ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 5,205.0 5,196.0 -9.0 -0.2% 5,365.0
High 5,231.0 5,230.0 -1.0 0.0% 5,369.0
Low 5,129.0 5,167.0 38.0 0.7% 5,177.0
Close 5,130.0 5,229.0 99.0 1.9% 5,236.0
Range 102.0 63.0 -39.0 -38.2% 192.0
ATR 77.5 79.1 1.6 2.1% 0.0
Volume 26,261 24,788 -1,473 -5.6% 116,532
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,397.7 5,376.3 5,263.7
R3 5,334.7 5,313.3 5,246.3
R2 5,271.7 5,271.7 5,240.6
R1 5,250.3 5,250.3 5,234.8 5,261.0
PP 5,208.7 5,208.7 5,208.7 5,214.0
S1 5,187.3 5,187.3 5,223.2 5,198.0
S2 5,145.7 5,145.7 5,217.5
S3 5,082.7 5,124.3 5,211.7
S4 5,019.7 5,061.3 5,194.4
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 5,836.7 5,728.3 5,341.6
R3 5,644.7 5,536.3 5,288.8
R2 5,452.7 5,452.7 5,271.2
R1 5,344.3 5,344.3 5,253.6 5,302.5
PP 5,260.7 5,260.7 5,260.7 5,239.8
S1 5,152.3 5,152.3 5,218.4 5,110.5
S2 5,068.7 5,068.7 5,200.8
S3 4,876.7 4,960.3 5,183.2
S4 4,684.7 4,768.3 5,130.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,340.0 5,129.0 211.0 4.0% 76.8 1.5% 47% False False 26,524
10 5,369.0 5,129.0 240.0 4.6% 61.8 1.2% 42% False False 23,517
20 5,369.0 5,114.0 255.0 4.9% 57.7 1.1% 45% False False 23,429
40 5,369.0 4,881.0 488.0 9.3% 72.7 1.4% 71% False False 28,843
60 5,369.0 4,881.0 488.0 9.3% 63.8 1.2% 71% False False 19,323
80 5,644.0 4,881.0 763.0 14.6% 50.4 1.0% 46% False False 14,496
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 14.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,497.8
2.618 5,394.9
1.618 5,331.9
1.000 5,293.0
0.618 5,268.9
HIGH 5,230.0
0.618 5,205.9
0.500 5,198.5
0.382 5,191.1
LOW 5,167.0
0.618 5,128.1
1.000 5,104.0
1.618 5,065.1
2.618 5,002.1
4.250 4,899.3
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 5,218.8 5,214.8
PP 5,208.7 5,200.7
S1 5,198.5 5,186.5

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

View Archives - Comment on this page... - Back to Index of Symbols