NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 15,870 15,790 -80 -0.5% 15,190
High 15,880 15,815 -65 -0.4% 15,885
Low 15,530 15,610 80 0.5% 15,060
Close 15,820 15,630 -190 -1.2% 15,630
Range 350 205 -145 -41.4% 825
ATR 466 448 -18 -3.9% 0
Volume 20,405 12,260 -8,145 -39.9% 94,900
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 16,300 16,170 15,743
R3 16,095 15,965 15,687
R2 15,890 15,890 15,668
R1 15,760 15,760 15,649 15,723
PP 15,685 15,685 15,685 15,666
S1 15,555 15,555 15,611 15,518
S2 15,480 15,480 15,593
S3 15,275 15,350 15,574
S4 15,070 15,145 15,517
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 18,000 17,640 16,084
R3 17,175 16,815 15,857
R2 16,350 16,350 15,781
R1 15,990 15,990 15,706 16,170
PP 15,525 15,525 15,525 15,615
S1 15,165 15,165 15,555 15,345
S2 14,700 14,700 15,479
S3 13,875 14,340 15,403
S4 13,050 13,515 15,176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,885 15,060 825 5.3% 397 2.5% 69% False False 18,980
10 16,720 14,990 1,730 11.1% 542 3.5% 37% False False 20,816
20 16,895 14,990 1,905 12.2% 460 2.9% 34% False False 18,217
40 17,300 14,990 2,310 14.8% 372 2.4% 28% False False 9,219
60 17,830 14,990 2,840 18.2% 313 2.0% 23% False False 6,147
80 17,830 14,990 2,840 18.2% 245 1.6% 23% False False 4,610
100 17,830 14,990 2,840 18.2% 196 1.3% 23% False False 3,688
120 17,830 14,990 2,840 18.2% 163 1.0% 23% False False 3,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 78
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 16,686
2.618 16,352
1.618 16,147
1.000 16,020
0.618 15,942
HIGH 15,815
0.618 15,737
0.500 15,713
0.382 15,688
LOW 15,610
0.618 15,483
1.000 15,405
1.618 15,278
2.618 15,073
4.250 14,739
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 15,713 15,660
PP 15,685 15,650
S1 15,658 15,640

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

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