ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 5,495.0 5,520.0 25.0 0.5% 5,531.0
High 5,533.0 5,564.0 31.0 0.6% 5,550.0
Low 5,483.0 5,511.0 28.0 0.5% 5,462.0
Close 5,528.0 5,552.0 24.0 0.4% 5,493.0
Range 50.0 53.0 3.0 6.0% 88.0
ATR 46.9 47.3 0.4 0.9% 0.0
Volume 25,195 28,390 3,195 12.7% 439,662
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,701.3 5,679.7 5,581.2
R3 5,648.3 5,626.7 5,566.6
R2 5,595.3 5,595.3 5,561.7
R1 5,573.7 5,573.7 5,556.9 5,584.5
PP 5,542.3 5,542.3 5,542.3 5,547.8
S1 5,520.7 5,520.7 5,547.1 5,531.5
S2 5,489.3 5,489.3 5,542.3
S3 5,436.3 5,467.7 5,537.4
S4 5,383.3 5,414.7 5,522.9
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,765.7 5,717.3 5,541.4
R3 5,677.7 5,629.3 5,517.2
R2 5,589.7 5,589.7 5,509.1
R1 5,541.3 5,541.3 5,501.1 5,521.5
PP 5,501.7 5,501.7 5,501.7 5,491.8
S1 5,453.3 5,453.3 5,484.9 5,433.5
S2 5,413.7 5,413.7 5,476.9
S3 5,325.7 5,365.3 5,468.8
S4 5,237.7 5,277.3 5,444.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,564.0 5,462.0 102.0 1.8% 46.0 0.8% 88% True False 45,849
10 5,564.0 5,405.0 159.0 2.9% 37.7 0.7% 92% True False 50,354
20 5,564.0 5,333.0 231.0 4.2% 31.4 0.6% 95% True False 25,257
40 5,564.0 5,009.0 555.0 10.0% 35.2 0.6% 98% True False 12,641
60 5,564.0 5,009.0 555.0 10.0% 26.8 0.5% 98% True False 8,436
80 5,564.0 5,009.0 555.0 10.0% 21.5 0.4% 98% True False 6,327
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 7.3
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,789.3
2.618 5,702.8
1.618 5,649.8
1.000 5,617.0
0.618 5,596.8
HIGH 5,564.0
0.618 5,543.8
0.500 5,537.5
0.382 5,531.2
LOW 5,511.0
0.618 5,478.2
1.000 5,458.0
1.618 5,425.2
2.618 5,372.2
4.250 5,285.8
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 5,547.2 5,539.0
PP 5,542.3 5,526.0
S1 5,537.5 5,513.0

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

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