NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 15,540 15,430 -110 -0.7% 15,190
High 15,540 15,470 -70 -0.5% 15,885
Low 15,170 15,285 115 0.8% 15,060
Close 15,445 15,360 -85 -0.6% 15,630
Range 370 185 -185 -50.0% 825
ATR 442 424 -18 -4.2% 0
Volume 20,751 12,168 -8,583 -41.4% 94,900
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 15,927 15,828 15,462
R3 15,742 15,643 15,411
R2 15,557 15,557 15,394
R1 15,458 15,458 15,377 15,415
PP 15,372 15,372 15,372 15,350
S1 15,273 15,273 15,343 15,230
S2 15,187 15,187 15,326
S3 15,002 15,088 15,309
S4 14,817 14,903 15,258
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 15,880 15,170 710 4.6% 311 2.0% 27% False False 16,561
10 16,720 14,990 1,730 11.3% 525 3.4% 21% False False 21,717
20 16,845 14,990 1,855 12.1% 463 3.0% 20% False False 18,512
40 17,300 14,990 2,310 15.0% 375 2.4% 16% False False 10,472
60 17,830 14,990 2,840 18.5% 323 2.1% 13% False False 6,983
80 17,830 14,990 2,840 18.5% 257 1.7% 13% False False 5,237
100 17,830 14,990 2,840 18.5% 206 1.3% 13% False False 4,190
120 17,830 14,990 2,840 18.5% 172 1.1% 13% False False 3,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 80
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 16,256
2.618 15,954
1.618 15,769
1.000 15,655
0.618 15,584
HIGH 15,470
0.618 15,399
0.500 15,378
0.382 15,356
LOW 15,285
0.618 15,171
1.000 15,100
1.618 14,986
2.618 14,801
4.250 14,499
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 15,378 15,520
PP 15,372 15,467
S1 15,366 15,413

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

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