ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 5,249.0 5,219.0 -30.0 -0.6% 5,159.0
High 5,297.0 5,225.0 -72.0 -1.4% 5,297.0
Low 5,226.0 5,135.0 -91.0 -1.7% 5,146.0
Close 5,252.0 5,142.0 -110.0 -2.1% 5,257.0
Range 71.0 90.0 19.0 26.8% 151.0
ATR 72.0 75.2 3.2 4.5% 0.0
Volume 23,378 36,667 13,289 56.8% 63,216
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,437.3 5,379.7 5,191.5
R3 5,347.3 5,289.7 5,166.8
R2 5,257.3 5,257.3 5,158.5
R1 5,199.7 5,199.7 5,150.3 5,183.5
PP 5,167.3 5,167.3 5,167.3 5,159.3
S1 5,109.7 5,109.7 5,133.8 5,093.5
S2 5,077.3 5,077.3 5,125.5
S3 4,987.3 5,019.7 5,117.3
S4 4,897.3 4,929.7 5,092.5
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,686.3 5,622.7 5,340.1
R3 5,535.3 5,471.7 5,298.5
R2 5,384.3 5,384.3 5,284.7
R1 5,320.7 5,320.7 5,270.8 5,352.5
PP 5,233.3 5,233.3 5,233.3 5,249.3
S1 5,169.7 5,169.7 5,243.2 5,201.5
S2 5,082.3 5,082.3 5,229.3
S3 4,931.3 5,018.7 5,215.5
S4 4,780.3 4,867.7 5,174.0
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 5,135.0 162.0 3.2% 71.0 1.4% 4% False True 24,652
10 5,297.0 4,972.0 325.0 6.3% 68.4 1.3% 52% False False 21,183
20 5,297.0 4,852.0 445.0 8.7% 70.5 1.4% 65% False False 25,773
40 5,297.0 4,852.0 445.0 8.7% 54.0 1.0% 65% False False 12,970
60 5,307.0 4,852.0 455.0 8.8% 42.9 0.8% 64% False False 8,667
80 5,307.0 4,829.0 478.0 9.3% 40.9 0.8% 65% False False 6,517
100 5,307.0 4,829.0 478.0 9.3% 36.8 0.7% 65% False False 5,253
120 5,595.0 4,829.0 766.0 14.9% 32.1 0.6% 41% False False 4,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,607.5
2.618 5,460.6
1.618 5,370.6
1.000 5,315.0
0.618 5,280.6
HIGH 5,225.0
0.618 5,190.6
0.500 5,180.0
0.382 5,169.4
LOW 5,135.0
0.618 5,079.4
1.000 5,045.0
1.618 4,989.4
2.618 4,899.4
4.250 4,752.5
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 5,180.0 5,216.0
PP 5,167.3 5,191.3
S1 5,154.7 5,166.7

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

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