NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	16,635	16,345	-290	-1.7%	16,940
High	16,715	16,690	-25	-0.1%	17,270
Low	16,265	16,305	40	0.2%	16,265
Close	16,335	16,660	325	2.0%	16,335
Range	450	385	-65	-14.4%	1,005
ATR	372	373	1	0.2%	0
Volume	17,492	30,932	13,440	76.8%	72,153

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,707	17,568	16,872
R3	17,322	17,183	16,766
R2	16,937	16,937	16,731
R1	16,798	16,798	16,695	16,868
PP	16,552	16,552	16,552	16,586
S1	16,413	16,413	16,625	16,483
S2	16,167	16,167	16,590
S3	15,782	16,028	16,554
S4	15,397	15,643	16,448

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,638	18,992	16,888
R3	18,633	17,987	16,612
R2	17,628	17,628	16,519
R1	16,982	16,982	16,427	16,803
PP	16,623	16,623	16,623	16,534
S1	15,977	15,977	16,243	15,798
S2	15,618	15,618	16,151
S3	14,613	14,972	16,059
S4	13,608	13,967	15,782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,270	16,265	1,005	6.0%	405	2.4%	39%	False	False	20,617
10	17,270	16,265	1,005	6.0%	336	2.0%	39%	False	False	15,703
20	17,270	16,155	1,115	6.7%	360	2.2%	45%	False	False	14,838
40	17,825	15,565	2,260	13.6%	405	2.4%	48%	False	False	16,232
60	17,825	15,375	2,450	14.7%	396	2.4%	52%	False	False	15,667
80	17,825	14,820	3,005	18.0%	398	2.4%	61%	False	False	12,733
100	17,870	14,820	3,050	18.3%	392	2.4%	60%	False	False	10,190

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,326
2.618	17,698
1.618	17,313
1.000	17,075
0.618	16,928
HIGH	16,690
0.618	16,543
0.500	16,498
0.382	16,452
LOW	16,305
0.618	16,067
1.000	15,920
1.618	15,682
2.618	15,297
4.250	14,669

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	16,606	16,630
PP	16,552	16,600
S1	16,498	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