NIKKEI 225 Index Future (Globex) September 2016

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

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	16,620	16,525	-95	-0.6%	16,605
High	16,640	16,895	255	1.5%	16,990
Low	16,290	16,495	205	1.3%	16,525
Close	16,455	16,645	190	1.2%	16,660
Range	350	400	50	14.3%	465
ATR	370	375	5	1.3%	0
Volume	16,159	19,827	3,668	22.7%	68,510

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,878	17,662	16,865
R3	17,478	17,262	16,755
R2	17,078	17,078	16,718
R1	16,862	16,862	16,682	16,970
PP	16,678	16,678	16,678	16,733
S1	16,462	16,462	16,608	16,570
S2	16,278	16,278	16,572
S3	15,878	16,062	16,535
S4	15,478	15,662	16,425

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,120	17,855	16,916
R3	17,655	17,390	16,788
R2	17,190	17,190	16,745
R1	16,925	16,925	16,703	17,058
PP	16,725	16,725	16,725	16,791
S1	16,460	16,460	16,618	16,593
S2	16,260	16,260	16,575
S3	15,795	15,995	16,532
S4	15,330	15,530	16,404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,990	16,290	700	4.2%	321	1.9%	51%	False	False	15,933
10	16,990	16,290	700	4.2%	305	1.8%	51%	False	False	15,118
20	16,990	15,160	1,830	11.0%	352	2.1%	81%	False	False	17,095
40	17,185	14,990	2,195	13.2%	412	2.5%	75%	False	False	16,534
60	17,300	14,990	2,310	13.9%	354	2.1%	72%	False	False	11,045
80	17,830	14,990	2,840	17.1%	313	1.9%	58%	False	False	8,285
100	17,830	14,990	2,840	17.1%	256	1.5%	58%	False	False	6,628
120	17,830	14,990	2,840	17.1%	214	1.3%	58%	False	False	5,523

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	True
Bear Hook	False
Bull Hook	False
Stretch	69
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,595
2.618	17,942
1.618	17,542
1.000	17,295
0.618	17,142
HIGH	16,895
0.618	16,742
0.500	16,695
0.382	16,648
LOW	16,495
0.618	16,248
1.000	16,095
1.618	15,848
2.618	15,448
4.250	14,795

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	16,695	16,628
PP	16,678	16,610
S1	16,662	16,593

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