ASX SPI 200 Index Future December 2016


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 5,555.0 5,577.0 22.0 0.4% 5,436.0
High 5,570.0 5,586.0 16.0 0.3% 5,570.0
Low 5,540.0 5,553.0 13.0 0.2% 5,383.0
Close 5,559.0 5,575.0 16.0 0.3% 5,559.0
Range 30.0 33.0 3.0 10.0% 187.0
ATR 59.6 57.7 -1.9 -3.2% 0.0
Volume 27,832 124,571 96,739 347.6% 142,327
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,670.3 5,655.7 5,593.2
R3 5,637.3 5,622.7 5,584.1
R2 5,604.3 5,604.3 5,581.1
R1 5,589.7 5,589.7 5,578.0 5,580.5
PP 5,571.3 5,571.3 5,571.3 5,566.8
S1 5,556.7 5,556.7 5,572.0 5,547.5
S2 5,538.3 5,538.3 5,569.0
S3 5,505.3 5,523.7 5,565.9
S4 5,472.3 5,490.7 5,556.9
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 6,065.0 5,999.0 5,661.9
R3 5,878.0 5,812.0 5,610.4
R2 5,691.0 5,691.0 5,593.3
R1 5,625.0 5,625.0 5,576.1 5,658.0
PP 5,504.0 5,504.0 5,504.0 5,520.5
S1 5,438.0 5,438.0 5,541.9 5,471.0
S2 5,317.0 5,317.0 5,524.7
S3 5,130.0 5,251.0 5,507.6
S4 4,943.0 5,064.0 5,456.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,586.0 5,423.0 163.0 2.9% 33.2 0.6% 93% True False 46,722
10 5,586.0 5,383.0 203.0 3.6% 42.5 0.8% 95% True False 40,231
20 5,586.0 5,276.0 310.0 5.6% 45.3 0.8% 96% True False 32,368
40 5,586.0 5,029.0 557.0 10.0% 55.1 1.0% 98% True False 32,763
60 5,586.0 5,029.0 557.0 10.0% 49.9 0.9% 98% True False 29,597
80 5,586.0 5,029.0 557.0 10.0% 45.4 0.8% 98% True False 27,728
100 5,586.0 5,029.0 557.0 10.0% 38.8 0.7% 98% True False 22,200
120 5,586.0 5,029.0 557.0 10.0% 32.9 0.6% 98% True False 18,510
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 10.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,726.3
2.618 5,672.4
1.618 5,639.4
1.000 5,619.0
0.618 5,606.4
HIGH 5,586.0
0.618 5,573.4
0.500 5,569.5
0.382 5,565.6
LOW 5,553.0
0.618 5,532.6
1.000 5,520.0
1.618 5,499.6
2.618 5,466.6
4.250 5,412.8
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 5,573.2 5,567.2
PP 5,571.3 5,559.3
S1 5,569.5 5,551.5

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

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