ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 5,365.0 5,364.0 -1.0 0.0% 5,340.0
High 5,370.0 5,369.0 -1.0 0.0% 5,370.0
Low 5,344.0 5,337.0 -7.0 -0.1% 5,276.0
Close 5,362.0 5,353.0 -9.0 -0.2% 5,362.0
Range 26.0 32.0 6.0 23.1% 94.0
ATR 69.1 66.5 -2.7 -3.8% 0.0
Volume 17,377 20,321 2,944 16.9% 130,033
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,449.0 5,433.0 5,370.6
R3 5,417.0 5,401.0 5,361.8
R2 5,385.0 5,385.0 5,358.9
R1 5,369.0 5,369.0 5,355.9 5,361.0
PP 5,353.0 5,353.0 5,353.0 5,349.0
S1 5,337.0 5,337.0 5,350.1 5,329.0
S2 5,321.0 5,321.0 5,347.1
S3 5,289.0 5,305.0 5,344.2
S4 5,257.0 5,273.0 5,335.4
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,618.0 5,584.0 5,413.7
R3 5,524.0 5,490.0 5,387.9
R2 5,430.0 5,430.0 5,379.2
R1 5,396.0 5,396.0 5,370.6 5,413.0
PP 5,336.0 5,336.0 5,336.0 5,344.5
S1 5,302.0 5,302.0 5,353.4 5,319.0
S2 5,242.0 5,242.0 5,344.8
S3 5,148.0 5,208.0 5,336.2
S4 5,054.0 5,114.0 5,310.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,370.0 5,276.0 94.0 1.8% 40.8 0.8% 82% False False 23,254
10 5,370.0 5,029.0 341.0 6.4% 69.0 1.3% 95% False False 35,140
20 5,436.0 5,029.0 407.0 7.6% 65.3 1.2% 80% False False 33,441
40 5,490.0 5,029.0 461.0 8.6% 52.1 1.0% 70% False False 27,766
60 5,490.0 5,029.0 461.0 8.6% 47.8 0.9% 70% False False 28,116
80 5,531.0 5,029.0 502.0 9.4% 39.0 0.7% 65% False False 21,112
100 5,532.0 5,029.0 503.0 9.4% 32.4 0.6% 64% False False 16,901
120 5,532.0 5,029.0 503.0 9.4% 28.6 0.5% 64% False False 14,088
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,505.0
2.618 5,452.8
1.618 5,420.8
1.000 5,401.0
0.618 5,388.8
HIGH 5,369.0
0.618 5,356.8
0.500 5,353.0
0.382 5,349.2
LOW 5,337.0
0.618 5,317.2
1.000 5,305.0
1.618 5,285.2
2.618 5,253.2
4.250 5,201.0
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 5,353.0 5,343.0
PP 5,353.0 5,333.0
S1 5,353.0 5,323.0

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

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