ASX SPI 200 Index Future March 2016


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 4,897.0 4,868.0 -29.0 -0.6% 5,185.0
High 4,931.0 4,923.0 -8.0 -0.2% 5,185.0
Low 4,869.0 4,852.0 -17.0 -0.3% 4,947.0
Close 4,871.0 4,855.0 -16.0 -0.3% 4,973.0
Range 62.0 71.0 9.0 14.5% 238.0
ATR 63.4 63.9 0.5 0.9% 0.0
Volume 72,604 119,635 47,031 64.8% 9,238
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,089.7 5,043.3 4,894.1
R3 5,018.7 4,972.3 4,874.5
R2 4,947.7 4,947.7 4,868.0
R1 4,901.3 4,901.3 4,861.5 4,889.0
PP 4,876.7 4,876.7 4,876.7 4,870.5
S1 4,830.3 4,830.3 4,848.5 4,818.0
S2 4,805.7 4,805.7 4,842.0
S3 4,734.7 4,759.3 4,835.5
S4 4,663.7 4,688.3 4,816.0
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,749.0 5,599.0 5,103.9
R3 5,511.0 5,361.0 5,038.5
R2 5,273.0 5,273.0 5,016.6
R1 5,123.0 5,123.0 4,994.8 5,079.0
PP 5,035.0 5,035.0 5,035.0 5,013.0
S1 4,885.0 4,885.0 4,951.2 4,841.0
S2 4,797.0 4,797.0 4,929.4
S3 4,559.0 4,647.0 4,907.6
S4 4,321.0 4,409.0 4,842.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,074.0 4,852.0 222.0 4.6% 64.0 1.3% 1% False True 40,239
10 5,226.0 4,852.0 374.0 7.7% 62.8 1.3% 1% False True 20,163
20 5,238.0 4,852.0 386.0 8.0% 49.9 1.0% 1% False True 10,167
40 5,307.0 4,852.0 455.0 9.4% 40.3 0.8% 1% False True 5,152
60 5,307.0 4,829.0 478.0 9.8% 38.6 0.8% 5% False False 3,456
80 5,307.0 4,829.0 478.0 9.8% 33.8 0.7% 5% False False 2,613
100 5,595.0 4,829.0 766.0 15.8% 30.1 0.6% 3% False False 2,114
120 5,595.0 4,829.0 766.0 15.8% 26.4 0.5% 3% False False 1,764
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 8.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,224.8
2.618 5,108.9
1.618 5,037.9
1.000 4,994.0
0.618 4,966.9
HIGH 4,923.0
0.618 4,895.9
0.500 4,887.5
0.382 4,879.1
LOW 4,852.0
0.618 4,808.1
1.000 4,781.0
1.618 4,737.1
2.618 4,666.1
4.250 4,550.3
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 4,887.5 4,935.5
PP 4,876.7 4,908.7
S1 4,865.8 4,881.8

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

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