NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 16,080 16,670 590 3.7% 15,715
High 16,615 16,720 105 0.6% 16,720
Low 16,080 14,990 -1,090 -6.8% 14,990
Close 16,590 15,245 -1,345 -8.1% 15,245
Range 535 1,730 1,195 223.4% 1,730
ATR 378 474 97 25.6% 0
Volume 15,981 56,147 40,166 251.3% 113,265
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 20,842 19,773 16,197
R3 19,112 18,043 15,721
R2 17,382 17,382 15,562
R1 16,313 16,313 15,404 15,983
PP 15,652 15,652 15,652 15,486
S1 14,583 14,583 15,087 14,253
S2 13,922 13,922 14,928
S3 12,192 12,853 14,769
S4 10,462 11,123 14,294
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 20,842 19,773 16,197
R3 19,112 18,043 15,721
R2 17,382 17,382 15,562
R1 16,313 16,313 15,404 15,983
PP 15,652 15,652 15,652 15,486
S1 14,583 14,583 15,087 14,253
S2 13,922 13,922 14,928
S3 12,192 12,853 14,769
S4 10,462 11,123 14,294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,720 14,990 1,730 11.3% 686 4.5% 15% True True 22,653
10 16,720 14,990 1,730 11.3% 550 3.6% 15% True True 20,049
20 17,300 14,990 2,310 15.2% 447 2.9% 11% False True 13,658
40 17,300 14,990 2,310 15.2% 335 2.2% 11% False True 6,847
60 17,830 14,990 2,840 18.6% 286 1.9% 9% False True 4,565
80 17,830 14,990 2,840 18.6% 220 1.4% 9% False True 3,424
100 17,830 14,990 2,840 18.6% 176 1.2% 9% False True 2,739
120 18,315 14,990 3,325 21.8% 147 1.0% 8% False True 2,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 24,073
2.618 21,249
1.618 19,519
1.000 18,450
0.618 17,789
HIGH 16,720
0.618 16,059
0.500 15,855
0.382 15,651
LOW 14,990
0.618 13,921
1.000 13,260
1.618 12,191
2.618 10,461
4.250 7,638
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 15,855 15,855
PP 15,652 15,652
S1 15,448 15,448

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

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