ASX SPI 200 Index Future March 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	5,830.0	5,770.0	-60.0	-1.0%	5,926.0
High	5,847.0	5,803.0	-44.0	-0.8%	5,981.0
Low	5,798.0	5,744.0	-54.0	-0.9%	5,856.0
Close	5,810.0	5,786.0	-24.0	-0.4%	5,890.0
Range	49.0	59.0	10.0	20.4%	125.0
ATR	64.4	64.6	0.1	0.2%	0.0
Volume	20,768	29,461	8,693	41.9%	109,739

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,954.7	5,929.3	5,818.5
R3	5,895.7	5,870.3	5,802.2
R2	5,836.7	5,836.7	5,796.8
R1	5,811.3	5,811.3	5,791.4	5,824.0
PP	5,777.7	5,777.7	5,777.7	5,784.0
S1	5,752.3	5,752.3	5,780.6	5,765.0
S2	5,718.7	5,718.7	5,775.2
S3	5,659.7	5,693.3	5,769.8
S4	5,600.7	5,634.3	5,753.6

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,284.0	6,212.0	5,958.8
R3	6,159.0	6,087.0	5,924.4
R2	6,034.0	6,034.0	5,912.9
R1	5,962.0	5,962.0	5,901.5	5,935.5
PP	5,909.0	5,909.0	5,909.0	5,895.8
S1	5,837.0	5,837.0	5,878.5	5,810.5
S2	5,784.0	5,784.0	5,867.1
S3	5,659.0	5,712.0	5,855.6
S4	5,534.0	5,587.0	5,821.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,907.0	5,744.0	163.0	2.8%	50.2	0.9%	26%	False	True	21,633
10	5,981.0	5,744.0	237.0	4.1%	59.0	1.0%	18%	False	True	22,527
20	5,981.0	5,685.0	296.0	5.1%	61.3	1.1%	34%	False	False	23,099
40	5,981.0	5,213.0	768.0	13.3%	59.5	1.0%	75%	False	False	24,169
60	5,981.0	5,081.0	900.0	15.6%	61.0	1.1%	78%	False	False	26,317
80	5,981.0	5,081.0	900.0	15.6%	54.0	0.9%	78%	False	False	19,835
100	5,981.0	5,081.0	900.0	15.6%	43.8	0.8%	78%	False	False	15,873
120	5,981.0	5,081.0	900.0	15.6%	37.0	0.6%	78%	False	False	13,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,053.8
2.618	5,957.5
1.618	5,898.5
1.000	5,862.0
0.618	5,839.5
HIGH	5,803.0
0.618	5,780.5
0.500	5,773.5
0.382	5,766.5
LOW	5,744.0
0.618	5,707.5
1.000	5,685.0
1.618	5,648.5
2.618	5,589.5
4.250	5,493.3

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	5,781.8	5,797.5
PP	5,777.7	5,793.7
S1	5,773.5	5,789.8

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