ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	5,251.0	5,224.0	-27.0	-0.5%	5,234.0
High	5,276.0	5,243.0	-33.0	-0.6%	5,291.0
Low	5,233.0	5,202.0	-31.0	-0.6%	5,131.0
Close	5,237.0	5,213.0	-24.0	-0.5%	5,252.0
Range	43.0	41.0	-2.0	-4.7%	160.0
ATR	83.1	80.1	-3.0	-3.6%	0.0
Volume	18,264	19,201	937	5.1%	123,285

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,342.3	5,318.7	5,235.6
R3	5,301.3	5,277.7	5,224.3
R2	5,260.3	5,260.3	5,220.5
R1	5,236.7	5,236.7	5,216.8	5,228.0
PP	5,219.3	5,219.3	5,219.3	5,215.0
S1	5,195.7	5,195.7	5,209.2	5,187.0
S2	5,178.3	5,178.3	5,205.5
S3	5,137.3	5,154.7	5,201.7
S4	5,096.3	5,113.7	5,190.5

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,704.7	5,638.3	5,340.0
R3	5,544.7	5,478.3	5,296.0
R2	5,384.7	5,384.7	5,281.3
R1	5,318.3	5,318.3	5,266.7	5,351.5
PP	5,224.7	5,224.7	5,224.7	5,241.3
S1	5,158.3	5,158.3	5,237.3	5,191.5
S2	5,064.7	5,064.7	5,222.7
S3	4,904.7	4,998.3	5,208.0
S4	4,744.7	4,838.3	5,164.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,291.0	5,131.0	160.0	3.1%	47.6	0.9%	51%	False	False	20,937
10	5,291.0	5,114.0	177.0	3.4%	53.5	1.0%	56%	False	False	23,340
20	5,291.0	4,881.0	410.0	7.9%	70.3	1.3%	81%	False	False	25,991
40	5,291.0	4,881.0	410.0	7.9%	70.4	1.3%	81%	False	False	23,072
60	5,644.0	4,881.0	763.0	14.6%	54.5	1.0%	44%	False	False	15,407

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.8
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	5,417.3
2.618	5,350.3
1.618	5,309.3
1.000	5,284.0
0.618	5,268.3
HIGH	5,243.0
0.618	5,227.3
0.500	5,222.5
0.382	5,217.7
LOW	5,202.0
0.618	5,176.7
1.000	5,161.0
1.618	5,135.7
2.618	5,094.7
4.250	5,027.8

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	5,222.5	5,246.5
PP	5,219.3	5,235.3
S1	5,216.2	5,224.2

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