ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	5,097.0	5,173.0	76.0	1.5%	4,897.0
High	5,124.0	5,181.0	57.0	1.1%	5,085.0
Low	5,088.0	5,137.0	49.0	1.0%	4,852.0
Close	5,098.0	5,154.0	56.0	1.1%	5,061.0
Range	36.0	44.0	8.0	22.2%	233.0
ATR	72.3	73.0	0.8	1.1%	0.0
Volume	13,487	11,258	-2,229	-16.5%	325,192

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,289.3	5,265.7	5,178.2
R3	5,245.3	5,221.7	5,166.1
R2	5,201.3	5,201.3	5,162.1
R1	5,177.7	5,177.7	5,158.0	5,167.5
PP	5,157.3	5,157.3	5,157.3	5,152.3
S1	5,133.7	5,133.7	5,150.0	5,123.5
S2	5,113.3	5,113.3	5,145.9
S3	5,069.3	5,089.7	5,141.9
S4	5,025.3	5,045.7	5,129.8

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,698.3	5,612.7	5,189.2
R3	5,465.3	5,379.7	5,125.1
R2	5,232.3	5,232.3	5,103.7
R1	5,146.7	5,146.7	5,082.4	5,189.5
PP	4,999.3	4,999.3	4,999.3	5,020.8
S1	4,913.7	4,913.7	5,039.6	4,956.5
S2	4,766.3	4,766.3	5,018.3
S3	4,533.3	4,680.7	4,996.9
S4	4,300.3	4,447.7	4,932.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,181.0	4,972.0	209.0	4.1%	65.8	1.3%	87%	True	False	17,715
10	5,181.0	4,852.0	329.0	6.4%	68.3	1.3%	92%	True	False	38,699
20	5,232.0	4,852.0	380.0	7.4%	62.7	1.2%	79%	False	False	19,639
40	5,238.0	4,852.0	386.0	7.5%	50.0	1.0%	78%	False	False	9,914
60	5,307.0	4,852.0	455.0	8.8%	41.8	0.8%	66%	False	False	6,629
80	5,307.0	4,829.0	478.0	9.3%	37.5	0.7%	68%	False	False	4,983
100	5,385.0	4,829.0	556.0	10.8%	33.3	0.6%	58%	False	False	4,021
120	5,595.0	4,829.0	766.0	14.9%	29.7	0.6%	42%	False	False	3,353

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	15.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,368.0
2.618	5,296.2
1.618	5,252.2
1.000	5,225.0
0.618	5,208.2
HIGH	5,181.0
0.618	5,164.2
0.500	5,159.0
0.382	5,153.8
LOW	5,137.0
0.618	5,109.8
1.000	5,093.0
1.618	5,065.8
2.618	5,021.8
4.250	4,950.0

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	5,159.0	5,141.8
PP	5,157.3	5,129.7
S1	5,155.7	5,117.5

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