NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	16,700	16,695	-5	0.0%	15,500
High	16,790	16,950	160	1.0%	16,705
Low	16,565	16,605	40	0.2%	15,425
Close	16,680	16,935	255	1.5%	16,560
Range	225	345	120	53.3%	1,280
ATR	398	395	-4	-1.0%	0
Volume	13,532	14,420	888	6.6%	110,805

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,865	17,745	17,125
R3	17,520	17,400	17,030
R2	17,175	17,175	16,998
R1	17,055	17,055	16,967	17,115
PP	16,830	16,830	16,830	16,860
S1	16,710	16,710	16,904	16,770
S2	16,485	16,485	16,872
S3	16,140	16,365	16,840
S4	15,795	16,020	16,745

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,070	19,595	17,264
R3	18,790	18,315	16,912
R2	17,510	17,510	16,795
R1	17,035	17,035	16,677	17,273
PP	16,230	16,230	16,230	16,349
S1	15,755	15,755	16,443	15,993
S2	14,950	14,950	16,325
S3	13,670	14,475	16,208
S4	12,390	13,195	15,856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,950	16,290	660	3.9%	288	1.7%	98%	True	False	14,302
10	16,950	15,160	1,790	10.6%	362	2.1%	99%	True	False	17,630
20	16,950	14,990	1,960	11.6%	445	2.6%	99%	True	False	19,730
40	17,300	14,990	2,310	13.6%	402	2.4%	84%	False	False	14,567
60	17,595	14,990	2,605	15.4%	354	2.1%	75%	False	False	9,718
80	17,830	14,990	2,840	16.8%	296	1.7%	68%	False	False	7,289
100	17,830	14,990	2,840	16.8%	240	1.4%	68%	False	False	5,831
120	17,830	14,990	2,840	16.8%	200	1.2%	68%	False	False	4,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	74
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,416
2.618	17,853
1.618	17,508
1.000	17,295
0.618	17,163
HIGH	16,950
0.618	16,818
0.500	16,778
0.382	16,737
LOW	16,605
0.618	16,392
1.000	16,260
1.618	16,047
2.618	15,702
4.250	15,139

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	16,883	16,874
PP	16,830	16,813
S1	16,778	16,753

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