
0.382	5,304.3
LOW	5,276.0
0.618	5,230.3
1.000	5,202.0
1.618	5,156.3
2.618	5,082.3
4.250	4,961.5

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	5,329.7	5,330.5
PP	5,321.3	5,323.0
S1	5,313.0	5,315.5

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