NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 15,645 15,715 70 0.4% 16,350
High 15,830 16,140 310 2.0% 16,355
Low 15,505 15,715 210 1.4% 15,320
Close 15,640 15,900 260 1.7% 15,640
Range 325 425 100 30.8% 1,035
ATR 350 361 11 3.1% 0
Volume 15,923 13,160 -2,763 -17.4% 87,232
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 17,193 16,972 16,134
R3 16,768 16,547 16,017
R2 16,343 16,343 15,978
R1 16,122 16,122 15,939 16,233
PP 15,918 15,918 15,918 15,974
S1 15,697 15,697 15,861 15,808
S2 15,493 15,493 15,822
S3 15,068 15,272 15,783
S4 14,643 14,847 15,666
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,877 18,293 16,209
R3 17,842 17,258 15,925
R2 16,807 16,807 15,830
R1 16,223 16,223 15,735 15,998
PP 15,772 15,772 15,772 15,659
S1 15,188 15,188 15,545 14,963
S2 14,737 14,737 15,450
S3 13,702 14,153 15,356
S4 12,667 13,118 15,071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,140 15,320 820 5.2% 420 2.6% 71% True False 16,743
10 16,895 15,320 1,575 9.9% 384 2.4% 37% False False 14,883
20 17,300 15,320 1,980 12.5% 345 2.2% 29% False False 8,672
40 17,830 15,320 2,510 15.8% 303 1.9% 23% False False 4,345
60 17,830 15,320 2,510 15.8% 240 1.5% 23% False False 2,897
80 17,830 15,320 2,510 15.8% 183 1.1% 23% False False 2,173
100 17,830 15,145 2,685 16.9% 146 0.9% 28% False False 1,738
120 19,030 15,145 3,885 24.4% 122 0.8% 19% False False 1,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,946
2.618 17,253
1.618 16,828
1.000 16,565
0.618 16,403
HIGH 16,140
0.618 15,978
0.500 15,928
0.382 15,877
LOW 15,715
0.618 15,452
1.000 15,290
1.618 15,027
2.618 14,602
4.250 13,909
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 15,928 15,843
PP 15,918 15,787
S1 15,909 15,730

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

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