ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	4,810.0	4,845.0	35.0	0.7%	4,756.0
High	4,883.0	4,887.0	4.0	0.1%	4,887.0
Low	4,808.0	4,834.0	26.0	0.5%	4,747.0
Close	4,827.0	4,879.0	52.0	1.1%	4,879.0
Range	75.0	53.0	-22.0	-29.3%	140.0
ATR	89.1	87.0	-2.1	-2.3%	0.0
Volume	37,981	29,539	-8,442	-22.2%	165,632

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,025.7	5,005.3	4,908.2
R3	4,972.7	4,952.3	4,893.6
R2	4,919.7	4,919.7	4,888.7
R1	4,899.3	4,899.3	4,883.9	4,909.5
PP	4,866.7	4,866.7	4,866.7	4,871.8
S1	4,846.3	4,846.3	4,874.1	4,856.5
S2	4,813.7	4,813.7	4,869.3
S3	4,760.7	4,793.3	4,864.4
S4	4,707.7	4,740.3	4,849.9

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,257.7	5,208.3	4,956.0
R3	5,117.7	5,068.3	4,917.5
R2	4,977.7	4,977.7	4,904.7
R1	4,928.3	4,928.3	4,891.8	4,953.0
PP	4,837.7	4,837.7	4,837.7	4,850.0
S1	4,788.3	4,788.3	4,866.2	4,813.0
S2	4,697.7	4,697.7	4,853.3
S3	4,557.7	4,648.3	4,840.5
S4	4,417.7	4,508.3	4,802.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,887.0	4,747.0	140.0	2.9%	73.8	1.5%	94%	True	False	33,126
10	4,949.0	4,747.0	202.0	4.1%	78.5	1.6%	65%	False	False	33,139
20	5,297.0	4,747.0	550.0	11.3%	80.4	1.6%	24%	False	False	29,639
40	5,297.0	4,747.0	550.0	11.3%	71.5	1.5%	24%	False	False	24,020
60	5,297.0	4,747.0	550.0	11.3%	59.6	1.2%	24%	False	False	16,077
80	5,307.0	4,747.0	560.0	11.5%	51.7	1.1%	24%	False	False	12,072
100	5,307.0	4,747.0	560.0	11.5%	46.1	0.9%	24%	False	False	9,668
120	5,583.0	4,747.0	836.0	17.1%	41.5	0.9%	16%	False	False	8,084

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.3
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	5,112.3
2.618	5,025.8
1.618	4,972.8
1.000	4,940.0
0.618	4,919.8
HIGH	4,887.0
0.618	4,866.8
0.500	4,860.5
0.382	4,854.2
LOW	4,834.0
0.618	4,801.2
1.000	4,781.0
1.618	4,748.2
2.618	4,695.2
4.250	4,608.8

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	4,872.8	4,864.3
PP	4,866.7	4,849.7
S1	4,860.5	4,835.0

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