ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 5,183.0 5,260.0 77.0 1.5% 4,969.0
High 5,262.0 5,280.0 18.0 0.3% 5,280.0
Low 5,164.0 5,238.0 74.0 1.4% 4,959.0
Close 5,256.0 5,264.0 8.0 0.2% 5,264.0
Range 98.0 42.0 -56.0 -57.1% 321.0
ATR 89.4 86.0 -3.4 -3.8% 0.0
Volume 33,459 28,776 -4,683 -14.0% 146,615
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,386.7 5,367.3 5,287.1
R3 5,344.7 5,325.3 5,275.6
R2 5,302.7 5,302.7 5,271.7
R1 5,283.3 5,283.3 5,267.9 5,293.0
PP 5,260.7 5,260.7 5,260.7 5,265.5
S1 5,241.3 5,241.3 5,260.2 5,251.0
S2 5,218.7 5,218.7 5,256.3
S3 5,176.7 5,199.3 5,252.5
S4 5,134.7 5,157.3 5,240.9
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 6,130.7 6,018.3 5,440.6
R3 5,809.7 5,697.3 5,352.3
R2 5,488.7 5,488.7 5,322.9
R1 5,376.3 5,376.3 5,293.4 5,432.5
PP 5,167.7 5,167.7 5,167.7 5,195.8
S1 5,055.3 5,055.3 5,234.6 5,111.5
S2 4,846.7 4,846.7 5,205.2
S3 4,525.7 4,734.3 5,175.7
S4 4,204.7 4,413.3 5,087.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,280.0 4,959.0 321.0 6.1% 74.6 1.4% 95% True False 29,323
10 5,280.0 4,959.0 321.0 6.1% 71.5 1.4% 95% True False 29,148
20 5,369.0 4,959.0 410.0 7.8% 71.2 1.4% 74% False False 26,669
40 5,369.0 4,881.0 488.0 9.3% 69.3 1.3% 78% False False 25,875
60 5,369.0 4,881.0 488.0 9.3% 72.6 1.4% 78% False False 25,367
80 5,644.0 4,881.0 763.0 14.5% 60.7 1.2% 50% False False 19,065
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 15.7
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5,458.5
2.618 5,390.0
1.618 5,348.0
1.000 5,322.0
0.618 5,306.0
HIGH 5,280.0
0.618 5,264.0
0.500 5,259.0
0.382 5,254.0
LOW 5,238.0
0.618 5,212.0
1.000 5,196.0
1.618 5,170.0
2.618 5,128.0
4.250 5,059.5
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 5,262.3 5,237.2
PP 5,260.7 5,210.3
S1 5,259.0 5,183.5

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

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