ASX SPI 200 Index Future December 2015


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 4,920.0 4,956.0 36.0 0.7% 5,203.0
High 4,972.0 5,032.0 60.0 1.2% 5,246.0
Low 4,901.0 4,940.0 39.0 0.8% 4,994.0
Close 4,904.0 5,023.0 119.0 2.4% 5,021.0
Range 71.0 92.0 21.0 29.6% 252.0
ATR 79.3 82.7 3.5 4.4% 0.0
Volume 134,220 73,667 -60,553 -45.1% 149,089
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,274.3 5,240.7 5,073.6
R3 5,182.3 5,148.7 5,048.3
R2 5,090.3 5,090.3 5,039.9
R1 5,056.7 5,056.7 5,031.4 5,073.5
PP 4,998.3 4,998.3 4,998.3 5,006.8
S1 4,964.7 4,964.7 5,014.6 4,981.5
S2 4,906.3 4,906.3 5,006.1
S3 4,814.3 4,872.7 4,997.7
S4 4,722.3 4,780.7 4,972.4
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 5,079.0 4,901.0 178.0 3.5% 74.0 1.5% 69% False False 73,931
10 5,246.0 4,901.0 345.0 6.9% 67.3 1.3% 35% False False 50,790
20 5,294.0 4,901.0 393.0 7.8% 67.6 1.3% 31% False False 37,913
40 5,369.0 4,901.0 468.0 9.3% 68.2 1.4% 26% False False 31,947
60 5,369.0 4,881.0 488.0 9.7% 68.9 1.4% 29% False False 29,770
80 5,369.0 4,881.0 488.0 9.7% 69.7 1.4% 29% False False 27,743
100 5,644.0 4,881.0 763.0 15.2% 60.7 1.2% 19% False False 22,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,423.0
2.618 5,272.9
1.618 5,180.9
1.000 5,124.0
0.618 5,088.9
HIGH 5,032.0
0.618 4,996.9
0.500 4,986.0
0.382 4,975.1
LOW 4,940.0
0.618 4,883.1
1.000 4,848.0
1.618 4,791.1
2.618 4,699.1
4.250 4,549.0
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 5,010.7 5,004.2
PP 4,998.3 4,985.3
S1 4,986.0 4,966.5

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

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