ASX SPI 200 Index Future March 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 5,175.0 5,153.0 -22.0 -0.4% 5,139.0
High 5,177.0 5,184.0 7.0 0.1% 5,184.0
Low 5,145.0 5,118.0 -27.0 -0.5% 5,077.0
Close 5,158.0 5,180.0 22.0 0.4% 5,180.0
Range 32.0 66.0 34.0 106.3% 107.0
ATR 79.7 78.7 -1.0 -1.2% 0.0
Volume 23,882 33,706 9,824 41.1% 158,800
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,358.7 5,335.3 5,216.3
R3 5,292.7 5,269.3 5,198.2
R2 5,226.7 5,226.7 5,192.1
R1 5,203.3 5,203.3 5,186.1 5,215.0
PP 5,160.7 5,160.7 5,160.7 5,166.5
S1 5,137.3 5,137.3 5,174.0 5,149.0
S2 5,094.7 5,094.7 5,167.9
S3 5,028.7 5,071.3 5,161.9
S4 4,962.7 5,005.3 5,143.7
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 5,468.0 5,431.0 5,238.9
R3 5,361.0 5,324.0 5,209.4
R2 5,254.0 5,254.0 5,199.6
R1 5,217.0 5,217.0 5,189.8 5,235.5
PP 5,147.0 5,147.0 5,147.0 5,156.3
S1 5,110.0 5,110.0 5,170.2 5,128.5
S2 5,040.0 5,040.0 5,160.4
S3 4,933.0 5,003.0 5,150.6
S4 4,826.0 4,896.0 5,121.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,184.0 5,077.0 107.0 2.1% 58.6 1.1% 96% True False 31,760
10 5,184.0 4,846.0 338.0 6.5% 58.7 1.1% 99% True False 31,878
20 5,184.0 4,732.0 452.0 8.7% 67.0 1.3% 99% True False 30,696
40 5,184.0 4,644.0 540.0 10.4% 73.0 1.4% 99% True False 31,182
60 5,297.0 4,644.0 653.0 12.6% 75.2 1.5% 82% False False 32,110
80 5,297.0 4,644.0 653.0 12.6% 68.9 1.3% 82% False False 25,129
100 5,307.0 4,644.0 663.0 12.8% 60.5 1.2% 81% False False 20,130
120 5,307.0 4,644.0 663.0 12.8% 56.4 1.1% 81% False False 16,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,464.5
2.618 5,356.8
1.618 5,290.8
1.000 5,250.0
0.618 5,224.8
HIGH 5,184.0
0.618 5,158.8
0.500 5,151.0
0.382 5,143.2
LOW 5,118.0
0.618 5,077.2
1.000 5,052.0
1.618 5,011.2
2.618 4,945.2
4.250 4,837.5
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 5,170.3 5,163.5
PP 5,160.7 5,147.0
S1 5,151.0 5,130.5

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

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