NIKKEI 225 Index Future (Globex) March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 17,635 17,280 -355 -2.0% 18,820
High 18,010 17,585 -425 -2.4% 18,985
Low 17,270 17,150 -120 -0.7% 17,270
Close 17,315 17,410 95 0.5% 17,315
Range 740 435 -305 -41.2% 1,715
ATR 440 440 0 -0.1% 0
Volume 29,433 10,290 -19,143 -65.0% 108,053
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 18,687 18,483 17,649
R3 18,252 18,048 17,530
R2 17,817 17,817 17,490
R1 17,613 17,613 17,450 17,715
PP 17,382 17,382 17,382 17,433
S1 17,178 17,178 17,370 17,280
S2 16,947 16,947 17,330
S3 16,512 16,743 17,291
S4 16,077 16,308 17,171
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 23,002 21,873 18,258
R3 21,287 20,158 17,787
R2 19,572 19,572 17,630
R1 18,443 18,443 17,472 18,150
PP 17,857 17,857 17,857 17,710
S1 16,728 16,728 17,158 16,435
S2 16,142 16,142 17,001
S3 14,427 15,013 16,844
S4 12,712 13,298 16,372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,585 17,150 1,435 8.2% 569 3.3% 18% False True 19,877
10 19,190 17,150 2,040 11.7% 471 2.7% 13% False True 13,219
20 19,930 17,150 2,780 16.0% 474 2.7% 9% False True 12,797
40 20,095 17,150 2,945 16.9% 369 2.1% 9% False True 8,878
60 20,095 17,150 2,945 16.9% 299 1.7% 9% False True 5,921
80 20,095 17,150 2,945 16.9% 282 1.6% 9% False True 4,441
100 20,135 17,150 2,985 17.1% 237 1.4% 9% False True 3,553
120 20,945 17,150 3,795 21.8% 198 1.1% 7% False True 2,960
Crabel Price Patterns
NR True
NR4 True
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 117
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 19,434
2.618 18,724
1.618 18,289
1.000 18,020
0.618 17,854
HIGH 17,585
0.618 17,419
0.500 17,368
0.382 17,316
LOW 17,150
0.618 16,881
1.000 16,715
1.618 16,446
2.618 16,011
4.250 15,301
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 17,396 17,673
PP 17,382 17,585
S1 17,368 17,498

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

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