ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 5,365.0 5,345.0 -20.0 -0.4% 5,251.0
High 5,369.0 5,347.0 -22.0 -0.4% 5,358.0
Low 5,324.0 5,322.0 -2.0 0.0% 5,168.0
Close 5,332.0 5,346.0 14.0 0.3% 5,323.0
Range 45.0 25.0 -20.0 -44.4% 190.0
ATR 78.6 74.8 -3.8 -4.9% 0.0
Volume 15,807 19,154 3,347 21.2% 105,062
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,413.3 5,404.7 5,359.8
R3 5,388.3 5,379.7 5,352.9
R2 5,363.3 5,363.3 5,350.6
R1 5,354.7 5,354.7 5,348.3 5,359.0
PP 5,338.3 5,338.3 5,338.3 5,340.5
S1 5,329.7 5,329.7 5,343.7 5,334.0
S2 5,313.3 5,313.3 5,341.4
S3 5,288.3 5,304.7 5,339.1
S4 5,263.3 5,279.7 5,332.3
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,853.0 5,778.0 5,427.5
R3 5,663.0 5,588.0 5,375.3
R2 5,473.0 5,473.0 5,357.8
R1 5,398.0 5,398.0 5,340.4 5,435.5
PP 5,283.0 5,283.0 5,283.0 5,301.8
S1 5,208.0 5,208.0 5,305.6 5,245.5
S2 5,093.0 5,093.0 5,288.2
S3 4,903.0 5,018.0 5,270.8
S4 4,713.0 4,828.0 5,218.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,369.0 5,168.0 201.0 3.8% 46.8 0.9% 89% False False 20,511
10 5,369.0 5,131.0 238.0 4.5% 47.2 0.9% 90% False False 20,724
20 5,369.0 4,899.0 470.0 8.8% 59.6 1.1% 95% False False 23,830
40 5,369.0 4,881.0 488.0 9.1% 71.2 1.3% 95% False False 25,583
60 5,595.0 4,881.0 714.0 13.4% 57.9 1.1% 65% False False 17,113
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 5,453.3
2.618 5,412.5
1.618 5,387.5
1.000 5,372.0
0.618 5,362.5
HIGH 5,347.0
0.618 5,337.5
0.500 5,334.5
0.382 5,331.6
LOW 5,322.0
0.618 5,306.6
1.000 5,297.0
1.618 5,281.6
2.618 5,256.6
4.250 5,215.8
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 5,342.2 5,345.5
PP 5,338.3 5,345.0
S1 5,334.5 5,344.5

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

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