ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 5,697.0 5,719.0 22.0 0.4% 5,591.0
High 5,707.0 5,723.0 16.0 0.3% 5,675.0
Low 5,688.0 5,707.0 19.0 0.3% 5,591.0
Close 5,697.0 5,716.0 19.0 0.3% 5,631.0
Range 19.0 16.0 -3.0 -15.8% 84.0
ATR 48.7 47.0 -1.6 -3.3% 0.0
Volume 15,392 18,822 3,430 22.3% 53,188
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,763.3 5,755.7 5,724.8
R3 5,747.3 5,739.7 5,720.4
R2 5,731.3 5,731.3 5,718.9
R1 5,723.7 5,723.7 5,717.5 5,719.5
PP 5,715.3 5,715.3 5,715.3 5,713.3
S1 5,707.7 5,707.7 5,714.5 5,703.5
S2 5,699.3 5,699.3 5,713.1
S3 5,683.3 5,691.7 5,711.6
S4 5,667.3 5,675.7 5,707.2
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 5,723.0 5,616.0 107.0 1.9% 42.8 0.7% 93% True False 18,940
10 5,723.0 5,511.0 212.0 3.7% 45.3 0.8% 97% True False 19,557
20 5,723.0 5,373.0 350.0 6.1% 40.2 0.7% 98% True False 33,559
40 5,723.0 5,009.0 714.0 12.5% 39.2 0.7% 99% True False 16,819
60 5,723.0 5,009.0 714.0 12.5% 32.3 0.6% 99% True False 11,222
80 5,723.0 5,009.0 714.0 12.5% 26.4 0.5% 99% True False 8,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 5.9
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5,791.0
2.618 5,764.9
1.618 5,748.9
1.000 5,739.0
0.618 5,732.9
HIGH 5,723.0
0.618 5,716.9
0.500 5,715.0
0.382 5,713.1
LOW 5,707.0
0.618 5,697.1
1.000 5,691.0
1.618 5,681.1
2.618 5,665.1
4.250 5,639.0
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 5,715.7 5,701.0
PP 5,715.3 5,686.0
S1 5,715.0 5,671.0

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

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