ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 5,409.0 5,437.0 28.0 0.5% 5,390.0
High 5,433.0 5,480.0 47.0 0.9% 5,463.0
Low 5,400.0 5,436.0 36.0 0.7% 5,356.0
Close 5,416.0 5,464.0 48.0 0.9% 5,416.0
Range 33.0 44.0 11.0 33.3% 107.0
ATR 50.4 51.4 1.0 1.9% 0.0
Volume 26,394 18,710 -7,684 -29.1% 115,472
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,592.0 5,572.0 5,488.2
R3 5,548.0 5,528.0 5,476.1
R2 5,504.0 5,504.0 5,472.1
R1 5,484.0 5,484.0 5,468.0 5,494.0
PP 5,460.0 5,460.0 5,460.0 5,465.0
S1 5,440.0 5,440.0 5,460.0 5,450.0
S2 5,416.0 5,416.0 5,455.9
S3 5,372.0 5,396.0 5,451.9
S4 5,328.0 5,352.0 5,439.8
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 5,732.7 5,681.3 5,474.9
R3 5,625.7 5,574.3 5,445.4
R2 5,518.7 5,518.7 5,435.6
R1 5,467.3 5,467.3 5,425.8 5,493.0
PP 5,411.7 5,411.7 5,411.7 5,424.5
S1 5,360.3 5,360.3 5,406.2 5,386.0
S2 5,304.7 5,304.7 5,396.4
S3 5,197.7 5,253.3 5,386.6
S4 5,090.7 5,146.3 5,357.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,480.0 5,356.0 124.0 2.3% 38.8 0.7% 87% True False 23,471
10 5,480.0 5,259.0 221.0 4.0% 40.5 0.7% 93% True False 25,144
20 5,480.0 5,163.0 317.0 5.8% 42.7 0.8% 95% True False 34,655
40 5,531.0 5,163.0 368.0 6.7% 28.9 0.5% 82% False False 17,391
60 5,532.0 5,163.0 369.0 6.8% 21.6 0.4% 82% False False 11,609
80 5,532.0 5,030.0 502.0 9.2% 19.2 0.4% 86% False False 8,714
100 5,532.0 5,030.0 502.0 9.2% 15.4 0.3% 86% False False 6,977
120 5,532.0 5,030.0 502.0 9.2% 13.0 0.2% 86% False False 5,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,667.0
2.618 5,595.2
1.618 5,551.2
1.000 5,524.0
0.618 5,507.2
HIGH 5,480.0
0.618 5,463.2
0.500 5,458.0
0.382 5,452.8
LOW 5,436.0
0.618 5,408.8
1.000 5,392.0
1.618 5,364.8
2.618 5,320.8
4.250 5,249.0
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 5,462.0 5,456.0
PP 5,460.0 5,448.0
S1 5,458.0 5,440.0

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

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