ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 5,196.0 5,257.0 61.0 1.2% 5,265.0
High 5,290.0 5,283.0 -7.0 -0.1% 5,294.0
Low 5,174.0 5,238.0 64.0 1.2% 5,180.0
Close 5,264.0 5,278.0 14.0 0.3% 5,207.0
Range 116.0 45.0 -71.0 -61.2% 114.0
ATR 81.1 78.5 -2.6 -3.2% 0.0
Volume 39,398 19,078 -20,320 -51.6% 103,464
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,401.3 5,384.7 5,302.8
R3 5,356.3 5,339.7 5,290.4
R2 5,311.3 5,311.3 5,286.3
R1 5,294.7 5,294.7 5,282.1 5,303.0
PP 5,266.3 5,266.3 5,266.3 5,270.5
S1 5,249.7 5,249.7 5,273.9 5,258.0
S2 5,221.3 5,221.3 5,269.8
S3 5,176.3 5,204.7 5,265.6
S4 5,131.3 5,159.7 5,253.3
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 5,290.0 5,166.0 124.0 2.3% 74.8 1.4% 90% False False 24,803
10 5,294.0 5,164.0 130.0 2.5% 67.9 1.3% 88% False False 25,037
20 5,294.0 4,959.0 335.0 6.3% 71.2 1.3% 95% False False 26,621
40 5,369.0 4,959.0 410.0 7.8% 64.5 1.2% 78% False False 24,986
60 5,369.0 4,881.0 488.0 9.2% 72.2 1.4% 81% False False 28,415
80 5,369.0 4,881.0 488.0 9.2% 66.7 1.3% 81% False False 21,416
100 5,644.0 4,881.0 763.0 14.5% 55.2 1.0% 52% False False 17,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,474.3
2.618 5,400.8
1.618 5,355.8
1.000 5,328.0
0.618 5,310.8
HIGH 5,283.0
0.618 5,265.8
0.500 5,260.5
0.382 5,255.2
LOW 5,238.0
0.618 5,210.2
1.000 5,193.0
1.618 5,165.2
2.618 5,120.2
4.250 5,046.8
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 5,272.2 5,261.3
PP 5,266.3 5,244.7
S1 5,260.5 5,228.0

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

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