NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 25-Apr-2016

Day Change Summary
	Previous	Current
	22-Apr-2016	25-Apr-2016	Change	Change %	Previous Week
Open	17,590	17,830	240	1.4%	16,355
High	17,815	17,830	15	0.1%	17,815
Low	17,590	17,530	-60	-0.3%	16,355
Close	17,815	17,540	-275	-1.5%	17,815
Range	225	300	75	33.3%	1,460
ATR	277	279	2	0.6%	0
Volume	5	4	-1	-20.0%	14

Daily Pivots for day following 25-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,533	18,337	17,705
R3	18,233	18,037	17,623
R2	17,933	17,933	17,595
R1	17,737	17,737	17,568	17,685
PP	17,633	17,633	17,633	17,608
S1	17,437	17,437	17,513	17,385
S2	17,333	17,333	17,485
S3	17,033	17,137	17,458
S4	16,733	16,837	17,375

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,708	21,222	18,618
R3	20,248	19,762	18,217
R2	18,788	18,788	18,083
R1	18,302	18,302	17,949	18,545
PP	17,328	17,328	17,328	17,450
S1	16,842	16,842	17,681	17,085
S2	15,868	15,868	17,547
S3	14,408	15,382	17,414
S4	12,948	13,922	17,012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,830	16,910	920	5.2%	221	1.3%	68%	True	False	3
10	17,830	15,930	1,900	10.8%	173	1.0%	85%	True	False	2
20	17,830	15,505	2,325	13.3%	122	0.7%	88%	True	False	1
40	17,830	15,505	2,325	13.3%	69	0.4%	88%	True	False
60	17,830	15,145	2,685	15.3%	46	0.3%	89%	True	False
80	18,815	15,145	3,670	20.9%	35	0.2%	65%	False	False
100	20,055	15,145	4,910	28.0%	28	0.2%	49%	False	False

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

Fibonacci Retracements and Extensions
4.250	19,105
2.618	18,616
1.618	18,316
1.000	18,130
0.618	18,016
HIGH	17,830
0.618	17,716
0.500	17,680
0.382	17,645
LOW	17,530
0.618	17,345
1.000	17,230
1.618	17,045
2.618	16,745
4.250	16,255

Fisher Pivots for day following 25-Apr-2016
Pivot	1 day	3 day
R1	17,680	17,563
PP	17,633	17,555
S1	17,587	17,548

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