NIKKEI 225 Index Future (Globex) June 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 16,940 17,095 155 0.9% 16,765
High 17,270 17,160 -110 -0.6% 17,005
Low 16,910 16,755 -155 -0.9% 16,430
Close 17,085 16,865 -220 -1.3% 16,930
Range 360 405 45 12.5% 575
ATR 358 362 3 0.9% 0
Volume 20,023 16,654 -3,369 -16.8% 53,947
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,142 17,908 17,088
R3 17,737 17,503 16,977
R2 17,332 17,332 16,939
R1 17,098 17,098 16,902 17,013
PP 16,927 16,927 16,927 16,884
S1 16,693 16,693 16,828 16,608
S2 16,522 16,522 16,791
S3 16,117 16,288 16,754
S4 15,712 15,883 16,642
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 18,513 18,297 17,246
R3 17,938 17,722 17,088
R2 17,363 17,363 17,036
R1 17,147 17,147 16,983 17,255
PP 16,788 16,788 16,788 16,843
S1 16,572 16,572 16,877 16,680
S2 16,213 16,213 16,825
S3 15,638 15,997 16,772
S4 15,063 15,422 16,614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,270 16,740 530 3.1% 285 1.7% 24% False False 13,553
10 17,270 16,430 840 5.0% 303 1.8% 52% False False 13,342
20 17,270 15,865 1,405 8.3% 343 2.0% 71% False False 13,091
40 17,825 15,375 2,450 14.5% 409 2.4% 61% False False 16,120
60 17,825 15,375 2,450 14.5% 398 2.4% 61% False False 15,343
80 17,825 14,820 3,005 17.8% 393 2.3% 68% False False 11,905
100 17,870 14,820 3,050 18.1% 384 2.3% 67% False False 9,526
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 47
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 18,881
2.618 18,220
1.618 17,815
1.000 17,565
0.618 17,410
HIGH 17,160
0.618 17,005
0.500 16,958
0.382 16,910
LOW 16,755
0.618 16,505
1.000 16,350
1.618 16,100
2.618 15,695
4.250 15,034
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 16,958 17,013
PP 16,927 16,963
S1 16,896 16,914

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

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