NIKKEI 225 Index Future (Globex) June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 17,090 17,040 -50 -0.3% 16,720
High 17,160 17,085 -75 -0.4% 17,070
Low 16,910 16,775 -135 -0.8% 16,580
Close 17,035 16,820 -215 -1.3% 16,835
Range 250 310 60 24.0% 490
ATR 357 353 -3 -0.9% 0
Volume 11,053 13,306 2,253 20.4% 42,202
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 17,823 17,632 16,991
R3 17,513 17,322 16,905
R2 17,203 17,203 16,877
R1 17,012 17,012 16,849 16,953
PP 16,893 16,893 16,893 16,864
S1 16,702 16,702 16,792 16,643
S2 16,583 16,583 16,763
S3 16,273 16,392 16,735
S4 15,963 16,082 16,650
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 18,298 18,057 17,105
R3 17,808 17,567 16,970
R2 17,318 17,318 16,925
R1 17,077 17,077 16,880 17,198
PP 16,828 16,828 16,828 16,889
S1 16,587 16,587 16,790 16,708
S2 16,338 16,338 16,745
S3 15,848 16,097 16,700
S4 15,358 15,607 16,566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,185 16,645 540 3.2% 259 1.5% 32% False False 10,586
10 17,195 16,510 685 4.1% 319 1.9% 45% False False 11,933
20 17,270 16,415 855 5.1% 347 2.1% 47% False False 12,158
40 17,270 14,820 2,450 14.6% 361 2.1% 82% False False 6,166
60 18,390 14,820 3,570 21.2% 347 2.1% 56% False False 4,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 100
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18,403
2.618 17,897
1.618 17,587
1.000 17,395
0.618 17,277
HIGH 17,085
0.618 16,967
0.500 16,930
0.382 16,894
LOW 16,775
0.618 16,584
1.000 16,465
1.618 16,274
2.618 15,964
4.250 15,458
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 16,930 16,980
PP 16,893 16,927
S1 16,857 16,873

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

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