ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 5,417.0 5,428.0 11.0 0.2% 5,470.0
High 5,432.0 5,437.0 5.0 0.1% 5,490.0
Low 5,400.0 5,410.0 10.0 0.2% 5,400.0
Close 5,406.0 5,425.0 19.0 0.4% 5,415.0
Range 32.0 27.0 -5.0 -15.6% 90.0
ATR 45.8 44.7 -1.1 -2.3% 0.0
Volume 22,259 19,316 -2,943 -13.2% 102,115
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,505.0 5,492.0 5,439.9
R3 5,478.0 5,465.0 5,432.4
R2 5,451.0 5,451.0 5,430.0
R1 5,438.0 5,438.0 5,427.5 5,431.0
PP 5,424.0 5,424.0 5,424.0 5,420.5
S1 5,411.0 5,411.0 5,422.5 5,404.0
S2 5,397.0 5,397.0 5,420.1
S3 5,370.0 5,384.0 5,417.6
S4 5,343.0 5,357.0 5,410.2
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,705.0 5,650.0 5,464.5
R3 5,615.0 5,560.0 5,439.8
R2 5,525.0 5,525.0 5,431.5
R1 5,470.0 5,470.0 5,423.3 5,452.5
PP 5,435.0 5,435.0 5,435.0 5,426.3
S1 5,380.0 5,380.0 5,406.8 5,362.5
S2 5,345.0 5,345.0 5,398.5
S3 5,255.0 5,290.0 5,390.3
S4 5,165.0 5,200.0 5,365.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,437.0 5,362.0 75.0 1.4% 35.0 0.6% 84% True False 22,510
10 5,490.0 5,362.0 128.0 2.4% 37.9 0.7% 49% False False 21,263
20 5,490.0 5,356.0 134.0 2.5% 38.4 0.7% 51% False False 22,616
40 5,500.0 5,163.0 337.0 6.2% 37.4 0.7% 78% False False 24,284
60 5,532.0 5,163.0 369.0 6.8% 29.3 0.5% 71% False False 16,222
80 5,532.0 5,140.0 392.0 7.2% 22.9 0.4% 73% False False 12,181
100 5,532.0 5,030.0 502.0 9.3% 20.2 0.4% 79% False False 9,752
120 5,532.0 5,030.0 502.0 9.3% 17.0 0.3% 79% False False 8,130
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,551.8
2.618 5,507.7
1.618 5,480.7
1.000 5,464.0
0.618 5,453.7
HIGH 5,437.0
0.618 5,426.7
0.500 5,423.5
0.382 5,420.3
LOW 5,410.0
0.618 5,393.3
1.000 5,383.0
1.618 5,366.3
2.618 5,339.3
4.250 5,295.3
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 5,424.5 5,416.8
PP 5,424.0 5,408.7
S1 5,423.5 5,400.5

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

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