NIKKEI 225 Index Future (Globex) December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 16,830 16,985 155 0.9% 16,570
High 17,025 17,100 75 0.4% 17,010
Low 16,790 16,855 65 0.4% 16,565
Close 16,985 16,915 -70 -0.4% 16,820
Range 235 245 10 4.3% 445
ATR 246 246 0 0.0% 0
Volume 4,401 9,909 5,508 125.2% 48,114
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 17,692 17,548 17,050
R3 17,447 17,303 16,983
R2 17,202 17,202 16,960
R1 17,058 17,058 16,938 17,008
PP 16,957 16,957 16,957 16,931
S1 16,813 16,813 16,893 16,763
S2 16,712 16,712 16,870
S3 16,467 16,568 16,848
S4 16,222 16,323 16,780
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 18,133 17,922 17,065
R3 17,688 17,477 16,943
R2 17,243 17,243 16,902
R1 17,032 17,032 16,861 17,138
PP 16,798 16,798 16,798 16,851
S1 16,587 16,587 16,779 16,693
S2 16,353 16,353 16,739
S3 15,908 16,142 16,698
S4 15,463 15,697 16,575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,100 16,745 355 2.1% 216 1.3% 48% True False 8,525
10 17,100 16,350 750 4.4% 223 1.3% 75% True False 9,795
20 17,100 16,205 895 5.3% 258 1.5% 79% True False 10,278
40 17,135 16,205 930 5.5% 237 1.4% 76% False False 7,560
60 17,135 15,900 1,235 7.3% 236 1.4% 82% False False 5,050
80 17,135 15,060 2,075 12.3% 251 1.5% 89% False False 3,792
100 17,135 15,060 2,075 12.3% 212 1.3% 89% False False 3,035
120 17,740 15,060 2,680 15.8% 177 1.0% 69% False False 2,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18,141
2.618 17,742
1.618 17,497
1.000 17,345
0.618 17,252
HIGH 17,100
0.618 17,007
0.500 16,978
0.382 16,949
LOW 16,855
0.618 16,704
1.000 16,610
1.618 16,459
2.618 16,214
4.250 15,814
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 16,978 16,935
PP 16,957 16,928
S1 16,936 16,922

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

View Archives - Comment on this page... - Back to Index of Symbols