ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 5,280.0 5,244.0 -36.0 -0.7% 5,414.0
High 5,295.0 5,305.0 10.0 0.2% 5,436.0
Low 5,234.0 5,243.0 9.0 0.2% 5,234.0
Close 5,253.0 5,290.0 37.0 0.7% 5,253.0
Range 61.0 62.0 1.0 1.6% 202.0
ATR 54.1 54.7 0.6 1.0% 0.0
Volume 32,131 26,321 -5,810 -18.1% 158,946
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 5,465.3 5,439.7 5,324.1
R3 5,403.3 5,377.7 5,307.1
R2 5,341.3 5,341.3 5,301.4
R1 5,315.7 5,315.7 5,295.7 5,328.5
PP 5,279.3 5,279.3 5,279.3 5,285.8
S1 5,253.7 5,253.7 5,284.3 5,266.5
S2 5,217.3 5,217.3 5,278.6
S3 5,155.3 5,191.7 5,273.0
S4 5,093.3 5,129.7 5,255.9
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% 70.6 1.3% 28% False False 31,816
10 5,437.0 5,234.0 203.0 3.8% 55.0 1.0% 28% False False 26,970
20 5,490.0 5,234.0 256.0 4.8% 46.8 0.9% 22% False False 24,176
40 5,490.0 5,163.0 327.0 6.2% 44.7 0.8% 39% False False 29,415
60 5,531.0 5,163.0 368.0 7.0% 34.8 0.7% 35% False False 19,653
80 5,532.0 5,163.0 369.0 7.0% 27.9 0.5% 34% False False 14,751
100 5,532.0 5,030.0 502.0 9.5% 24.7 0.5% 52% False False 11,806
120 5,532.0 5,030.0 502.0 9.5% 20.6 0.4% 52% False False 9,844
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,568.5
2.618 5,467.3
1.618 5,405.3
1.000 5,367.0
0.618 5,343.3
HIGH 5,305.0
0.618 5,281.3
0.500 5,274.0
0.382 5,266.7
LOW 5,243.0
0.618 5,204.7
1.000 5,181.0
1.618 5,142.7
2.618 5,080.7
4.250 4,979.5
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 5,284.7 5,289.8
PP 5,279.3 5,289.7
S1 5,274.0 5,289.5

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

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