NIKKEI 225 Index Future (Globex) March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 18,820 18,360 -460 -2.4% 18,855
High 18,985 18,585 -400 -2.1% 19,190
Low 18,130 18,175 45 0.2% 18,760
Close 18,320 18,435 115 0.6% 18,805
Range 855 410 -445 -52.0% 430
ATR 381 383 2 0.5% 0
Volume 18,954 15,076 -3,878 -20.5% 13,849
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 19,628 19,442 18,661
R3 19,218 19,032 18,548
R2 18,808 18,808 18,510
R1 18,622 18,622 18,473 18,715
PP 18,398 18,398 18,398 18,445
S1 18,212 18,212 18,398 18,305
S2 17,988 17,988 18,360
S3 17,578 17,802 18,322
S4 17,168 17,392 18,210
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 20,208 19,937 19,042
R3 19,778 19,507 18,923
R2 19,348 19,348 18,884
R1 19,077 19,077 18,845 18,998
PP 18,918 18,918 18,918 18,879
S1 18,647 18,647 18,766 18,568
S2 18,488 18,488 18,726
S3 18,058 18,217 18,687
S4 17,628 17,787 18,569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,190 18,130 1,060 5.7% 419 2.3% 29% False False 8,746
10 19,190 18,130 1,060 5.7% 349 1.9% 29% False False 7,065
20 19,930 18,130 1,800 9.8% 428 2.3% 17% False False 13,261
40 20,095 18,130 1,965 10.7% 330 1.8% 16% False False 6,771
60 20,095 17,845 2,250 12.2% 266 1.4% 26% False False 4,516
80 20,095 17,160 2,935 15.9% 265 1.4% 43% False False 3,387
100 20,705 17,160 3,545 19.2% 213 1.2% 36% False False 2,709
120 20,945 17,160 3,785 20.5% 177 1.0% 34% False False 2,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,328
2.618 19,659
1.618 19,249
1.000 18,995
0.618 18,839
HIGH 18,585
0.618 18,429
0.500 18,380
0.382 18,332
LOW 18,175
0.618 17,922
1.000 17,765
1.618 17,512
2.618 17,102
4.250 16,433
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 18,417 18,558
PP 18,398 18,517
S1 18,380 18,476

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

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