ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 5,753.0 5,740.0 -13.0 -0.2% 5,631.0
High 5,755.0 5,751.0 -4.0 -0.1% 5,727.0
Low 5,703.0 5,723.0 20.0 0.4% 5,619.0
Close 5,716.0 5,729.0 13.0 0.2% 5,721.0
Range 52.0 28.0 -24.0 -46.2% 108.0
ATR 48.6 47.6 -1.0 -2.0% 0.0
Volume 29,260 24,216 -5,044 -17.2% 78,992
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,818.3 5,801.7 5,744.4
R3 5,790.3 5,773.7 5,736.7
R2 5,762.3 5,762.3 5,734.1
R1 5,745.7 5,745.7 5,731.6 5,740.0
PP 5,734.3 5,734.3 5,734.3 5,731.5
S1 5,717.7 5,717.7 5,726.4 5,712.0
S2 5,706.3 5,706.3 5,723.9
S3 5,678.3 5,689.7 5,721.3
S4 5,650.3 5,661.7 5,713.6
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 6,013.0 5,975.0 5,780.4
R3 5,905.0 5,867.0 5,750.7
R2 5,797.0 5,797.0 5,740.8
R1 5,759.0 5,759.0 5,730.9 5,778.0
PP 5,689.0 5,689.0 5,689.0 5,698.5
S1 5,651.0 5,651.0 5,711.1 5,670.0
S2 5,581.0 5,581.0 5,701.2
S3 5,473.0 5,543.0 5,691.3
S4 5,365.0 5,435.0 5,661.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,790.0 5,703.0 87.0 1.5% 36.8 0.6% 30% False False 23,612
10 5,790.0 5,591.0 199.0 3.5% 44.5 0.8% 69% False False 21,375
20 5,790.0 5,462.0 328.0 5.7% 43.3 0.8% 81% False False 37,983
40 5,790.0 5,242.0 548.0 9.6% 34.1 0.6% 89% False False 19,298
60 5,790.0 5,009.0 781.0 13.6% 34.4 0.6% 92% False False 12,872
80 5,790.0 5,009.0 781.0 13.6% 27.7 0.5% 92% False False 9,657
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,870.0
2.618 5,824.3
1.618 5,796.3
1.000 5,779.0
0.618 5,768.3
HIGH 5,751.0
0.618 5,740.3
0.500 5,737.0
0.382 5,733.7
LOW 5,723.0
0.618 5,705.7
1.000 5,695.0
1.618 5,677.7
2.618 5,649.7
4.250 5,604.0
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 5,737.0 5,746.5
PP 5,734.3 5,740.7
S1 5,731.7 5,734.8

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

View Archives - Comment on this page... - Back to Index of Symbols