NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	16,755	16,650	-105	-0.6%	17,040
High	17,130	17,165	35	0.2%	17,165
Low	16,415	16,505	90	0.5%	16,415
Close	16,630	17,135	505	3.0%	17,135
Range	715	660	-55	-7.7%	750
ATR	419	436	17	4.1%	0
Volume	23,364	13,673	-9,691	-41.5%	87,531

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,915	18,685	17,498
R3	18,255	18,025	17,317
R2	17,595	17,595	17,256
R1	17,365	17,365	17,196	17,480
PP	16,935	16,935	16,935	16,993
S1	16,705	16,705	17,075	16,820
S2	16,275	16,275	17,014
S3	15,615	16,045	16,954
S4	14,955	15,385	16,772

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,155	18,895	17,548
R3	18,405	18,145	17,341
R2	17,655	17,655	17,273
R1	17,395	17,395	17,204	17,525
PP	16,905	16,905	16,905	16,970
S1	16,645	16,645	17,066	16,775
S2	16,155	16,155	16,998
S3	15,405	15,895	16,929
S4	14,655	15,145	16,723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,165	16,415	750	4.4%	475	2.8%	96%	True	False	17,506
10	17,165	15,850	1,315	7.7%	450	2.6%	98%	True	False	9,053
20	17,165	14,820	2,345	13.7%	416	2.4%	99%	True	False	4,600
40	17,870	14,820	3,050	17.8%	404	2.4%	76%	False	False	2,318
60	19,595	14,820	4,775	27.9%	304	1.8%	48%	False	False	1,545

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	96
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,970
2.618	18,893
1.618	18,233
1.000	17,825
0.618	17,573
HIGH	17,165
0.618	16,913
0.500	16,835
0.382	16,757
LOW	16,505
0.618	16,097
1.000	15,845
1.618	15,437
2.618	14,777
4.250	13,700

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	17,035	17,020
PP	16,935	16,905
S1	16,835	16,790

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