ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 5,386.0 5,422.0 36.0 0.7% 5,340.0
High 5,432.0 5,497.0 65.0 1.2% 5,370.0
Low 5,382.0 5,405.0 23.0 0.4% 5,276.0
Close 5,421.0 5,496.0 75.0 1.4% 5,362.0
Range 50.0 92.0 42.0 84.0% 94.0
ATR 67.4 69.1 1.8 2.6% 0.0
Volume 24,713 32,377 7,664 31.0% 130,033
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,742.0 5,711.0 5,546.6
R3 5,650.0 5,619.0 5,521.3
R2 5,558.0 5,558.0 5,512.9
R1 5,527.0 5,527.0 5,504.4 5,542.5
PP 5,466.0 5,466.0 5,466.0 5,473.8
S1 5,435.0 5,435.0 5,487.6 5,450.5
S2 5,374.0 5,374.0 5,479.1
S3 5,282.0 5,343.0 5,470.7
S4 5,190.0 5,251.0 5,445.4
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 5,497.0 5,276.0 221.0 4.0% 54.8 1.0% 100% True False 24,678
10 5,497.0 5,270.0 227.0 4.1% 52.4 1.0% 100% True False 30,032
20 5,497.0 5,029.0 468.0 8.5% 65.7 1.2% 100% True False 33,074
40 5,497.0 5,029.0 468.0 8.5% 53.3 1.0% 100% True False 27,976
60 5,497.0 5,029.0 468.0 8.5% 49.7 0.9% 100% True False 29,066
80 5,531.0 5,029.0 502.0 9.1% 40.1 0.7% 93% False False 21,825
100 5,532.0 5,029.0 503.0 9.2% 33.2 0.6% 93% False False 17,472
120 5,532.0 5,029.0 503.0 9.2% 29.7 0.5% 93% False False 14,562
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 9.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,888.0
2.618 5,737.9
1.618 5,645.9
1.000 5,589.0
0.618 5,553.9
HIGH 5,497.0
0.618 5,461.9
0.500 5,451.0
0.382 5,440.1
LOW 5,405.0
0.618 5,348.1
1.000 5,313.0
1.618 5,256.1
2.618 5,164.1
4.250 5,014.0
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 5,481.0 5,469.7
PP 5,466.0 5,443.3
S1 5,451.0 5,417.0

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

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