ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 5,219.0 5,165.0 -54.0 -1.0% 5,159.0
High 5,225.0 5,182.0 -43.0 -0.8% 5,297.0
Low 5,135.0 5,048.0 -87.0 -1.7% 5,146.0
Close 5,142.0 5,076.0 -66.0 -1.3% 5,257.0
Range 90.0 134.0 44.0 48.9% 151.0
ATR 75.2 79.4 4.2 5.6% 0.0
Volume 36,667 32,423 -4,244 -11.6% 63,216
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 5,504.0 5,424.0 5,149.7
R3 5,370.0 5,290.0 5,112.9
R2 5,236.0 5,236.0 5,100.6
R1 5,156.0 5,156.0 5,088.3 5,129.0
PP 5,102.0 5,102.0 5,102.0 5,088.5
S1 5,022.0 5,022.0 5,063.7 4,995.0
S2 4,968.0 4,968.0 5,051.4
S3 4,834.0 4,888.0 5,039.2
S4 4,700.0 4,754.0 5,002.3
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 5,048.0 249.0 4.9% 76.4 1.5% 11% False True 26,307
10 5,297.0 5,001.0 296.0 5.8% 72.3 1.4% 25% False False 21,339
20 5,297.0 4,852.0 445.0 8.8% 71.2 1.4% 50% False False 27,391
40 5,297.0 4,852.0 445.0 8.8% 55.7 1.1% 50% False False 13,776
60 5,307.0 4,852.0 455.0 9.0% 44.6 0.9% 49% False False 9,208
80 5,307.0 4,829.0 478.0 9.4% 42.6 0.8% 52% False False 6,922
100 5,307.0 4,829.0 478.0 9.4% 38.1 0.7% 52% False False 5,577
120 5,595.0 4,829.0 766.0 15.1% 33.3 0.7% 32% False False 4,648
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 12.5
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 5,751.5
2.618 5,532.8
1.618 5,398.8
1.000 5,316.0
0.618 5,264.8
HIGH 5,182.0
0.618 5,130.8
0.500 5,115.0
0.382 5,099.2
LOW 5,048.0
0.618 4,965.2
1.000 4,914.0
1.618 4,831.2
2.618 4,697.2
4.250 4,478.5
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 5,115.0 5,172.5
PP 5,102.0 5,140.3
S1 5,089.0 5,108.2

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

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