ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 5,391.0 5,401.0 10.0 0.2% 5,399.0
High 5,436.0 5,402.0 -34.0 -0.6% 5,437.0
Low 5,388.0 5,315.0 -73.0 -1.4% 5,362.0
Close 5,423.0 5,332.0 -91.0 -1.7% 5,403.0
Range 48.0 87.0 39.0 81.3% 75.0
ATR 46.0 50.4 4.4 9.6% 0.0
Volume 21,536 42,899 21,363 99.2% 112,251
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,610.7 5,558.3 5,379.9
R3 5,523.7 5,471.3 5,355.9
R2 5,436.7 5,436.7 5,348.0
R1 5,384.3 5,384.3 5,340.0 5,367.0
PP 5,349.7 5,349.7 5,349.7 5,341.0
S1 5,297.3 5,297.3 5,324.0 5,280.0
S2 5,262.7 5,262.7 5,316.1
S3 5,175.7 5,210.3 5,308.1
S4 5,088.7 5,123.3 5,284.2
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,625.7 5,589.3 5,444.3
R3 5,550.7 5,514.3 5,423.6
R2 5,475.7 5,475.7 5,416.8
R1 5,439.3 5,439.3 5,409.9 5,457.5
PP 5,400.7 5,400.7 5,400.7 5,409.8
S1 5,364.3 5,364.3 5,396.1 5,382.5
S2 5,325.7 5,325.7 5,389.3
S3 5,250.7 5,289.3 5,382.4
S4 5,175.7 5,214.3 5,361.8
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 5,315.0 122.0 2.3% 53.2 1.0% 14% False True 26,112
10 5,450.0 5,315.0 135.0 2.5% 46.4 0.9% 13% False True 24,925
20 5,490.0 5,315.0 175.0 3.3% 40.9 0.8% 10% False True 22,878
40 5,490.0 5,163.0 327.0 6.1% 41.7 0.8% 52% False False 27,062
60 5,531.0 5,163.0 368.0 6.9% 31.6 0.6% 46% False False 18,075
80 5,532.0 5,163.0 369.0 6.9% 25.1 0.5% 46% False False 13,571
100 5,532.0 5,030.0 502.0 9.4% 22.6 0.4% 60% False False 10,860
120 5,532.0 5,030.0 502.0 9.4% 19.0 0.4% 60% False False 9,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 168 trading days
Fibonacci Retracements and Extensions
4.250 5,771.8
2.618 5,629.8
1.618 5,542.8
1.000 5,489.0
0.618 5,455.8
HIGH 5,402.0
0.618 5,368.8
0.500 5,358.5
0.382 5,348.2
LOW 5,315.0
0.618 5,261.2
1.000 5,228.0
1.618 5,174.2
2.618 5,087.2
4.250 4,945.3
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 5,358.5 5,375.5
PP 5,349.7 5,361.0
S1 5,340.8 5,346.5

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

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