ASX SPI 200 Index Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 5,022.0 5,040.0 18.0 0.4% 5,179.0
High 5,044.0 5,086.0 42.0 0.8% 5,189.0
Low 4,973.0 5,035.0 62.0 1.2% 5,053.0
Close 4,993.0 5,066.0 73.0 1.5% 5,081.0
Range 71.0 51.0 -20.0 -28.2% 136.0
ATR 67.0 68.9 1.9 2.8% 0.0
Volume 23,883 30,741 6,858 28.7% 79,094
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,215.3 5,191.7 5,094.1
R3 5,164.3 5,140.7 5,080.0
R2 5,113.3 5,113.3 5,075.4
R1 5,089.7 5,089.7 5,070.7 5,101.5
PP 5,062.3 5,062.3 5,062.3 5,068.3
S1 5,038.7 5,038.7 5,061.3 5,050.5
S2 5,011.3 5,011.3 5,056.7
S3 4,960.3 4,987.7 5,052.0
S4 4,909.3 4,936.7 5,038.0
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,515.7 5,434.3 5,155.8
R3 5,379.7 5,298.3 5,118.4
R2 5,243.7 5,243.7 5,105.9
R1 5,162.3 5,162.3 5,093.5 5,135.0
PP 5,107.7 5,107.7 5,107.7 5,094.0
S1 5,026.3 5,026.3 5,068.5 4,999.0
S2 4,971.7 4,971.7 5,056.1
S3 4,835.7 4,890.3 5,043.6
S4 4,699.7 4,754.3 5,006.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,159.0 4,973.0 186.0 3.7% 67.8 1.3% 50% False False 26,128
10 5,214.0 4,973.0 241.0 4.8% 59.5 1.2% 39% False False 29,939
20 5,214.0 4,896.0 318.0 6.3% 59.4 1.2% 53% False False 26,443
40 5,214.0 4,649.0 565.0 11.2% 56.7 1.1% 74% False False 13,339
60 5,214.0 4,649.0 565.0 11.2% 47.3 0.9% 74% False False 8,903
80 5,282.0 4,649.0 633.0 12.5% 37.8 0.7% 66% False False 6,679
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 15.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,302.8
2.618 5,219.5
1.618 5,168.5
1.000 5,137.0
0.618 5,117.5
HIGH 5,086.0
0.618 5,066.5
0.500 5,060.5
0.382 5,054.5
LOW 5,035.0
0.618 5,003.5
1.000 4,984.0
1.618 4,952.5
2.618 4,901.5
4.250 4,818.3
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 5,064.2 5,056.2
PP 5,062.3 5,046.3
S1 5,060.5 5,036.5

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

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