ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 5,265.0 5,261.0 -4.0 -0.1% 4,969.0
High 5,294.0 5,276.0 -18.0 -0.3% 5,280.0
Low 5,238.0 5,224.0 -14.0 -0.3% 4,959.0
Close 5,285.0 5,230.0 -55.0 -1.0% 5,264.0
Range 56.0 52.0 -4.0 -7.1% 321.0
ATR 83.9 82.2 -1.6 -1.9% 0.0
Volume 23,375 22,107 -1,268 -5.4% 146,615
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,399.3 5,366.7 5,258.6
R3 5,347.3 5,314.7 5,244.3
R2 5,295.3 5,295.3 5,239.5
R1 5,262.7 5,262.7 5,234.8 5,253.0
PP 5,243.3 5,243.3 5,243.3 5,238.5
S1 5,210.7 5,210.7 5,225.2 5,201.0
S2 5,191.3 5,191.3 5,220.5
S3 5,139.3 5,158.7 5,215.7
S4 5,087.3 5,106.7 5,201.4
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 5,294.0 5,087.0 207.0 4.0% 62.6 1.2% 69% False False 26,055
10 5,294.0 4,959.0 335.0 6.4% 66.4 1.3% 81% False False 26,575
20 5,340.0 4,959.0 381.0 7.3% 73.1 1.4% 71% False False 27,195
40 5,369.0 4,899.0 470.0 9.0% 66.3 1.3% 70% False False 25,513
60 5,369.0 4,881.0 488.0 9.3% 71.8 1.4% 72% False False 26,121
80 5,595.0 4,881.0 714.0 13.7% 61.7 1.2% 49% False False 19,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,497.0
2.618 5,412.1
1.618 5,360.1
1.000 5,328.0
0.618 5,308.1
HIGH 5,276.0
0.618 5,256.1
0.500 5,250.0
0.382 5,243.9
LOW 5,224.0
0.618 5,191.9
1.000 5,172.0
1.618 5,139.9
2.618 5,087.9
4.250 5,003.0
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 5,250.0 5,259.0
PP 5,243.3 5,249.3
S1 5,236.7 5,239.7

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

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