ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 5,097.0 5,173.0 76.0 1.5% 4,897.0
High 5,124.0 5,181.0 57.0 1.1% 5,085.0
Low 5,088.0 5,137.0 49.0 1.0% 4,852.0
Close 5,098.0 5,154.0 56.0 1.1% 5,061.0
Range 36.0 44.0 8.0 22.2% 233.0
ATR 72.3 73.0 0.8 1.1% 0.0
Volume 13,487 11,258 -2,229 -16.5% 325,192
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,289.3 5,265.7 5,178.2
R3 5,245.3 5,221.7 5,166.1
R2 5,201.3 5,201.3 5,162.1
R1 5,177.7 5,177.7 5,158.0 5,167.5
PP 5,157.3 5,157.3 5,157.3 5,152.3
S1 5,133.7 5,133.7 5,150.0 5,123.5
S2 5,113.3 5,113.3 5,145.9
S3 5,069.3 5,089.7 5,141.9
S4 5,025.3 5,045.7 5,129.8
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 5,698.3 5,612.7 5,189.2
R3 5,465.3 5,379.7 5,125.1
R2 5,232.3 5,232.3 5,103.7
R1 5,146.7 5,146.7 5,082.4 5,189.5
PP 4,999.3 4,999.3 4,999.3 5,020.8
S1 4,913.7 4,913.7 5,039.6 4,956.5
S2 4,766.3 4,766.3 5,018.3
S3 4,533.3 4,680.7 4,996.9
S4 4,300.3 4,447.7 4,932.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,181.0 4,972.0 209.0 4.1% 65.8 1.3% 87% True False 17,715
10 5,181.0 4,852.0 329.0 6.4% 68.3 1.3% 92% True False 38,699
20 5,232.0 4,852.0 380.0 7.4% 62.7 1.2% 79% False False 19,639
40 5,238.0 4,852.0 386.0 7.5% 50.0 1.0% 78% False False 9,914
60 5,307.0 4,852.0 455.0 8.8% 41.8 0.8% 66% False False 6,629
80 5,307.0 4,829.0 478.0 9.3% 37.5 0.7% 68% False False 4,983
100 5,385.0 4,829.0 556.0 10.8% 33.3 0.6% 58% False False 4,021
120 5,595.0 4,829.0 766.0 14.9% 29.7 0.6% 42% False False 3,353
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 15.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,368.0
2.618 5,296.2
1.618 5,252.2
1.000 5,225.0
0.618 5,208.2
HIGH 5,181.0
0.618 5,164.2
0.500 5,159.0
0.382 5,153.8
LOW 5,137.0
0.618 5,109.8
1.000 5,093.0
1.618 5,065.8
2.618 5,021.8
4.250 4,950.0
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 5,159.0 5,141.8
PP 5,157.3 5,129.7
S1 5,155.7 5,117.5

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

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