ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 4,974.0 4,963.0 -11.0 -0.2% 5,079.0
High 4,978.0 4,963.0 -15.0 -0.3% 5,080.0
Low 4,974.0 4,939.0 -35.0 -0.7% 4,974.0
Close 4,978.0 4,939.0 -39.0 -0.8% 4,978.0
Range 4.0 24.0 20.0 500.0% 106.0
ATR 62.6 60.9 -1.7 -2.7% 0.0
Volume 8 2 -6 -75.0% 1,355
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,019.0 5,003.0 4,952.2
R3 4,995.0 4,979.0 4,945.6
R2 4,971.0 4,971.0 4,943.4
R1 4,955.0 4,955.0 4,941.2 4,951.0
PP 4,947.0 4,947.0 4,947.0 4,945.0
S1 4,931.0 4,931.0 4,936.8 4,927.0
S2 4,923.0 4,923.0 4,934.6
S3 4,899.0 4,907.0 4,932.4
S4 4,875.0 4,883.0 4,925.8
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 5,328.7 5,259.3 5,036.3
R3 5,222.7 5,153.3 5,007.2
R2 5,116.7 5,116.7 4,997.4
R1 5,047.3 5,047.3 4,987.7 5,029.0
PP 5,010.7 5,010.7 5,010.7 5,001.5
S1 4,941.3 4,941.3 4,968.3 4,923.0
S2 4,904.7 4,904.7 4,958.6
S3 4,798.7 4,835.3 4,948.9
S4 4,692.7 4,729.3 4,919.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,076.0 4,939.0 137.0 2.8% 26.0 0.5% 0% False True 235
10 5,198.0 4,939.0 259.0 5.2% 36.5 0.7% 0% False True 196
20 5,307.0 4,939.0 368.0 7.5% 27.1 0.5% 0% False True 135
40 5,307.0 4,829.0 478.0 9.7% 31.4 0.6% 23% False False 100
60 5,307.0 4,829.0 478.0 9.7% 28.3 0.6% 23% False False 115
80 5,595.0 4,829.0 766.0 15.5% 24.2 0.5% 14% False False 101
100 5,595.0 4,829.0 766.0 15.5% 21.0 0.4% 14% False False 83
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 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,065.0
2.618 5,025.8
1.618 5,001.8
1.000 4,987.0
0.618 4,977.8
HIGH 4,963.0
0.618 4,953.8
0.500 4,951.0
0.382 4,948.2
LOW 4,939.0
0.618 4,924.2
1.000 4,915.0
1.618 4,900.2
2.618 4,876.2
4.250 4,837.0
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 4,951.0 5,007.5
PP 4,947.0 4,984.7
S1 4,943.0 4,961.8

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

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