ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 5,655.0 5,631.0 -24.0 -0.4% 5,591.0
High 5,659.0 5,704.0 45.0 0.8% 5,675.0
Low 5,616.0 5,619.0 3.0 0.1% 5,591.0
Close 5,631.0 5,702.0 71.0 1.3% 5,631.0
Range 43.0 85.0 42.0 97.7% 84.0
ATR 48.3 50.9 2.6 5.4% 0.0
Volume 14,303 27,110 12,807 89.5% 53,188
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,930.0 5,901.0 5,748.8
R3 5,845.0 5,816.0 5,725.4
R2 5,760.0 5,760.0 5,717.6
R1 5,731.0 5,731.0 5,709.8 5,745.5
PP 5,675.0 5,675.0 5,675.0 5,682.3
S1 5,646.0 5,646.0 5,694.2 5,660.5
S2 5,590.0 5,590.0 5,686.4
S3 5,505.0 5,561.0 5,678.6
S4 5,420.0 5,476.0 5,655.3
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,884.3 5,841.7 5,677.2
R3 5,800.3 5,757.7 5,654.1
R2 5,716.3 5,716.3 5,646.4
R1 5,673.7 5,673.7 5,638.7 5,695.0
PP 5,632.3 5,632.3 5,632.3 5,643.0
S1 5,589.7 5,589.7 5,623.3 5,611.0
S2 5,548.3 5,548.3 5,615.6
S3 5,464.3 5,505.7 5,607.9
S4 5,380.3 5,421.7 5,584.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,704.0 5,577.0 127.0 2.2% 55.0 1.0% 98% True False 18,336
10 5,704.0 5,462.0 242.0 4.2% 50.8 0.9% 99% True False 21,178
20 5,704.0 5,333.0 371.0 6.5% 40.0 0.7% 99% True False 31,874
40 5,704.0 5,009.0 695.0 12.2% 40.5 0.7% 100% True False 15,964
60 5,704.0 5,009.0 695.0 12.2% 32.1 0.6% 100% True False 10,652
80 5,704.0 5,009.0 695.0 12.2% 25.9 0.5% 100% True False 7,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6,065.3
2.618 5,926.5
1.618 5,841.5
1.000 5,789.0
0.618 5,756.5
HIGH 5,704.0
0.618 5,671.5
0.500 5,661.5
0.382 5,651.5
LOW 5,619.0
0.618 5,566.5
1.000 5,534.0
1.618 5,481.5
2.618 5,396.5
4.250 5,257.8
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 5,688.5 5,688.0
PP 5,675.0 5,674.0
S1 5,661.5 5,660.0

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

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