NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 15,790 15,660 -130 -0.8% 15,190
High 15,815 15,870 55 0.3% 15,885
Low 15,610 15,425 -185 -1.2% 15,060
Close 15,630 15,515 -115 -0.7% 15,630
Range 205 445 240 117.1% 825
ATR 448 448 0 0.0% 0
Volume 12,260 17,224 4,964 40.5% 94,900
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 16,938 16,672 15,760
R3 16,493 16,227 15,638
R2 16,048 16,048 15,597
R1 15,782 15,782 15,556 15,693
PP 15,603 15,603 15,603 15,559
S1 15,337 15,337 15,474 15,248
S2 15,158 15,158 15,434
S3 14,713 14,892 15,393
S4 14,268 14,447 15,270
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% 407 2.6% 55% False False 17,625
10 16,720 14,990 1,730 11.2% 544 3.5% 30% False False 21,222
20 16,895 14,990 1,905 12.3% 464 3.0% 28% False False 18,053
40 17,300 14,990 2,310 14.9% 372 2.4% 23% False False 9,649
60 17,830 14,990 2,840 18.3% 319 2.1% 18% False False 6,434
80 17,830 14,990 2,840 18.3% 251 1.6% 18% False False 4,826
100 17,830 14,990 2,840 18.3% 200 1.3% 18% False False 3,860
120 17,830 14,990 2,840 18.3% 167 1.1% 18% False False 3,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 99
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17,761
2.618 17,035
1.618 16,590
1.000 16,315
0.618 16,145
HIGH 15,870
0.618 15,700
0.500 15,648
0.382 15,595
LOW 15,425
0.618 15,150
1.000 14,980
1.618 14,705
2.618 14,260
4.250 13,534
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 15,648 15,653
PP 15,603 15,607
S1 15,559 15,561

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

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