NIKKEI 225 Index Future (Globex) June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 16,960 16,915 -45 -0.3% 16,765
High 16,980 16,945 -35 -0.2% 17,005
Low 16,750 16,780 30 0.2% 16,430
Close 16,890 16,930 40 0.2% 16,930
Range 230 165 -65 -28.3% 575
ATR 373 358 -15 -4.0% 0
Volume 10,246 7,727 -2,519 -24.6% 53,947
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 17,380 17,320 17,021
R3 17,215 17,155 16,976
R2 17,050 17,050 16,960
R1 16,990 16,990 16,945 17,020
PP 16,885 16,885 16,885 16,900
S1 16,825 16,825 16,915 16,855
S2 16,720 16,720 16,900
S3 16,555 16,660 16,885
S4 16,390 16,495 16,839
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 18,513 18,297 17,246
R3 17,938 17,722 17,088
R2 17,363 17,363 17,036
R1 17,147 17,147 16,983 17,255
PP 16,788 16,788 16,788 16,843
S1 16,572 16,572 16,877 16,680
S2 16,213 16,213 16,825
S3 15,638 15,997 16,772
S4 15,063 15,422 16,614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,005 16,430 575 3.4% 266 1.6% 87% False False 10,789
10 17,005 16,315 690 4.1% 293 1.7% 89% False False 12,007
20 17,005 15,865 1,140 6.7% 338 2.0% 93% False False 12,532
40 17,825 15,375 2,450 14.5% 409 2.4% 63% False False 16,032
60 17,825 15,375 2,450 14.5% 395 2.3% 63% False False 15,201
80 17,825 14,820 3,005 17.7% 389 2.3% 70% False False 11,447
100 18,030 14,820 3,210 19.0% 379 2.2% 66% False False 9,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 17,646
2.618 17,377
1.618 17,212
1.000 17,110
0.618 17,047
HIGH 16,945
0.618 16,882
0.500 16,863
0.382 16,843
LOW 16,780
0.618 16,678
1.000 16,615
1.618 16,513
2.618 16,348
4.250 16,079
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 16,908 16,911
PP 16,885 16,892
S1 16,863 16,873

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

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