ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 4,877.0 4,933.0 56.0 1.1% 5,010.0
High 4,940.0 4,938.0 -2.0 0.0% 5,023.0
Low 4,857.0 4,878.0 21.0 0.4% 4,812.0
Close 4,933.0 4,923.0 -10.0 -0.2% 4,923.0
Range 83.0 60.0 -23.0 -27.7% 211.0
ATR 88.0 86.0 -2.0 -2.3% 0.0
Volume 31,711 20,962 -10,749 -33.9% 168,294
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 5,093.0 5,068.0 4,956.0
R3 5,033.0 5,008.0 4,939.5
R2 4,973.0 4,973.0 4,934.0
R1 4,948.0 4,948.0 4,928.5 4,930.5
PP 4,913.0 4,913.0 4,913.0 4,904.3
S1 4,888.0 4,888.0 4,917.5 4,870.5
S2 4,853.0 4,853.0 4,912.0
S3 4,793.0 4,828.0 4,906.5
S4 4,733.0 4,768.0 4,890.0
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 5,552.3 5,448.7 5,039.1
R3 5,341.3 5,237.7 4,981.0
R2 5,130.3 5,130.3 4,961.7
R1 5,026.7 5,026.7 4,942.3 4,973.0
PP 4,919.3 4,919.3 4,919.3 4,892.5
S1 4,815.7 4,815.7 4,903.7 4,762.0
S2 4,708.3 4,708.3 4,884.3
S3 4,497.3 4,604.7 4,865.0
S4 4,286.3 4,393.7 4,807.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,023.0 4,812.0 211.0 4.3% 68.2 1.4% 53% False False 33,658
10 5,023.0 4,812.0 211.0 4.3% 67.5 1.4% 53% False False 31,518
20 5,023.0 4,747.0 276.0 5.6% 76.4 1.6% 64% False False 32,777
40 5,297.0 4,747.0 550.0 11.2% 75.3 1.5% 32% False False 31,141
60 5,297.0 4,747.0 550.0 11.2% 64.1 1.3% 32% False False 20,814
80 5,307.0 4,747.0 560.0 11.4% 53.7 1.1% 31% False False 15,630
100 5,307.0 4,747.0 560.0 11.4% 50.7 1.0% 31% False False 12,517
120 5,307.0 4,747.0 560.0 11.4% 45.6 0.9% 31% False False 10,462
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,193.0
2.618 5,095.1
1.618 5,035.1
1.000 4,998.0
0.618 4,975.1
HIGH 4,938.0
0.618 4,915.1
0.500 4,908.0
0.382 4,900.9
LOW 4,878.0
0.618 4,840.9
1.000 4,818.0
1.618 4,780.9
2.618 4,720.9
4.250 4,623.0
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 4,918.0 4,907.3
PP 4,913.0 4,891.7
S1 4,908.0 4,876.0

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

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