NIKKEI 225 Index Future (Globex) December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 17,350 17,385 35 0.2% 16,890
High 17,410 17,515 105 0.6% 17,365
Low 17,290 17,305 15 0.1% 16,840
Close 17,385 17,475 90 0.5% 17,275
Range 120 210 90 75.0% 525
ATR 214 213 0 -0.1% 0
Volume 9,889 11,907 2,018 20.4% 41,876
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 18,062 17,978 17,591
R3 17,852 17,768 17,533
R2 17,642 17,642 17,514
R1 17,558 17,558 17,494 17,600
PP 17,432 17,432 17,432 17,453
S1 17,348 17,348 17,456 17,390
S2 17,222 17,222 17,437
S3 17,012 17,138 17,417
S4 16,802 16,928 17,360
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 18,735 18,530 17,564
R3 18,210 18,005 17,420
R2 17,685 17,685 17,371
R1 17,480 17,480 17,323 17,583
PP 17,160 17,160 17,160 17,211
S1 16,955 16,955 17,227 17,058
S2 16,635 16,635 17,179
S3 16,110 16,430 17,131
S4 15,585 15,905 16,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,515 17,150 365 2.1% 174 1.0% 89% True False 9,750
10 17,515 16,755 760 4.3% 185 1.1% 95% True False 9,065
20 17,515 16,350 1,165 6.7% 204 1.2% 97% True False 9,432
40 17,515 16,205 1,310 7.5% 238 1.4% 97% True False 10,310
60 17,515 15,900 1,615 9.2% 222 1.3% 98% True False 6,910
80 17,515 15,200 2,315 13.2% 238 1.4% 98% True False 5,187
100 17,515 15,060 2,455 14.0% 236 1.3% 98% True False 4,154
120 17,515 15,060 2,455 14.0% 196 1.1% 98% True False 3,462
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 45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18,408
2.618 18,065
1.618 17,855
1.000 17,725
0.618 17,645
HIGH 17,515
0.618 17,435
0.500 17,410
0.382 17,385
LOW 17,305
0.618 17,175
1.000 17,095
1.618 16,965
2.618 16,755
4.250 16,413
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 17,453 17,451
PP 17,432 17,427
S1 17,410 17,403

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

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