NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 16,180 16,080 -100 -0.6% 16,350
High 16,230 16,615 385 2.4% 16,355
Low 16,020 16,080 60 0.4% 15,320
Close 16,025 16,590 565 3.5% 15,640
Range 210 535 325 154.8% 1,035
ATR 361 378 16 4.5% 0
Volume 13,302 15,981 2,679 20.1% 87,232
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 18,033 17,847 16,884
R3 17,498 17,312 16,737
R2 16,963 16,963 16,688
R1 16,777 16,777 16,639 16,870
PP 16,428 16,428 16,428 16,475
S1 16,242 16,242 16,541 16,335
S2 15,893 15,893 16,492
S3 15,358 15,707 16,443
S4 14,823 15,172 16,296
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 16,615 15,505 1,110 6.7% 405 2.4% 98% True False 14,608
10 16,740 15,320 1,420 8.6% 424 2.6% 89% False False 15,795
20 17,300 15,320 1,980 11.9% 370 2.2% 64% False False 10,856
40 17,580 15,320 2,260 13.6% 322 1.9% 56% False False 5,444
60 17,830 15,320 2,510 15.1% 258 1.6% 51% False False 3,630
80 17,830 15,320 2,510 15.1% 199 1.2% 51% False False 2,722
100 17,830 15,145 2,685 16.2% 159 1.0% 54% False False 2,178
120 18,315 15,145 3,170 19.1% 132 0.8% 46% False False 1,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 18,889
2.618 18,016
1.618 17,481
1.000 17,150
0.618 16,946
HIGH 16,615
0.618 16,411
0.500 16,348
0.382 16,284
LOW 16,080
0.618 15,749
1.000 15,545
1.618 15,214
2.618 14,679
4.250 13,806
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 16,509 16,464
PP 16,428 16,338
S1 16,348 16,213

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

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