NIKKEI 225 Index Future (Globex) December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 17,440 17,710 270 1.5% 17,050
High 17,760 17,930 170 1.0% 17,635
Low 17,435 17,630 195 1.1% 16,140
Close 17,720 17,920 200 1.1% 17,440
Range 325 300 -25 -7.7% 1,495
ATR 329 327 -2 -0.6% 0
Volume 14,105 10,211 -3,894 -27.6% 115,266
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 18,727 18,623 18,085
R3 18,427 18,323 18,003
R2 18,127 18,127 17,975
R1 18,023 18,023 17,948 18,075
PP 17,827 17,827 17,827 17,853
S1 17,723 17,723 17,893 17,775
S2 17,527 17,527 17,865
S3 17,227 17,423 17,838
S4 16,927 17,123 17,755
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 21,557 20,993 18,262
R3 20,062 19,498 17,851
R2 18,567 18,567 17,714
R1 18,003 18,003 17,577 18,285
PP 17,072 17,072 17,072 17,213
S1 16,508 16,508 17,303 16,790
S2 15,577 15,577 17,166
S3 14,082 15,013 17,029
S4 12,587 13,518 16,618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,930 16,140 1,790 10.0% 546 3.0% 99% True False 23,552
10 17,930 16,140 1,790 10.0% 403 2.2% 99% True False 17,193
20 17,930 16,140 1,790 10.0% 302 1.7% 99% True False 13,663
40 17,930 16,140 1,790 10.0% 280 1.6% 99% True False 11,903
60 17,930 16,140 1,790 10.0% 258 1.4% 99% True False 10,298
80 17,930 15,900 2,030 11.3% 252 1.4% 100% True False 7,732
100 17,930 15,200 2,730 15.2% 252 1.4% 100% True False 6,190
120 17,930 15,060 2,870 16.0% 236 1.3% 100% True False 5,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 19,205
2.618 18,716
1.618 18,416
1.000 18,230
0.618 18,116
HIGH 17,930
0.618 17,816
0.500 17,780
0.382 17,745
LOW 17,630
0.618 17,445
1.000 17,330
1.618 17,145
2.618 16,845
4.250 16,355
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 17,873 17,817
PP 17,827 17,713
S1 17,780 17,610

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

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