ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 5,335.0 5,280.0 -55.0 -1.0% 5,414.0
High 5,345.0 5,295.0 -50.0 -0.9% 5,436.0
Low 5,250.0 5,234.0 -16.0 -0.3% 5,234.0
Close 5,253.0 5,253.0 0.0 0.0% 5,253.0
Range 95.0 61.0 -34.0 -35.8% 202.0
ATR 53.6 54.1 0.5 1.0% 0.0
Volume 36,194 32,131 -4,063 -11.2% 158,946
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,443.7 5,409.3 5,286.6
R3 5,382.7 5,348.3 5,269.8
R2 5,321.7 5,321.7 5,264.2
R1 5,287.3 5,287.3 5,258.6 5,274.0
PP 5,260.7 5,260.7 5,260.7 5,254.0
S1 5,226.3 5,226.3 5,247.4 5,213.0
S2 5,199.7 5,199.7 5,241.8
S3 5,138.7 5,165.3 5,236.2
S4 5,077.7 5,104.3 5,219.5
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,913.7 5,785.3 5,364.1
R3 5,711.7 5,583.3 5,308.6
R2 5,509.7 5,509.7 5,290.0
R1 5,381.3 5,381.3 5,271.5 5,344.5
PP 5,307.7 5,307.7 5,307.7 5,289.3
S1 5,179.3 5,179.3 5,234.5 5,142.5
S2 5,105.7 5,105.7 5,216.0
S3 4,903.7 4,977.3 5,197.5
S4 4,701.7 4,775.3 5,141.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,436.0 5,234.0 202.0 3.8% 71.2 1.4% 9% False True 31,789
10 5,437.0 5,234.0 203.0 3.9% 54.9 1.0% 9% False True 27,119
20 5,490.0 5,234.0 256.0 4.9% 45.9 0.9% 7% False True 23,795
40 5,490.0 5,163.0 327.0 6.2% 44.1 0.8% 28% False False 28,761
60 5,531.0 5,163.0 368.0 7.0% 33.8 0.6% 24% False False 19,214
80 5,532.0 5,163.0 369.0 7.0% 27.1 0.5% 24% False False 14,423
100 5,532.0 5,030.0 502.0 9.6% 24.1 0.5% 44% False False 11,543
120 5,532.0 5,030.0 502.0 9.6% 20.1 0.4% 44% False False 9,625
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 9.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,554.3
2.618 5,454.7
1.618 5,393.7
1.000 5,356.0
0.618 5,332.7
HIGH 5,295.0
0.618 5,271.7
0.500 5,264.5
0.382 5,257.3
LOW 5,234.0
0.618 5,196.3
1.000 5,173.0
1.618 5,135.3
2.618 5,074.3
4.250 4,974.8
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 5,264.5 5,318.0
PP 5,260.7 5,296.3
S1 5,256.8 5,274.7

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

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