ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 5,100.0 5,183.0 83.0 1.6% 5,175.0
High 5,152.0 5,262.0 110.0 2.1% 5,188.0
Low 5,087.0 5,164.0 77.0 1.5% 5,009.0
Close 5,131.0 5,256.0 125.0 2.4% 5,034.0
Range 65.0 98.0 33.0 50.8% 179.0
ATR 86.2 89.4 3.2 3.7% 0.0
Volume 22,561 33,459 10,898 48.3% 144,869
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,521.3 5,486.7 5,309.9
R3 5,423.3 5,388.7 5,283.0
R2 5,325.3 5,325.3 5,274.0
R1 5,290.7 5,290.7 5,265.0 5,308.0
PP 5,227.3 5,227.3 5,227.3 5,236.0
S1 5,192.7 5,192.7 5,247.0 5,210.0
S2 5,129.3 5,129.3 5,238.0
S3 5,031.3 5,094.7 5,229.1
S4 4,933.3 4,996.7 5,202.1
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 5,262.0 4,959.0 303.0 5.8% 78.0 1.5% 98% True False 29,564
10 5,262.0 4,959.0 303.0 5.8% 76.1 1.4% 98% True False 28,647
20 5,369.0 4,959.0 410.0 7.8% 71.0 1.3% 72% False False 26,579
40 5,369.0 4,881.0 488.0 9.3% 70.5 1.3% 77% False False 25,877
60 5,369.0 4,881.0 488.0 9.3% 72.0 1.4% 77% False False 24,902
80 5,644.0 4,881.0 763.0 14.5% 60.2 1.1% 49% False False 18,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,678.5
2.618 5,518.6
1.618 5,420.6
1.000 5,360.0
0.618 5,322.6
HIGH 5,262.0
0.618 5,224.6
0.500 5,213.0
0.382 5,201.4
LOW 5,164.0
0.618 5,103.4
1.000 5,066.0
1.618 5,005.4
2.618 4,907.4
4.250 4,747.5
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 5,241.7 5,220.7
PP 5,227.3 5,185.3
S1 5,213.0 5,150.0

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

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