NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 16,670 15,190 -1,480 -8.9% 15,715
High 16,720 15,480 -1,240 -7.4% 16,720
Low 14,990 15,085 95 0.6% 14,990
Close 15,245 15,250 5 0.0% 15,245
Range 1,730 395 -1,335 -77.2% 1,730
ATR 474 469 -6 -1.2% 0
Volume 56,147 23,995 -32,152 -57.3% 113,265
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 16,457 16,248 15,467
R3 16,062 15,853 15,359
R2 15,667 15,667 15,323
R1 15,458 15,458 15,286 15,563
PP 15,272 15,272 15,272 15,324
S1 15,063 15,063 15,214 15,168
S2 14,877 14,877 15,178
S3 14,482 14,668 15,142
S4 14,087 14,273 15,033
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% 680 4.5% 15% False False 24,820
10 16,720 14,990 1,730 11.3% 550 3.6% 15% False False 20,781
20 17,300 14,990 2,310 15.1% 459 3.0% 11% False False 14,848
40 17,300 14,990 2,310 15.1% 342 2.2% 11% False False 7,447
60 17,830 14,990 2,840 18.6% 290 1.9% 9% False False 4,965
80 17,830 14,990 2,840 18.6% 225 1.5% 9% False False 3,724
100 17,830 14,990 2,840 18.6% 180 1.2% 9% False False 2,979
120 17,955 14,990 2,965 19.4% 150 1.0% 9% False False 2,483
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17,159
2.618 16,514
1.618 16,119
1.000 15,875
0.618 15,724
HIGH 15,480
0.618 15,329
0.500 15,283
0.382 15,236
LOW 15,085
0.618 14,841
1.000 14,690
1.618 14,446
2.618 14,051
4.250 13,406
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 15,283 15,855
PP 15,272 15,653
S1 15,261 15,452

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

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