ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 5,204.0 5,329.0 125.0 2.4% 5,251.0
High 5,244.0 5,358.0 114.0 2.2% 5,358.0
Low 5,191.0 5,320.0 129.0 2.5% 5,168.0
Close 5,232.0 5,323.0 91.0 1.7% 5,323.0
Range 53.0 38.0 -15.0 -28.3% 190.0
ATR 77.7 81.1 3.5 4.4% 0.0
Volume 21,477 26,988 5,511 25.7% 105,062
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,447.7 5,423.3 5,343.9
R3 5,409.7 5,385.3 5,333.5
R2 5,371.7 5,371.7 5,330.0
R1 5,347.3 5,347.3 5,326.5 5,340.5
PP 5,333.7 5,333.7 5,333.7 5,330.3
S1 5,309.3 5,309.3 5,319.5 5,302.5
S2 5,295.7 5,295.7 5,316.0
S3 5,257.7 5,271.3 5,312.6
S4 5,219.7 5,233.3 5,302.1
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,853.0 5,778.0 5,427.5
R3 5,663.0 5,588.0 5,375.3
R2 5,473.0 5,473.0 5,357.8
R1 5,398.0 5,398.0 5,340.4 5,435.5
PP 5,283.0 5,283.0 5,283.0 5,301.8
S1 5,208.0 5,208.0 5,305.6 5,245.5
S2 5,093.0 5,093.0 5,288.2
S3 4,903.0 5,018.0 5,270.8
S4 4,713.0 4,828.0 5,218.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,358.0 5,168.0 190.0 3.6% 49.6 0.9% 82% True False 21,012
10 5,358.0 5,131.0 227.0 4.3% 51.4 1.0% 85% True False 22,834
20 5,358.0 4,881.0 477.0 9.0% 67.5 1.3% 93% True False 25,081
40 5,358.0 4,881.0 477.0 9.0% 73.3 1.4% 93% True False 24,716
60 5,644.0 4,881.0 763.0 14.3% 57.2 1.1% 58% False False 16,531
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.1
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5,519.5
2.618 5,457.5
1.618 5,419.5
1.000 5,396.0
0.618 5,381.5
HIGH 5,358.0
0.618 5,343.5
0.500 5,339.0
0.382 5,334.5
LOW 5,320.0
0.618 5,296.5
1.000 5,282.0
1.618 5,258.5
2.618 5,220.5
4.250 5,158.5
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 5,339.0 5,303.0
PP 5,333.7 5,283.0
S1 5,328.3 5,263.0

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

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