ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 26-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 26-Nov-2015 Change Change % Previous Week
Open 5,227.0 5,190.0 -37.0 -0.7% 4,969.0
High 5,245.0 5,264.0 19.0 0.4% 5,280.0
Low 5,188.0 5,180.0 -8.0 -0.2% 4,959.0
Close 5,205.0 5,226.0 21.0 0.4% 5,264.0
Range 57.0 84.0 27.0 47.4% 321.0
ATR 80.4 80.7 0.3 0.3% 0.0
Volume 18,639 23,066 4,427 23.8% 146,615
Daily Pivots for day following 26-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,475.3 5,434.7 5,272.2
R3 5,391.3 5,350.7 5,249.1
R2 5,307.3 5,307.3 5,241.4
R1 5,266.7 5,266.7 5,233.7 5,287.0
PP 5,223.3 5,223.3 5,223.3 5,233.5
S1 5,182.7 5,182.7 5,218.3 5,203.0
S2 5,139.3 5,139.3 5,210.6
S3 5,055.3 5,098.7 5,202.9
S4 4,971.3 5,014.7 5,179.8
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 5,180.0 114.0 2.2% 58.2 1.1% 40% False True 23,192
10 5,294.0 4,959.0 335.0 6.4% 68.1 1.3% 80% False False 26,378
20 5,294.0 4,959.0 335.0 6.4% 72.5 1.4% 80% False False 26,894
40 5,369.0 4,959.0 410.0 7.8% 64.7 1.2% 65% False False 24,740
60 5,369.0 4,881.0 488.0 9.3% 70.7 1.4% 71% False False 26,803
80 5,449.0 4,881.0 568.0 10.9% 63.3 1.2% 61% False False 20,155
100 5,644.0 4,881.0 763.0 14.6% 53.0 1.0% 45% False False 16,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,621.0
2.618 5,483.9
1.618 5,399.9
1.000 5,348.0
0.618 5,315.9
HIGH 5,264.0
0.618 5,231.9
0.500 5,222.0
0.382 5,212.1
LOW 5,180.0
0.618 5,128.1
1.000 5,096.0
1.618 5,044.1
2.618 4,960.1
4.250 4,823.0
Fisher Pivots for day following 26-Nov-2015
Pivot 1 day 3 day
R1 5,224.7 5,228.0
PP 5,223.3 5,227.3
S1 5,222.0 5,226.7

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

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