ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 5,280.0 5,320.0 40.0 0.8% 5,165.0
High 5,355.0 5,369.0 14.0 0.3% 5,369.0
Low 5,270.0 5,316.0 46.0 0.9% 5,029.0
Close 5,340.0 5,357.0 17.0 0.3% 5,357.0
Range 85.0 53.0 -32.0 -37.6% 340.0
ATR 81.6 79.6 -2.0 -2.5% 0.0
Volume 51,625 41,256 -10,369 -20.1% 236,244
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,506.3 5,484.7 5,386.2
R3 5,453.3 5,431.7 5,371.6
R2 5,400.3 5,400.3 5,366.7
R1 5,378.7 5,378.7 5,361.9 5,389.5
PP 5,347.3 5,347.3 5,347.3 5,352.8
S1 5,325.7 5,325.7 5,352.1 5,336.5
S2 5,294.3 5,294.3 5,347.3
S3 5,241.3 5,272.7 5,342.4
S4 5,188.3 5,219.7 5,327.9
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 6,271.7 6,154.3 5,544.0
R3 5,931.7 5,814.3 5,450.5
R2 5,591.7 5,591.7 5,419.3
R1 5,474.3 5,474.3 5,388.2 5,533.0
PP 5,251.7 5,251.7 5,251.7 5,281.0
S1 5,134.3 5,134.3 5,325.8 5,193.0
S2 4,911.7 4,911.7 5,294.7
S3 4,571.7 4,794.3 5,263.5
S4 4,231.7 4,454.3 5,170.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,369.0 5,029.0 340.0 6.3% 104.8 2.0% 96% True False 47,248
10 5,369.0 5,029.0 340.0 6.3% 77.1 1.4% 96% True False 38,572
20 5,437.0 5,029.0 408.0 7.6% 66.0 1.2% 80% False False 32,845
40 5,490.0 5,029.0 461.0 8.6% 52.2 1.0% 71% False False 27,777
60 5,531.0 5,029.0 502.0 9.4% 45.0 0.8% 65% False False 25,618
80 5,532.0 5,029.0 503.0 9.4% 36.7 0.7% 65% False False 19,233
100 5,532.0 5,029.0 503.0 9.4% 30.0 0.6% 65% False False 15,398
120 5,532.0 5,029.0 503.0 9.4% 26.5 0.5% 65% False False 12,837
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 11.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,594.3
2.618 5,507.8
1.618 5,454.8
1.000 5,422.0
0.618 5,401.8
HIGH 5,369.0
0.618 5,348.8
0.500 5,342.5
0.382 5,336.2
LOW 5,316.0
0.618 5,283.2
1.000 5,263.0
1.618 5,230.2
2.618 5,177.2
4.250 5,090.8
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 5,352.2 5,304.3
PP 5,347.3 5,251.7
S1 5,342.5 5,199.0

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

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