NIKKEI 225 Index Future (Globex) March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 19,930 20,055 125 0.6% 19,975
High 20,000 20,070 70 0.4% 20,075
Low 19,880 19,880 0 0.0% 19,835
Close 19,995 19,935 -60 -0.3% 19,935
Range 120 190 70 58.3% 240
ATR 234 231 -3 -1.3% 0
Volume 92 63 -29 -31.5% 377
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 20,532 20,423 20,040
R3 20,342 20,233 19,987
R2 20,152 20,152 19,970
R1 20,043 20,043 19,953 20,003
PP 19,962 19,962 19,962 19,941
S1 19,853 19,853 19,918 19,813
S2 19,772 19,772 19,900
S3 19,582 19,663 19,883
S4 19,392 19,473 19,831
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 20,668 20,542 20,067
R3 20,428 20,302 20,001
R2 20,188 20,188 19,979
R1 20,062 20,062 19,957 20,005
PP 19,948 19,948 19,948 19,920
S1 19,822 19,822 19,913 19,765
S2 19,708 19,708 19,891
S3 19,468 19,582 19,869
S4 19,228 19,342 19,803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,075 19,825 250 1.3% 175 0.9% 44% False False 85
10 20,075 19,340 735 3.7% 219 1.1% 81% False False 50
20 20,075 18,825 1,250 6.3% 213 1.1% 89% False False 29
40 20,075 17,475 2,600 13.0% 193 1.0% 95% False False 16
60 20,075 17,160 2,915 14.6% 189 0.9% 95% False False 11
80 20,945 17,160 3,785 19.0% 142 0.7% 73% False False 8
100 20,945 17,160 3,785 19.0% 114 0.6% 73% False False 6
120 20,965 17,160 3,805 19.1% 95 0.5% 73% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,878
2.618 20,568
1.618 20,378
1.000 20,260
0.618 20,188
HIGH 20,070
0.618 19,998
0.500 19,975
0.382 19,953
LOW 19,880
0.618 19,763
1.000 19,690
1.618 19,573
2.618 19,383
4.250 19,073
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 19,975 19,973
PP 19,962 19,960
S1 19,948 19,948

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

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