ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 4,950.0 4,920.0 -30.0 -0.6% 5,203.0
High 4,982.0 4,972.0 -10.0 -0.2% 5,246.0
Low 4,917.0 4,901.0 -16.0 -0.3% 4,994.0
Close 4,921.0 4,904.0 -17.0 -0.3% 5,021.0
Range 65.0 71.0 6.0 9.2% 252.0
ATR 79.9 79.3 -0.6 -0.8% 0.0
Volume 98,326 134,220 35,894 36.5% 149,089
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,138.7 5,092.3 4,943.1
R3 5,067.7 5,021.3 4,923.5
R2 4,996.7 4,996.7 4,917.0
R1 4,950.3 4,950.3 4,910.5 4,938.0
PP 4,925.7 4,925.7 4,925.7 4,919.5
S1 4,879.3 4,879.3 4,897.5 4,867.0
S2 4,854.7 4,854.7 4,891.0
S3 4,783.7 4,808.3 4,884.5
S4 4,712.7 4,737.3 4,865.0
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,843.0 5,684.0 5,159.6
R3 5,591.0 5,432.0 5,090.3
R2 5,339.0 5,339.0 5,067.2
R1 5,180.0 5,180.0 5,044.1 5,133.5
PP 5,087.0 5,087.0 5,087.0 5,063.8
S1 4,928.0 4,928.0 4,997.9 4,881.5
S2 4,835.0 4,835.0 4,974.8
S3 4,583.0 4,676.0 4,951.7
S4 4,331.0 4,424.0 4,882.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,126.0 4,901.0 225.0 4.6% 67.6 1.4% 1% False True 66,325
10 5,283.0 4,901.0 382.0 7.8% 62.6 1.3% 1% False True 45,331
20 5,294.0 4,901.0 393.0 8.0% 66.3 1.4% 1% False True 35,358
40 5,369.0 4,901.0 468.0 9.5% 67.7 1.4% 1% False True 30,584
60 5,369.0 4,881.0 488.0 10.0% 68.5 1.4% 5% False False 29,053
80 5,369.0 4,881.0 488.0 10.0% 69.0 1.4% 5% False False 26,828
100 5,644.0 4,881.0 763.0 15.6% 59.7 1.2% 3% False False 21,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,273.8
2.618 5,157.9
1.618 5,086.9
1.000 5,043.0
0.618 5,015.9
HIGH 4,972.0
0.618 4,944.9
0.500 4,936.5
0.382 4,928.1
LOW 4,901.0
0.618 4,857.1
1.000 4,830.0
1.618 4,786.1
2.618 4,715.1
4.250 4,599.3
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 4,936.5 4,986.0
PP 4,925.7 4,958.7
S1 4,914.8 4,931.3

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

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