ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 5,244.0 5,197.0 -47.0 -0.9% 5,265.0
High 5,275.0 5,219.0 -56.0 -1.1% 5,294.0
Low 5,199.0 5,166.0 -33.0 -0.6% 5,180.0
Close 5,207.0 5,186.0 -21.0 -0.4% 5,207.0
Range 76.0 53.0 -23.0 -30.3% 114.0
ATR 80.4 78.4 -2.0 -2.4% 0.0
Volume 16,277 26,199 9,922 61.0% 103,464
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,349.3 5,320.7 5,215.2
R3 5,296.3 5,267.7 5,200.6
R2 5,243.3 5,243.3 5,195.7
R1 5,214.7 5,214.7 5,190.9 5,202.5
PP 5,190.3 5,190.3 5,190.3 5,184.3
S1 5,161.7 5,161.7 5,181.1 5,149.5
S2 5,137.3 5,137.3 5,176.3
S3 5,084.3 5,108.7 5,171.4
S4 5,031.3 5,055.7 5,156.9
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,569.0 5,502.0 5,269.7
R3 5,455.0 5,388.0 5,238.4
R2 5,341.0 5,341.0 5,227.9
R1 5,274.0 5,274.0 5,217.5 5,250.5
PP 5,227.0 5,227.0 5,227.0 5,215.3
S1 5,160.0 5,160.0 5,196.6 5,136.5
S2 5,113.0 5,113.0 5,186.1
S3 4,999.0 5,046.0 5,175.7
S4 4,885.0 4,932.0 5,144.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,276.0 5,166.0 110.0 2.1% 64.4 1.2% 18% False True 21,257
10 5,294.0 5,038.0 256.0 4.9% 67.6 1.3% 58% False False 25,083
20 5,294.0 4,959.0 335.0 6.5% 70.5 1.4% 68% False False 26,012
40 5,369.0 4,959.0 410.0 7.9% 64.1 1.2% 55% False False 24,828
60 5,369.0 4,881.0 488.0 9.4% 71.9 1.4% 63% False False 27,507
80 5,408.0 4,881.0 527.0 10.2% 64.8 1.2% 58% False False 20,686
100 5,644.0 4,881.0 763.0 14.7% 53.8 1.0% 40% False False 16,551
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,444.3
2.618 5,357.8
1.618 5,304.8
1.000 5,272.0
0.618 5,251.8
HIGH 5,219.0
0.618 5,198.8
0.500 5,192.5
0.382 5,186.2
LOW 5,166.0
0.618 5,133.2
1.000 5,113.0
1.618 5,080.2
2.618 5,027.2
4.250 4,940.8
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 5,192.5 5,220.5
PP 5,190.3 5,209.0
S1 5,188.2 5,197.5

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

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