ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 5,205.0 5,272.0 67.0 1.3% 5,223.0
High 5,232.0 5,291.0 59.0 1.1% 5,291.0
Low 5,175.0 5,245.0 70.0 1.4% 5,163.0
Close 5,229.0 5,275.0 46.0 0.9% 5,275.0
Range 57.0 46.0 -11.0 -19.3% 128.0
ATR 46.9 48.0 1.1 2.3% 0.0
Volume 27,307 26,284 -1,023 -3.7% 412,242
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,408.3 5,387.7 5,300.3
R3 5,362.3 5,341.7 5,287.7
R2 5,316.3 5,316.3 5,283.4
R1 5,295.7 5,295.7 5,279.2 5,306.0
PP 5,270.3 5,270.3 5,270.3 5,275.5
S1 5,249.7 5,249.7 5,270.8 5,260.0
S2 5,224.3 5,224.3 5,266.6
S3 5,178.3 5,203.7 5,262.4
S4 5,132.3 5,157.7 5,249.7
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,627.0 5,579.0 5,345.4
R3 5,499.0 5,451.0 5,310.2
R2 5,371.0 5,371.0 5,298.5
R1 5,323.0 5,323.0 5,286.7 5,347.0
PP 5,243.0 5,243.0 5,243.0 5,255.0
S1 5,195.0 5,195.0 5,263.3 5,219.0
S2 5,115.0 5,115.0 5,251.5
S3 4,987.0 5,067.0 5,239.8
S4 4,859.0 4,939.0 5,204.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,291.0 5,163.0 128.0 2.4% 59.6 1.1% 88% True False 82,448
10 5,419.0 5,163.0 256.0 4.9% 44.4 0.8% 44% False False 42,510
20 5,531.0 5,163.0 368.0 7.0% 30.4 0.6% 30% False False 21,300
40 5,532.0 5,163.0 369.0 7.0% 21.1 0.4% 30% False False 10,689
60 5,532.0 5,030.0 502.0 9.5% 15.2 0.3% 49% False False 7,146
80 5,532.0 5,030.0 502.0 9.5% 13.7 0.3% 49% False False 5,368
100 5,532.0 5,030.0 502.0 9.5% 11.2 0.2% 49% False False 4,298
120 5,532.0 4,840.0 692.0 13.1% 9.3 0.2% 63% False False 3,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,486.5
2.618 5,411.4
1.618 5,365.4
1.000 5,337.0
0.618 5,319.4
HIGH 5,291.0
0.618 5,273.4
0.500 5,268.0
0.382 5,262.6
LOW 5,245.0
0.618 5,216.6
1.000 5,199.0
1.618 5,170.6
2.618 5,124.6
4.250 5,049.5
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 5,272.7 5,259.0
PP 5,270.3 5,243.0
S1 5,268.0 5,227.0

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

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