NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 15,660 15,540 -120 -0.8% 15,190
High 15,870 15,540 -330 -2.1% 15,885
Low 15,425 15,170 -255 -1.7% 15,060
Close 15,515 15,445 -70 -0.5% 15,630
Range 445 370 -75 -16.9% 825
ATR 448 442 -6 -1.2% 0
Volume 17,224 20,751 3,527 20.5% 94,900
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 16,495 16,340 15,649
R3 16,125 15,970 15,547
R2 15,755 15,755 15,513
R1 15,600 15,600 15,479 15,493
PP 15,385 15,385 15,385 15,331
S1 15,230 15,230 15,411 15,123
S2 15,015 15,015 15,377
S3 14,645 14,860 15,343
S4 14,275 14,490 15,242
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 18,000 17,640 16,084
R3 17,175 16,815 15,857
R2 16,350 16,350 15,781
R1 15,990 15,990 15,706 16,170
PP 15,525 15,525 15,525 15,615
S1 15,165 15,165 15,555 15,345
S2 14,700 14,700 15,479
S3 13,875 14,340 15,403
S4 13,050 13,515 15,176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,885 15,170 715 4.6% 364 2.4% 38% False True 17,186
10 16,720 14,990 1,730 11.2% 528 3.4% 26% False False 21,830
20 16,895 14,990 1,905 12.3% 467 3.0% 24% False False 18,581
40 17,300 14,990 2,310 15.0% 378 2.4% 20% False False 10,168
60 17,830 14,990 2,840 18.4% 323 2.1% 16% False False 6,780
80 17,830 14,990 2,840 18.4% 255 1.7% 16% False False 5,085
100 17,830 14,990 2,840 18.4% 204 1.3% 16% False False 4,068
120 17,830 14,990 2,840 18.4% 170 1.1% 16% False False 3,390
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,113
2.618 16,509
1.618 16,139
1.000 15,910
0.618 15,769
HIGH 15,540
0.618 15,399
0.500 15,355
0.382 15,311
LOW 15,170
0.618 14,941
1.000 14,800
1.618 14,571
2.618 14,201
4.250 13,598
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 15,415 15,520
PP 15,385 15,495
S1 15,355 15,470

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

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