NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	16,670	15,190	-1,480	-8.9%	15,715
High	16,720	15,480	-1,240	-7.4%	16,720
Low	14,990	15,085	95	0.6%	14,990
Close	15,245	15,250	5	0.0%	15,245
Range	1,730	395	-1,335	-77.2%	1,730
ATR	474	469	-6	-1.2%	0
Volume	56,147	23,995	-32,152	-57.3%	113,265

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,457	16,248	15,467
R3	16,062	15,853	15,359
R2	15,667	15,667	15,323
R1	15,458	15,458	15,286	15,563
PP	15,272	15,272	15,272	15,324
S1	15,063	15,063	15,214	15,168
S2	14,877	14,877	15,178
S3	14,482	14,668	15,142
S4	14,087	14,273	15,033

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,842	19,773	16,197
R3	19,112	18,043	15,721
R2	17,382	17,382	15,562
R1	16,313	16,313	15,404	15,983
PP	15,652	15,652	15,652	15,486
S1	14,583	14,583	15,087	14,253
S2	13,922	13,922	14,928
S3	12,192	12,853	14,769
S4	10,462	11,123	14,294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,720	14,990	1,730	11.3%	680	4.5%	15%	False	False	24,820
10	16,720	14,990	1,730	11.3%	550	3.6%	15%	False	False	20,781
20	17,300	14,990	2,310	15.1%	459	3.0%	11%	False	False	14,848
40	17,300	14,990	2,310	15.1%	342	2.2%	11%	False	False	7,447
60	17,830	14,990	2,840	18.6%	290	1.9%	9%	False	False	4,965
80	17,830	14,990	2,840	18.6%	225	1.5%	9%	False	False	3,724
100	17,830	14,990	2,840	18.6%	180	1.2%	9%	False	False	2,979
120	17,955	14,990	2,965	19.4%	150	1.0%	9%	False	False	2,483

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,159
2.618	16,514
1.618	16,119
1.000	15,875
0.618	15,724
HIGH	15,480
0.618	15,329
0.500	15,283
0.382	15,236
LOW	15,085
0.618	14,841
1.000	14,690
1.618	14,446
2.618	14,051
4.250	13,406

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	15,283	15,855
PP	15,272	15,653
S1	15,261	15,452

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