ASX SPI 200 Index Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 5,323.0 5,400.0 77.0 1.4% 5,117.0
High 5,421.0 5,400.0 -21.0 -0.4% 5,318.0
Low 5,313.0 5,329.0 16.0 0.3% 5,081.0
Close 5,409.0 5,339.0 -70.0 -1.3% 5,312.0
Range 108.0 71.0 -37.0 -34.3% 237.0
ATR 69.6 70.3 0.7 1.1% 0.0
Volume 29,488 15,777 -13,711 -46.5% 339,728
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 5,569.0 5,525.0 5,378.1
R3 5,498.0 5,454.0 5,358.5
R2 5,427.0 5,427.0 5,352.0
R1 5,383.0 5,383.0 5,345.5 5,369.5
PP 5,356.0 5,356.0 5,356.0 5,349.3
S1 5,312.0 5,312.0 5,332.5 5,298.5
S2 5,285.0 5,285.0 5,326.0
S3 5,214.0 5,241.0 5,319.5
S4 5,143.0 5,170.0 5,300.0
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 5,948.0 5,867.0 5,442.4
R3 5,711.0 5,630.0 5,377.2
R2 5,474.0 5,474.0 5,355.5
R1 5,393.0 5,393.0 5,333.7 5,433.5
PP 5,237.0 5,237.0 5,237.0 5,257.3
S1 5,156.0 5,156.0 5,290.3 5,196.5
S2 5,000.0 5,000.0 5,268.6
S3 4,763.0 4,919.0 5,246.8
S4 4,526.0 4,682.0 5,181.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,421.0 5,081.0 340.0 6.4% 85.6 1.6% 76% False False 37,755
10 5,421.0 5,081.0 340.0 6.4% 72.6 1.4% 76% False False 39,799
20 5,421.0 5,081.0 340.0 6.4% 60.8 1.1% 76% False False 20,001
40 5,513.0 5,081.0 432.0 8.1% 32.0 0.6% 60% False False 10,018
60 5,513.0 5,081.0 432.0 8.1% 22.5 0.4% 60% False False 6,697
80 5,611.0 5,081.0 530.0 9.9% 16.9 0.3% 49% False False 5,022
100 5,611.0 5,081.0 530.0 9.9% 13.5 0.3% 49% False False 4,018
120 5,611.0 5,081.0 530.0 9.9% 11.2 0.2% 49% False False 3,348
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,701.8
2.618 5,585.9
1.618 5,514.9
1.000 5,471.0
0.618 5,443.9
HIGH 5,400.0
0.618 5,372.9
0.500 5,364.5
0.382 5,356.1
LOW 5,329.0
0.618 5,285.1
1.000 5,258.0
1.618 5,214.1
2.618 5,143.1
4.250 5,027.3
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 5,364.5 5,332.2
PP 5,356.0 5,325.3
S1 5,347.5 5,318.5

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

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