ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 5,289.0 5,249.0 -40.0 -0.8% 5,159.0
High 5,297.0 5,297.0 0.0 0.0% 5,297.0
Low 5,242.0 5,226.0 -16.0 -0.3% 5,146.0
Close 5,257.0 5,252.0 -5.0 -0.1% 5,257.0
Range 55.0 71.0 16.0 29.1% 151.0
ATR 72.1 72.0 -0.1 -0.1% 0.0
Volume 18,095 23,378 5,283 29.2% 63,216
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,471.3 5,432.7 5,291.1
R3 5,400.3 5,361.7 5,271.5
R2 5,329.3 5,329.3 5,265.0
R1 5,290.7 5,290.7 5,258.5 5,310.0
PP 5,258.3 5,258.3 5,258.3 5,268.0
S1 5,219.7 5,219.7 5,245.5 5,239.0
S2 5,187.3 5,187.3 5,239.0
S3 5,116.3 5,148.7 5,232.5
S4 5,045.3 5,077.7 5,213.0
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,686.3 5,622.7 5,340.1
R3 5,535.3 5,471.7 5,298.5
R2 5,384.3 5,384.3 5,284.7
R1 5,320.7 5,320.7 5,270.8 5,352.5
PP 5,233.3 5,233.3 5,233.3 5,249.3
S1 5,169.7 5,169.7 5,243.2 5,201.5
S2 5,082.3 5,082.3 5,229.3
S3 4,931.3 5,018.7 5,215.5
S4 4,780.3 4,867.7 5,174.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,297.0 5,137.0 160.0 3.0% 61.8 1.2% 72% True False 19,570
10 5,297.0 4,972.0 325.0 6.2% 67.0 1.3% 86% True False 20,880
20 5,297.0 4,852.0 445.0 8.5% 68.3 1.3% 90% True False 23,942
40 5,297.0 4,852.0 445.0 8.5% 52.1 1.0% 90% True False 12,054
60 5,307.0 4,852.0 455.0 8.7% 42.1 0.8% 88% False False 8,066
80 5,307.0 4,829.0 478.0 9.1% 39.8 0.8% 88% False False 6,058
100 5,307.0 4,829.0 478.0 9.1% 35.9 0.7% 88% False False 4,887
120 5,595.0 4,829.0 766.0 14.6% 31.4 0.6% 55% False False 4,072
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,598.8
2.618 5,482.9
1.618 5,411.9
1.000 5,368.0
0.618 5,340.9
HIGH 5,297.0
0.618 5,269.9
0.500 5,261.5
0.382 5,253.1
LOW 5,226.0
0.618 5,182.1
1.000 5,155.0
1.618 5,111.1
2.618 5,040.1
4.250 4,924.3
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 5,261.5 5,261.5
PP 5,258.3 5,258.3
S1 5,255.2 5,255.2

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

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