ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 5,288.0 5,289.0 1.0 0.0% 5,012.0
High 5,296.0 5,297.0 1.0 0.0% 5,181.0
Low 5,264.0 5,242.0 -22.0 -0.4% 5,001.0
Close 5,290.0 5,257.0 -33.0 -0.6% 5,154.0
Range 32.0 55.0 23.0 71.9% 180.0
ATR 73.4 72.1 -1.3 -1.8% 0.0
Volume 20,973 18,095 -2,878 -13.7% 57,713
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,430.3 5,398.7 5,287.3
R3 5,375.3 5,343.7 5,272.1
R2 5,320.3 5,320.3 5,267.1
R1 5,288.7 5,288.7 5,262.0 5,277.0
PP 5,265.3 5,265.3 5,265.3 5,259.5
S1 5,233.7 5,233.7 5,252.0 5,222.0
S2 5,210.3 5,210.3 5,246.9
S3 5,155.3 5,178.7 5,241.9
S4 5,100.3 5,123.7 5,226.8
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,652.0 5,583.0 5,253.0
R3 5,472.0 5,403.0 5,203.5
R2 5,292.0 5,292.0 5,187.0
R1 5,223.0 5,223.0 5,170.5 5,257.5
PP 5,112.0 5,112.0 5,112.0 5,129.3
S1 5,043.0 5,043.0 5,137.5 5,077.5
S2 4,932.0 4,932.0 5,121.0
S3 4,752.0 4,863.0 5,104.5
S4 4,572.0 4,683.0 5,055.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,297.0 5,088.0 209.0 4.0% 54.8 1.0% 81% True False 17,592
10 5,297.0 4,890.0 407.0 7.7% 69.0 1.3% 90% True False 25,388
20 5,297.0 4,852.0 445.0 8.5% 65.9 1.3% 91% True False 22,775
40 5,297.0 4,852.0 445.0 8.5% 51.3 1.0% 91% True False 11,469
60 5,307.0 4,852.0 455.0 8.7% 41.5 0.8% 89% False False 7,682
80 5,307.0 4,829.0 478.0 9.1% 38.9 0.7% 90% False False 5,766
100 5,307.0 4,829.0 478.0 9.1% 35.2 0.7% 90% False False 4,653
120 5,595.0 4,829.0 766.0 14.6% 30.8 0.6% 56% False False 3,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,530.8
2.618 5,441.0
1.618 5,386.0
1.000 5,352.0
0.618 5,331.0
HIGH 5,297.0
0.618 5,276.0
0.500 5,269.5
0.382 5,263.0
LOW 5,242.0
0.618 5,208.0
1.000 5,187.0
1.618 5,153.0
2.618 5,098.0
4.250 5,008.3
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 5,269.5 5,245.2
PP 5,265.3 5,233.3
S1 5,261.2 5,221.5

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

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