ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 5,047.0 4,969.0 -78.0 -1.5% 5,175.0
High 5,068.0 5,034.0 -34.0 -0.7% 5,188.0
Low 5,009.0 4,959.0 -50.0 -1.0% 5,009.0
Close 5,034.0 4,994.0 -40.0 -0.8% 5,034.0
Range 59.0 75.0 16.0 27.1% 179.0
ATR 84.8 84.1 -0.7 -0.8% 0.0
Volume 29,982 25,443 -4,539 -15.1% 144,869
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,220.7 5,182.3 5,035.3
R3 5,145.7 5,107.3 5,014.6
R2 5,070.7 5,070.7 5,007.8
R1 5,032.3 5,032.3 5,000.9 5,051.5
PP 4,995.7 4,995.7 4,995.7 5,005.3
S1 4,957.3 4,957.3 4,987.1 4,976.5
S2 4,920.7 4,920.7 4,980.3
S3 4,845.7 4,882.3 4,973.4
S4 4,770.7 4,807.3 4,952.8
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,614.0 5,503.0 5,132.5
R3 5,435.0 5,324.0 5,083.2
R2 5,256.0 5,256.0 5,066.8
R1 5,145.0 5,145.0 5,050.4 5,111.0
PP 5,077.0 5,077.0 5,077.0 5,060.0
S1 4,966.0 4,966.0 5,017.6 4,932.0
S2 4,898.0 4,898.0 5,001.2
S3 4,719.0 4,787.0 4,984.8
S4 4,540.0 4,608.0 4,935.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,159.0 4,959.0 200.0 4.0% 63.8 1.3% 18% False True 26,890
10 5,292.0 4,959.0 333.0 6.7% 73.4 1.5% 11% False True 26,942
20 5,369.0 4,959.0 410.0 8.2% 66.5 1.3% 9% False True 24,950
40 5,369.0 4,881.0 488.0 9.8% 69.0 1.4% 23% False False 25,523
60 5,369.0 4,881.0 488.0 9.8% 69.5 1.4% 23% False False 23,388
80 5,644.0 4,881.0 763.0 15.3% 57.2 1.1% 15% False False 17,552
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 20.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,352.8
2.618 5,230.4
1.618 5,155.4
1.000 5,109.0
0.618 5,080.4
HIGH 5,034.0
0.618 5,005.4
0.500 4,996.5
0.382 4,987.7
LOW 4,959.0
0.618 4,912.7
1.000 4,884.0
1.618 4,837.7
2.618 4,762.7
4.250 4,640.3
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 4,996.5 5,059.0
PP 4,995.7 5,037.3
S1 4,994.8 5,015.7

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

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