ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 5,631.0 5,697.0 66.0 1.2% 5,591.0
High 5,704.0 5,707.0 3.0 0.1% 5,675.0
Low 5,619.0 5,688.0 69.0 1.2% 5,591.0
Close 5,702.0 5,697.0 -5.0 -0.1% 5,631.0
Range 85.0 19.0 -66.0 -77.6% 84.0
ATR 50.9 48.7 -2.3 -4.5% 0.0
Volume 27,110 15,392 -11,718 -43.2% 53,188
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 5,754.3 5,744.7 5,707.5
R3 5,735.3 5,725.7 5,702.2
R2 5,716.3 5,716.3 5,700.5
R1 5,706.7 5,706.7 5,698.7 5,706.5
PP 5,697.3 5,697.3 5,697.3 5,697.3
S1 5,687.7 5,687.7 5,695.3 5,687.5
S2 5,678.3 5,678.3 5,693.5
S3 5,659.3 5,668.7 5,691.8
S4 5,640.3 5,649.7 5,686.6
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,884.3 5,841.7 5,677.2
R3 5,800.3 5,757.7 5,654.1
R2 5,716.3 5,716.3 5,646.4
R1 5,673.7 5,673.7 5,638.7 5,695.0
PP 5,632.3 5,632.3 5,632.3 5,643.0
S1 5,589.7 5,589.7 5,623.3 5,611.0
S2 5,548.3 5,548.3 5,615.6
S3 5,464.3 5,505.7 5,607.9
S4 5,380.3 5,421.7 5,584.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,707.0 5,591.0 116.0 2.0% 52.2 0.9% 91% True False 19,138
10 5,707.0 5,483.0 224.0 3.9% 48.7 0.9% 96% True False 20,194
20 5,707.0 5,333.0 374.0 6.6% 40.1 0.7% 97% True False 32,641
40 5,707.0 5,009.0 698.0 12.3% 40.6 0.7% 99% True False 16,348
60 5,707.0 5,009.0 698.0 12.3% 32.4 0.6% 99% True False 10,908
80 5,707.0 5,009.0 698.0 12.3% 26.2 0.5% 99% True False 8,181
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 6.7
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,787.8
2.618 5,756.7
1.618 5,737.7
1.000 5,726.0
0.618 5,718.7
HIGH 5,707.0
0.618 5,699.7
0.500 5,697.5
0.382 5,695.3
LOW 5,688.0
0.618 5,676.3
1.000 5,669.0
1.618 5,657.3
2.618 5,638.3
4.250 5,607.3
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 5,697.5 5,685.2
PP 5,697.3 5,673.3
S1 5,697.2 5,661.5

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

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