ASX SPI 200 Index Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 5,395.0 5,419.0 24.0 0.4% 5,318.0
High 5,412.0 5,447.0 35.0 0.6% 5,412.0
Low 5,376.0 5,415.0 39.0 0.7% 5,292.0
Close 5,404.0 5,438.0 34.0 0.6% 5,404.0
Range 36.0 32.0 -4.0 -11.1% 120.0
ATR 64.8 63.3 -1.6 -2.4% 0.0
Volume 28,502 21,566 -6,936 -24.3% 124,090
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 5,529.3 5,515.7 5,455.6
R3 5,497.3 5,483.7 5,446.8
R2 5,465.3 5,465.3 5,443.9
R1 5,451.7 5,451.7 5,440.9 5,458.5
PP 5,433.3 5,433.3 5,433.3 5,436.8
S1 5,419.7 5,419.7 5,435.1 5,426.5
S2 5,401.3 5,401.3 5,432.1
S3 5,369.3 5,387.7 5,429.2
S4 5,337.3 5,355.7 5,420.4
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 5,729.3 5,686.7 5,470.0
R3 5,609.3 5,566.7 5,437.0
R2 5,489.3 5,489.3 5,426.0
R1 5,446.7 5,446.7 5,415.0 5,468.0
PP 5,369.3 5,369.3 5,369.3 5,380.0
S1 5,326.7 5,326.7 5,393.0 5,348.0
S2 5,249.3 5,249.3 5,382.0
S3 5,129.3 5,206.7 5,371.0
S4 5,009.3 5,086.7 5,338.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,447.0 5,294.0 153.0 2.8% 34.0 0.6% 94% True False 24,998
10 5,447.0 5,100.0 347.0 6.4% 52.9 1.0% 97% True False 27,713
20 5,447.0 5,090.0 357.0 6.6% 60.1 1.1% 97% True False 28,714
40 5,665.0 5,090.0 575.0 10.6% 52.6 1.0% 61% False False 26,569
60 5,665.0 5,090.0 575.0 10.6% 40.6 0.7% 61% False False 17,740
80 5,665.0 5,090.0 575.0 10.6% 34.2 0.6% 61% False False 13,319
100 5,665.0 5,090.0 575.0 10.6% 27.9 0.5% 61% False False 10,659
Crabel Price Patterns
NR True
NR4 True
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 9.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,583.0
2.618 5,530.8
1.618 5,498.8
1.000 5,479.0
0.618 5,466.8
HIGH 5,447.0
0.618 5,434.8
0.500 5,431.0
0.382 5,427.2
LOW 5,415.0
0.618 5,395.2
1.000 5,383.0
1.618 5,363.2
2.618 5,331.2
4.250 5,279.0
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 5,435.7 5,423.5
PP 5,433.3 5,409.0
S1 5,431.0 5,394.5

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

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