NIKKEI 225 Index Future (Globex) September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 19,890 19,960 70 0.4% 19,825
High 20,005 20,015 10 0.0% 20,065
Low 19,800 19,855 55 0.3% 19,750
Close 19,975 19,890 -85 -0.4% 19,845
Range 205 160 -45 -22.0% 315
ATR 184 182 -2 -0.9% 0
Volume 36 30 -6 -16.7% 392
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 20,400 20,305 19,978
R3 20,240 20,145 19,934
R2 20,080 20,080 19,919
R1 19,985 19,985 19,905 19,953
PP 19,920 19,920 19,920 19,904
S1 19,825 19,825 19,875 19,793
S2 19,760 19,760 19,861
S3 19,600 19,665 19,846
S4 19,440 19,505 19,802
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 20,832 20,653 20,018
R3 20,517 20,338 19,932
R2 20,202 20,202 19,903
R1 20,023 20,023 19,874 20,113
PP 19,887 19,887 19,887 19,931
S1 19,708 19,708 19,816 19,798
S2 19,572 19,572 19,787
S3 19,257 19,393 19,759
S4 18,942 19,078 19,672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,025 19,800 225 1.1% 156 0.8% 40% False False 33
10 20,065 19,445 620 3.1% 178 0.9% 72% False False 49
20 20,065 18,380 1,685 8.5% 161 0.8% 90% False False 28
40 20,065 18,290 1,775 8.9% 183 0.9% 90% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,695
2.618 20,434
1.618 20,274
1.000 20,175
0.618 20,114
HIGH 20,015
0.618 19,954
0.500 19,935
0.382 19,916
LOW 19,855
0.618 19,756
1.000 19,695
1.618 19,596
2.618 19,436
4.250 19,175
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 19,935 19,908
PP 19,920 19,902
S1 19,905 19,896

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

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