ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 5,470.0 5,486.0 16.0 0.3% 5,437.0
High 5,480.0 5,490.0 10.0 0.2% 5,486.0
Low 5,453.0 5,458.0 5.0 0.1% 5,424.0
Close 5,460.0 5,465.0 5.0 0.1% 5,450.0
Range 27.0 32.0 5.0 18.5% 62.0
ATR 48.1 47.0 -1.2 -2.4% 0.0
Volume 11,857 21,317 9,460 79.8% 102,605
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,567.0 5,548.0 5,482.6
R3 5,535.0 5,516.0 5,473.8
R2 5,503.0 5,503.0 5,470.9
R1 5,484.0 5,484.0 5,467.9 5,477.5
PP 5,471.0 5,471.0 5,471.0 5,467.8
S1 5,452.0 5,452.0 5,462.1 5,445.5
S2 5,439.0 5,439.0 5,459.1
S3 5,407.0 5,420.0 5,456.2
S4 5,375.0 5,388.0 5,447.4
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,639.3 5,606.7 5,484.1
R3 5,577.3 5,544.7 5,467.1
R2 5,515.3 5,515.3 5,461.4
R1 5,482.7 5,482.7 5,455.7 5,499.0
PP 5,453.3 5,453.3 5,453.3 5,461.5
S1 5,420.7 5,420.7 5,444.3 5,437.0
S2 5,391.3 5,391.3 5,438.6
S3 5,329.3 5,358.7 5,433.0
S4 5,267.3 5,296.7 5,415.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,490.0 5,424.0 66.0 1.2% 33.0 0.6% 62% True False 18,629
10 5,490.0 5,381.0 109.0 2.0% 34.9 0.6% 77% True False 20,548
20 5,490.0 5,163.0 327.0 6.0% 40.7 0.7% 92% True False 25,742
40 5,531.0 5,163.0 368.0 6.7% 32.9 0.6% 82% False False 20,287
60 5,532.0 5,163.0 369.0 6.8% 24.9 0.5% 82% False False 13,557
80 5,532.0 5,030.0 502.0 9.2% 20.2 0.4% 87% False False 10,177
100 5,532.0 5,030.0 502.0 9.2% 17.5 0.3% 87% False False 8,146
120 5,532.0 5,030.0 502.0 9.2% 14.7 0.3% 87% False False 6,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,626.0
2.618 5,573.8
1.618 5,541.8
1.000 5,522.0
0.618 5,509.8
HIGH 5,490.0
0.618 5,477.8
0.500 5,474.0
0.382 5,470.2
LOW 5,458.0
0.618 5,438.2
1.000 5,426.0
1.618 5,406.2
2.618 5,374.2
4.250 5,322.0
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 5,474.0 5,464.7
PP 5,471.0 5,464.3
S1 5,468.0 5,464.0

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

View Archives - Comment on this page... - Back to Index of Symbols