ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 5,280.0 5,269.0 -11.0 -0.2% 5,223.0
High 5,286.0 5,292.0 6.0 0.1% 5,291.0
Low 5,246.0 5,259.0 13.0 0.2% 5,163.0
Close 5,269.0 5,290.0 21.0 0.4% 5,275.0
Range 40.0 33.0 -7.0 -17.5% 128.0
ATR 47.4 46.4 -1.0 -2.2% 0.0
Volume 16,705 20,478 3,773 22.6% 412,242
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,379.3 5,367.7 5,308.2
R3 5,346.3 5,334.7 5,299.1
R2 5,313.3 5,313.3 5,296.1
R1 5,301.7 5,301.7 5,293.0 5,307.5
PP 5,280.3 5,280.3 5,280.3 5,283.3
S1 5,268.7 5,268.7 5,287.0 5,274.5
S2 5,247.3 5,247.3 5,284.0
S3 5,214.3 5,235.7 5,280.9
S4 5,181.3 5,202.7 5,271.9
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 5,292.0 5,163.0 129.0 2.4% 47.2 0.9% 98% True False 33,360
10 5,419.0 5,163.0 256.0 4.8% 46.9 0.9% 50% False False 46,207
20 5,531.0 5,163.0 368.0 7.0% 32.4 0.6% 35% False False 23,142
40 5,532.0 5,163.0 369.0 7.0% 23.0 0.4% 34% False False 11,618
60 5,532.0 5,075.0 457.0 8.6% 16.5 0.3% 47% False False 7,766
80 5,532.0 5,030.0 502.0 9.5% 14.6 0.3% 52% False False 5,833
100 5,532.0 5,030.0 502.0 9.5% 11.9 0.2% 52% False False 4,670
120 5,532.0 4,840.0 692.0 13.1% 9.9 0.2% 65% False False 3,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,432.3
2.618 5,378.4
1.618 5,345.4
1.000 5,325.0
0.618 5,312.4
HIGH 5,292.0
0.618 5,279.4
0.500 5,275.5
0.382 5,271.6
LOW 5,259.0
0.618 5,238.6
1.000 5,226.0
1.618 5,205.6
2.618 5,172.6
4.250 5,118.8
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 5,285.2 5,282.8
PP 5,280.3 5,275.7
S1 5,275.5 5,268.5

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

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