ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	5,583.0	5,575.0	-8.0	-0.1%	5,630.0
High	5,593.0	5,605.0	12.0	0.2%	5,665.0
Low	5,552.0	5,556.0	4.0	0.1%	5,555.0
Close	5,555.0	5,599.0	44.0	0.8%	5,661.0
Range	41.0	49.0	8.0	19.5%	110.0
ATR	51.9	51.8	-0.1	-0.3%	0.0
Volume	34,658	22,956	-11,702	-33.8%	99,220

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,733.7	5,715.3	5,626.0
R3	5,684.7	5,666.3	5,612.5
R2	5,635.7	5,635.7	5,608.0
R1	5,617.3	5,617.3	5,603.5	5,626.5
PP	5,586.7	5,586.7	5,586.7	5,591.3
S1	5,568.3	5,568.3	5,594.5	5,577.5
S2	5,537.7	5,537.7	5,590.0
S3	5,488.7	5,519.3	5,585.5
S4	5,439.7	5,470.3	5,572.1

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,957.0	5,919.0	5,721.5
R3	5,847.0	5,809.0	5,691.3
R2	5,737.0	5,737.0	5,681.2
R1	5,699.0	5,699.0	5,671.1	5,718.0
PP	5,627.0	5,627.0	5,627.0	5,636.5
S1	5,589.0	5,589.0	5,650.9	5,608.0
S2	5,517.0	5,517.0	5,640.8
S3	5,407.0	5,479.0	5,630.8
S4	5,297.0	5,369.0	5,600.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,665.0	5,552.0	113.0	2.0%	45.2	0.8%	42%	False	False	26,123
10	5,672.0	5,552.0	120.0	2.1%	47.1	0.8%	39%	False	False	25,995
20	5,790.0	5,552.0	238.0	4.3%	43.4	0.8%	20%	False	False	24,222
40	5,790.0	5,333.0	457.0	8.2%	41.7	0.7%	58%	False	False	28,048
60	5,790.0	5,009.0	781.0	13.9%	41.5	0.7%	76%	False	False	18,717
80	5,790.0	5,009.0	781.0	13.9%	34.9	0.6%	76%	False	False	14,044
100	5,790.0	5,009.0	781.0	13.9%	29.4	0.5%	76%	False	False	11,236

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,813.3
2.618	5,733.3
1.618	5,684.3
1.000	5,654.0
0.618	5,635.3
HIGH	5,605.0
0.618	5,586.3
0.500	5,580.5
0.382	5,574.7
LOW	5,556.0
0.618	5,525.7
1.000	5,507.0
1.618	5,476.7
2.618	5,427.7
4.250	5,347.8

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	5,592.8	5,598.0
PP	5,586.7	5,597.0
S1	5,580.5	5,596.0

Download as Excel Spreadsheet

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

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