ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 5,300.0 5,365.0 65.0 1.2% 5,340.0
High 5,350.0 5,370.0 20.0 0.4% 5,370.0
Low 5,276.0 5,344.0 68.0 1.3% 5,276.0
Close 5,338.0 5,362.0 24.0 0.4% 5,362.0
Range 74.0 26.0 -48.0 -64.9% 94.0
ATR 72.0 69.1 -2.9 -4.0% 0.0
Volume 28,602 17,377 -11,225 -39.2% 130,033
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,436.7 5,425.3 5,376.3
R3 5,410.7 5,399.3 5,369.2
R2 5,384.7 5,384.7 5,366.8
R1 5,373.3 5,373.3 5,364.4 5,366.0
PP 5,358.7 5,358.7 5,358.7 5,355.0
S1 5,347.3 5,347.3 5,359.6 5,340.0
S2 5,332.7 5,332.7 5,357.2
S3 5,306.7 5,321.3 5,354.9
S4 5,280.7 5,295.3 5,347.7
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,618.0 5,584.0 5,413.7
R3 5,524.0 5,490.0 5,387.9
R2 5,430.0 5,430.0 5,379.2
R1 5,396.0 5,396.0 5,370.6 5,413.0
PP 5,336.0 5,336.0 5,336.0 5,344.5
S1 5,302.0 5,302.0 5,353.4 5,319.0
S2 5,242.0 5,242.0 5,344.8
S3 5,148.0 5,208.0 5,336.2
S4 5,054.0 5,114.0 5,310.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,370.0 5,276.0 94.0 1.8% 42.4 0.8% 91% True False 26,006
10 5,370.0 5,029.0 341.0 6.4% 73.6 1.4% 98% True False 36,627
20 5,436.0 5,029.0 407.0 7.6% 67.0 1.2% 82% False False 33,735
40 5,490.0 5,029.0 461.0 8.6% 52.2 1.0% 72% False False 27,678
60 5,490.0 5,029.0 461.0 8.6% 47.4 0.9% 72% False False 27,778
80 5,532.0 5,029.0 503.0 9.4% 39.0 0.7% 66% False False 20,858
100 5,532.0 5,029.0 503.0 9.4% 32.1 0.6% 66% False False 16,698
120 5,532.0 5,029.0 503.0 9.4% 28.3 0.5% 66% False False 13,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.2
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,480.5
2.618 5,438.1
1.618 5,412.1
1.000 5,396.0
0.618 5,386.1
HIGH 5,370.0
0.618 5,360.1
0.500 5,357.0
0.382 5,353.9
LOW 5,344.0
0.618 5,327.9
1.000 5,318.0
1.618 5,301.9
2.618 5,275.9
4.250 5,233.5
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 5,360.3 5,349.0
PP 5,358.7 5,336.0
S1 5,357.0 5,323.0

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

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