ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 5,520.0 5,465.0 -55.0 -1.0% 5,364.0
High 5,520.0 5,493.0 -27.0 -0.5% 5,528.0
Low 5,465.0 5,457.0 -8.0 -0.1% 5,337.0
Close 5,472.0 5,462.0 -10.0 -0.2% 5,514.0
Range 55.0 36.0 -19.0 -34.5% 191.0
ATR 64.3 62.3 -2.0 -3.1% 0.0
Volume 25,799 29,217 3,418 13.2% 123,299
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 5,578.7 5,556.3 5,481.8
R3 5,542.7 5,520.3 5,471.9
R2 5,506.7 5,506.7 5,468.6
R1 5,484.3 5,484.3 5,465.3 5,477.5
PP 5,470.7 5,470.7 5,470.7 5,467.3
S1 5,448.3 5,448.3 5,458.7 5,441.5
S2 5,434.7 5,434.7 5,455.4
S3 5,398.7 5,412.3 5,452.1
S4 5,362.7 5,376.3 5,442.2
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 6,032.7 5,964.3 5,619.1
R3 5,841.7 5,773.3 5,566.5
R2 5,650.7 5,650.7 5,549.0
R1 5,582.3 5,582.3 5,531.5 5,616.5
PP 5,459.7 5,459.7 5,459.7 5,476.8
S1 5,391.3 5,391.3 5,496.5 5,425.5
S2 5,268.7 5,268.7 5,479.0
S3 5,077.7 5,200.3 5,461.5
S4 4,886.7 5,009.3 5,409.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,528.0 5,405.0 123.0 2.3% 52.4 1.0% 46% False False 26,656
10 5,528.0 5,276.0 252.0 4.6% 48.1 0.9% 74% False False 24,724
20 5,528.0 5,029.0 499.0 9.1% 61.8 1.1% 87% False False 31,972
40 5,528.0 5,029.0 499.0 9.1% 54.0 1.0% 87% False False 28,183
60 5,528.0 5,029.0 499.0 9.1% 50.7 0.9% 87% False False 30,738
80 5,531.0 5,029.0 502.0 9.2% 41.9 0.8% 86% False False 23,084
100 5,532.0 5,029.0 503.0 9.2% 34.9 0.6% 86% False False 18,478
120 5,532.0 5,029.0 503.0 9.2% 31.1 0.6% 86% False False 15,403
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 10.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,646.0
2.618 5,587.2
1.618 5,551.2
1.000 5,529.0
0.618 5,515.2
HIGH 5,493.0
0.618 5,479.2
0.500 5,475.0
0.382 5,470.8
LOW 5,457.0
0.618 5,434.8
1.000 5,421.0
1.618 5,398.8
2.618 5,362.8
4.250 5,304.0
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 5,475.0 5,492.5
PP 5,470.7 5,482.3
S1 5,466.3 5,472.2

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

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