ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 5,254.0 5,163.0 -91.0 -1.7% 5,372.0
High 5,259.0 5,223.0 -36.0 -0.7% 5,419.0
Low 5,175.0 5,163.0 -12.0 -0.2% 5,307.0
Close 5,177.0 5,218.0 41.0 0.8% 5,309.0
Range 84.0 60.0 -24.0 -28.6% 112.0
ATR 45.1 46.2 1.1 2.4% 0.0
Volume 204,752 76,030 -128,722 -62.9% 12,864
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,381.3 5,359.7 5,251.0
R3 5,321.3 5,299.7 5,234.5
R2 5,261.3 5,261.3 5,229.0
R1 5,239.7 5,239.7 5,223.5 5,250.5
PP 5,201.3 5,201.3 5,201.3 5,206.8
S1 5,179.7 5,179.7 5,212.5 5,190.5
S2 5,141.3 5,141.3 5,207.0
S3 5,081.3 5,119.7 5,201.5
S4 5,021.3 5,059.7 5,185.0
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,681.0 5,607.0 5,370.6
R3 5,569.0 5,495.0 5,339.8
R2 5,457.0 5,457.0 5,329.5
R1 5,383.0 5,383.0 5,319.3 5,364.0
PP 5,345.0 5,345.0 5,345.0 5,335.5
S1 5,271.0 5,271.0 5,298.7 5,252.0
S2 5,233.0 5,233.0 5,288.5
S3 5,121.0 5,159.0 5,278.2
S4 5,009.0 5,047.0 5,247.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,377.0 5,163.0 214.0 4.1% 51.2 1.0% 26% False True 74,128
10 5,419.0 5,163.0 256.0 4.9% 40.3 0.8% 21% False True 37,188
20 5,531.0 5,163.0 368.0 7.1% 26.4 0.5% 15% False True 18,624
40 5,532.0 5,163.0 369.0 7.1% 18.6 0.4% 15% False True 9,365
60 5,532.0 5,030.0 502.0 9.6% 14.0 0.3% 37% False False 6,256
80 5,532.0 5,030.0 502.0 9.6% 12.4 0.2% 37% False False 4,698
100 5,532.0 5,030.0 502.0 9.6% 10.1 0.2% 37% False False 3,762
120 5,532.0 4,840.0 692.0 13.3% 8.4 0.2% 55% False False 3,138
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 True
Bull Hook False
Stretch 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,478.0
2.618 5,380.1
1.618 5,320.1
1.000 5,283.0
0.618 5,260.1
HIGH 5,223.0
0.618 5,200.1
0.500 5,193.0
0.382 5,185.9
LOW 5,163.0
0.618 5,125.9
1.000 5,103.0
1.618 5,065.9
2.618 5,005.9
4.250 4,908.0
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 5,209.7 5,215.7
PP 5,201.3 5,213.3
S1 5,193.0 5,211.0

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

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