NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	16,590	16,560	-30	-0.2%	16,655
High	16,790	16,635	-155	-0.9%	16,790
Low	16,490	16,350	-140	-0.8%	16,205
Close	16,560	16,595	35	0.2%	16,595
Range	300	285	-15	-5.0%	585
ATR	269	270	1	0.4%	0
Volume	12,935	14,297	1,362	10.5%	59,158

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,382	17,273	16,752
R3	17,097	16,988	16,674
R2	16,812	16,812	16,647
R1	16,703	16,703	16,621	16,758
PP	16,527	16,527	16,527	16,554
S1	16,418	16,418	16,569	16,473
S2	16,242	16,242	16,543
S3	15,957	16,133	16,517
S4	15,672	15,848	16,438

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,285	18,025	16,917
R3	17,700	17,440	16,756
R2	17,115	17,115	16,702
R1	16,855	16,855	16,649	16,693
PP	16,530	16,530	16,530	16,449
S1	16,270	16,270	16,542	16,108
S2	15,945	15,945	16,488
S3	15,360	15,685	16,434
S4	14,775	15,100	16,273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,790	16,205	585	3.5%	306	1.8%	67%	False	False	11,831
10	16,880	16,205	675	4.1%	307	1.8%	58%	False	False	11,016
20	17,135	16,205	930	5.6%	275	1.7%	42%	False	False	11,849
40	17,135	16,180	955	5.8%	230	1.4%	43%	False	False	6,007
60	17,135	15,200	1,935	11.7%	250	1.5%	72%	False	False	4,011
80	17,135	15,060	2,075	12.5%	247	1.5%	74%	False	False	3,014
100	17,135	15,060	2,075	12.5%	198	1.2%	74%	False	False	2,411
120	17,740	15,060	2,680	16.1%	165	1.0%	57%	False	False	2,009

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	66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,846
2.618	17,381
1.618	17,096
1.000	16,920
0.618	16,811
HIGH	16,635
0.618	16,526
0.500	16,493
0.382	16,459
LOW	16,350
0.618	16,174
1.000	16,065
1.618	15,889
2.618	15,604
4.250	15,139

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	16,561	16,587
PP	16,527	16,578
S1	16,493	16,570

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols