NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	16,890	17,100	210	1.2%	16,725
High	16,975	17,300	325	1.9%	17,045
Low	16,825	16,985	160	1.0%	16,505
Close	16,970	17,125	155	0.9%	16,970
Range	150	315	165	110.0%	540
ATR	274	278	4	1.5%	0
Volume	201	445	244	121.4%	589

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,082	17,918	17,298
R3	17,767	17,603	17,212
R2	17,452	17,452	17,183
R1	17,288	17,288	17,154	17,370
PP	17,137	17,137	17,137	17,178
S1	16,973	16,973	17,096	17,055
S2	16,822	16,822	17,067
S3	16,507	16,658	17,039
S4	16,192	16,343	16,952

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,460	18,255	17,267
R3	17,920	17,715	17,119
R2	17,380	17,380	17,069
R1	17,175	17,175	17,020	17,278
PP	16,840	16,840	16,840	16,891
S1	16,635	16,635	16,921	16,738
S2	16,300	16,300	16,871
S3	15,760	16,095	16,822
S4	15,220	15,555	16,673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,300	16,520	780	4.6%	242	1.4%	78%	True	False	199
10	17,300	16,505	795	4.6%	225	1.3%	78%	True	False	123
20	17,300	15,900	1,400	8.2%	238	1.4%	88%	True	False	68
40	17,830	15,505	2,325	13.6%	214	1.2%	70%	False	False	35
60	17,830	15,505	2,325	13.6%	152	0.9%	70%	False	False	24
80	17,830	15,145	2,685	15.7%	114	0.7%	74%	False	False	18
100	17,830	15,145	2,685	15.7%	91	0.5%	74%	False	False	14
120	19,450	15,145	4,305	25.1%	76	0.4%	46%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	18,639
2.618	18,125
1.618	17,810
1.000	17,615
0.618	17,495
HIGH	17,300
0.618	17,180
0.500	17,143
0.382	17,105
LOW	16,985
0.618	16,790
1.000	16,670
1.618	16,475
2.618	16,160
4.250	15,646

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	17,143	17,103
PP	17,137	17,080
S1	17,131	17,058

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