ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	5,153.0	5,209.0	56.0	1.1%	5,139.0
High	5,184.0	5,216.0	32.0	0.6%	5,184.0
Low	5,118.0	5,171.0	53.0	1.0%	5,077.0
Close	5,180.0	5,173.0	-7.0	-0.1%	5,180.0
Range	66.0	45.0	-21.0	-31.8%	107.0
ATR	78.7	76.3	-2.4	-3.1%	0.0
Volume	33,706	84,340	50,634	150.2%	158,800

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,321.7	5,292.3	5,197.8
R3	5,276.7	5,247.3	5,185.4
R2	5,231.7	5,231.7	5,181.3
R1	5,202.3	5,202.3	5,177.1	5,194.5
PP	5,186.7	5,186.7	5,186.7	5,182.8
S1	5,157.3	5,157.3	5,168.9	5,149.5
S2	5,141.7	5,141.7	5,164.8
S3	5,096.7	5,112.3	5,160.6
S4	5,051.7	5,067.3	5,148.3

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,468.0	5,431.0	5,238.9
R3	5,361.0	5,324.0	5,209.4
R2	5,254.0	5,254.0	5,199.6
R1	5,217.0	5,217.0	5,189.8	5,235.5
PP	5,147.0	5,147.0	5,147.0	5,156.3
S1	5,110.0	5,110.0	5,170.2	5,128.5
S2	5,040.0	5,040.0	5,160.4
S3	4,933.0	5,003.0	5,150.6
S4	4,826.0	4,896.0	5,121.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,216.0	5,077.0	139.0	2.7%	61.2	1.2%	69%	True	False	43,368
10	5,216.0	4,846.0	370.0	7.2%	57.9	1.1%	88%	True	False	37,256
20	5,216.0	4,773.0	443.0	8.6%	65.6	1.3%	90%	True	False	33,397
40	5,216.0	4,644.0	572.0	11.1%	70.8	1.4%	92%	True	False	32,456
60	5,297.0	4,644.0	653.0	12.6%	74.8	1.4%	81%	False	False	31,522
80	5,297.0	4,644.0	653.0	12.6%	68.6	1.3%	81%	False	False	26,183
100	5,307.0	4,644.0	663.0	12.8%	61.0	1.2%	80%	False	False	20,974
120	5,307.0	4,644.0	663.0	12.8%	56.7	1.1%	80%	False	False	17,489

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	True
Stretch	15.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,407.3
2.618	5,333.8
1.618	5,288.8
1.000	5,261.0
0.618	5,243.8
HIGH	5,216.0
0.618	5,198.8
0.500	5,193.5
0.382	5,188.2
LOW	5,171.0
0.618	5,143.2
1.000	5,126.0
1.618	5,098.2
2.618	5,053.2
4.250	4,979.8

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	5,193.5	5,171.0
PP	5,186.7	5,169.0
S1	5,179.8	5,167.0

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