ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 18-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 18-Jan-2016 Change Change % Previous Week
Open 4,932.0 4,756.0 -176.0 -3.6% 4,856.0
High 4,949.0 4,823.0 -126.0 -2.5% 4,949.0
Low 4,816.0 4,747.0 -69.0 -1.4% 4,810.0
Close 4,832.0 4,817.0 -15.0 -0.3% 4,832.0
Range 133.0 76.0 -57.0 -42.9% 139.0
ATR 91.2 90.8 -0.4 -0.5% 0.0
Volume 33,370 31,967 -1,403 -4.2% 165,767
Daily Pivots for day following 18-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,023.7 4,996.3 4,858.8
R3 4,947.7 4,920.3 4,837.9
R2 4,871.7 4,871.7 4,830.9
R1 4,844.3 4,844.3 4,824.0 4,858.0
PP 4,795.7 4,795.7 4,795.7 4,802.5
S1 4,768.3 4,768.3 4,810.0 4,782.0
S2 4,719.7 4,719.7 4,803.1
S3 4,643.7 4,692.3 4,796.1
S4 4,567.7 4,616.3 4,775.2
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,280.7 5,195.3 4,908.5
R3 5,141.7 5,056.3 4,870.2
R2 5,002.7 5,002.7 4,857.5
R1 4,917.3 4,917.3 4,844.7 4,890.5
PP 4,863.7 4,863.7 4,863.7 4,850.3
S1 4,778.3 4,778.3 4,819.3 4,751.5
S2 4,724.7 4,724.7 4,806.5
S3 4,585.7 4,639.3 4,793.8
S4 4,446.7 4,500.3 4,755.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,949.0 4,747.0 202.0 4.2% 85.0 1.8% 35% False True 31,346
10 5,225.0 4,747.0 478.0 9.9% 97.0 2.0% 15% False True 34,777
20 5,297.0 4,747.0 550.0 11.4% 82.0 1.7% 13% False True 27,828
40 5,297.0 4,747.0 550.0 11.4% 67.8 1.4% 13% False True 20,682
60 5,307.0 4,747.0 560.0 11.6% 55.7 1.2% 13% False True 13,851
80 5,307.0 4,747.0 560.0 11.6% 50.2 1.0% 13% False True 10,405
100 5,307.0 4,747.0 560.0 11.6% 43.1 0.9% 13% False True 8,340
120 5,595.0 4,747.0 848.0 17.6% 39.5 0.8% 8% False True 6,970
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 17.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,146.0
2.618 5,022.0
1.618 4,946.0
1.000 4,899.0
0.618 4,870.0
HIGH 4,823.0
0.618 4,794.0
0.500 4,785.0
0.382 4,776.0
LOW 4,747.0
0.618 4,700.0
1.000 4,671.0
1.618 4,624.0
2.618 4,548.0
4.250 4,424.0
Fisher Pivots for day following 18-Jan-2016
Pivot 1 day 3 day
R1 4,806.3 4,848.0
PP 4,795.7 4,837.7
S1 4,785.0 4,827.3

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

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