NIKKEI 225 Index Future (Globex) June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 16,955 16,715 -240 -1.4% 17,855
High 16,955 16,715 -240 -1.4% 17,870
Low 16,720 16,555 -165 -1.0% 16,555
Close 16,805 16,555 -250 -1.5% 16,555
Range 235 160 -75 -31.9% 1,315
ATR 409 397 -11 -2.8% 0
Volume 91 2 -89 -97.8% 201
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 17,088 16,982 16,643
R3 16,928 16,822 16,599
R2 16,768 16,768 16,584
R1 16,662 16,662 16,570 16,635
PP 16,608 16,608 16,608 16,595
S1 16,502 16,502 16,540 16,475
S2 16,448 16,448 16,526
S3 16,288 16,342 16,511
S4 16,128 16,182 16,467
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 20,938 20,062 17,278
R3 19,623 18,747 16,917
R2 18,308 18,308 16,796
R1 17,432 17,432 16,676 17,213
PP 16,993 16,993 16,993 16,884
S1 16,117 16,117 16,435 15,898
S2 15,678 15,678 16,314
S3 14,363 14,802 16,194
S4 13,048 13,487 15,832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,870 16,555 1,315 7.9% 295 1.8% 0% False True 40
10 17,870 16,555 1,315 7.9% 290 1.7% 0% False True 22
20 17,870 15,980 1,890 11.4% 346 2.1% 30% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 17,395
2.618 17,134
1.618 16,974
1.000 16,875
0.618 16,814
HIGH 16,715
0.618 16,654
0.500 16,635
0.382 16,616
LOW 16,555
0.618 16,456
1.000 16,395
1.618 16,296
2.618 16,136
4.250 15,875
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 16,635 16,873
PP 16,608 16,767
S1 16,582 16,661

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

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