ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 4,875.0 4,899.0 24.0 0.5% 5,249.0
High 4,934.0 4,947.0 13.0 0.3% 5,297.0
Low 4,856.0 4,880.0 24.0 0.5% 4,873.0
Close 4,880.0 4,937.0 57.0 1.2% 4,930.0
Range 78.0 67.0 -11.0 -14.1% 424.0
ATR 86.4 85.0 -1.4 -1.6% 0.0
Volume 33,034 26,277 -6,757 -20.5% 173,420
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,122.3 5,096.7 4,973.9
R3 5,055.3 5,029.7 4,955.4
R2 4,988.3 4,988.3 4,949.3
R1 4,962.7 4,962.7 4,943.1 4,975.5
PP 4,921.3 4,921.3 4,921.3 4,927.8
S1 4,895.7 4,895.7 4,930.9 4,908.5
S2 4,854.3 4,854.3 4,924.7
S3 4,787.3 4,828.7 4,918.6
S4 4,720.3 4,761.7 4,900.2
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 6,305.3 6,041.7 5,163.2
R3 5,881.3 5,617.7 5,046.6
R2 5,457.3 5,457.3 5,007.7
R1 5,193.7 5,193.7 4,968.9 5,113.5
PP 5,033.3 5,033.3 5,033.3 4,993.3
S1 4,769.7 4,769.7 4,891.1 4,689.5
S2 4,609.3 4,609.3 4,852.3
S3 4,185.3 4,345.7 4,813.4
S4 3,761.3 3,921.7 4,696.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,082.0 4,829.0 253.0 5.1% 93.2 1.9% 43% False False 36,252
10 5,297.0 4,829.0 468.0 9.5% 84.8 1.7% 23% False False 31,280
20 5,297.0 4,829.0 468.0 9.5% 79.2 1.6% 23% False False 35,992
40 5,297.0 4,829.0 468.0 9.5% 63.6 1.3% 23% False False 18,274
60 5,307.0 4,829.0 478.0 9.7% 51.0 1.0% 23% False False 12,228
80 5,307.0 4,829.0 478.0 9.7% 47.2 1.0% 23% False False 9,187
100 5,307.0 4,829.0 478.0 9.7% 42.7 0.9% 23% False False 7,379
120 5,595.0 4,829.0 766.0 15.5% 37.1 0.8% 14% False False 6,158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 16.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,231.8
2.618 5,122.4
1.618 5,055.4
1.000 5,014.0
0.618 4,988.4
HIGH 4,947.0
0.618 4,921.4
0.500 4,913.5
0.382 4,905.6
LOW 4,880.0
0.618 4,838.6
1.000 4,813.0
1.618 4,771.6
2.618 4,704.6
4.250 4,595.3
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 4,929.2 4,920.7
PP 4,921.3 4,904.3
S1 4,913.5 4,888.0

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

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