NIKKEI 225 Index Future (Globex) June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 16,295 16,805 510 3.1% 15,955
High 16,830 16,845 15 0.1% 16,310
Low 16,220 16,440 220 1.4% 15,865
Close 16,805 16,450 -355 -2.1% 16,110
Range 610 405 -205 -33.6% 445
ATR 440 437 -2 -0.6% 0
Volume 18,271 13,512 -4,759 -26.0% 56,972
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 17,793 17,527 16,673
R3 17,388 17,122 16,562
R2 16,983 16,983 16,524
R1 16,717 16,717 16,487 16,648
PP 16,578 16,578 16,578 16,544
S1 16,312 16,312 16,413 16,243
S2 16,173 16,173 16,376
S3 15,768 15,907 16,339
S4 15,363 15,502 16,227
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 17,430 17,215 16,355
R3 16,985 16,770 16,233
R2 16,540 16,540 16,192
R1 16,325 16,325 16,151 16,433
PP 16,095 16,095 16,095 16,149
S1 15,880 15,880 16,069 15,988
S2 15,650 15,650 16,029
S3 15,205 15,435 15,988
S4 14,760 14,990 15,865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,845 15,885 960 5.8% 396 2.4% 59% True False 13,973
10 17,630 15,865 1,765 10.7% 487 3.0% 33% False False 16,199
20 17,825 15,865 1,960 11.9% 443 2.7% 30% False False 17,013
40 17,825 15,375 2,450 14.9% 415 2.5% 44% False False 16,410
60 17,825 15,375 2,450 14.9% 404 2.5% 44% False False 12,778
80 17,870 14,820 3,050 18.5% 401 2.4% 53% False False 9,598
100 19,595 14,820 4,775 29.0% 353 2.1% 34% False False 7,679
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 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,566
2.618 17,905
1.618 17,500
1.000 17,250
0.618 17,095
HIGH 16,845
0.618 16,690
0.500 16,643
0.382 16,595
LOW 16,440
0.618 16,190
1.000 16,035
1.618 15,785
2.618 15,380
4.250 14,719
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 16,643 16,500
PP 16,578 16,483
S1 16,514 16,467

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

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