ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 5,577.0 5,547.0 -30.0 -0.5% 5,436.0
High 5,586.0 5,576.0 -10.0 -0.2% 5,570.0
Low 5,553.0 5,541.0 -12.0 -0.2% 5,383.0
Close 5,575.0 5,550.0 -25.0 -0.4% 5,559.0
Range 33.0 35.0 2.0 6.1% 187.0
ATR 57.7 56.1 -1.6 -2.8% 0.0
Volume 124,571 176,442 51,871 41.6% 142,327
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,660.7 5,640.3 5,569.3
R3 5,625.7 5,605.3 5,559.6
R2 5,590.7 5,590.7 5,556.4
R1 5,570.3 5,570.3 5,553.2 5,580.5
PP 5,555.7 5,555.7 5,555.7 5,560.8
S1 5,535.3 5,535.3 5,546.8 5,545.5
S2 5,520.7 5,520.7 5,543.6
S3 5,485.7 5,500.3 5,540.4
S4 5,450.7 5,465.3 5,530.8
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 6,065.0 5,999.0 5,661.9
R3 5,878.0 5,812.0 5,610.4
R2 5,691.0 5,691.0 5,593.3
R1 5,625.0 5,625.0 5,576.1 5,658.0
PP 5,504.0 5,504.0 5,504.0 5,520.5
S1 5,438.0 5,438.0 5,541.9 5,471.0
S2 5,317.0 5,317.0 5,524.7
S3 5,130.0 5,251.0 5,507.6
S4 4,943.0 5,064.0 5,456.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,586.0 5,448.0 138.0 2.5% 33.8 0.6% 74% False False 76,094
10 5,586.0 5,383.0 203.0 3.7% 42.4 0.8% 82% False False 54,953
20 5,586.0 5,276.0 310.0 5.6% 45.3 0.8% 88% False False 39,839
40 5,586.0 5,029.0 557.0 10.0% 55.1 1.0% 94% False False 36,618
60 5,586.0 5,029.0 557.0 10.0% 49.9 0.9% 94% False False 32,196
80 5,586.0 5,029.0 557.0 10.0% 45.6 0.8% 94% False False 29,933
100 5,586.0 5,029.0 557.0 10.0% 39.1 0.7% 94% False False 23,965
120 5,586.0 5,029.0 557.0 10.0% 33.2 0.6% 94% False False 19,981
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,724.8
2.618 5,667.6
1.618 5,632.6
1.000 5,611.0
0.618 5,597.6
HIGH 5,576.0
0.618 5,562.6
0.500 5,558.5
0.382 5,554.4
LOW 5,541.0
0.618 5,519.4
1.000 5,506.0
1.618 5,484.4
2.618 5,449.4
4.250 5,392.3
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 5,558.5 5,563.0
PP 5,555.7 5,558.7
S1 5,552.8 5,554.3

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

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