NIKKEI 225 Index Future (Globex) September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 16,635 16,390 -245 -1.5% 16,675
High 16,795 16,695 -100 -0.6% 16,895
Low 16,075 16,345 270 1.7% 16,075
Close 16,360 16,480 120 0.7% 16,360
Range 720 350 -370 -51.4% 820
ATR 393 390 -3 -0.8% 0
Volume 28,578 12,267 -16,311 -57.1% 88,241
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 17,557 17,368 16,673
R3 17,207 17,018 16,576
R2 16,857 16,857 16,544
R1 16,668 16,668 16,512 16,763
PP 16,507 16,507 16,507 16,554
S1 16,318 16,318 16,448 16,413
S2 16,157 16,157 16,416
S3 15,807 15,968 16,384
S4 15,457 15,618 16,288
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 18,903 18,452 16,811
R3 18,083 17,632 16,586
R2 17,263 17,263 16,510
R1 16,812 16,812 16,435 16,628
PP 16,443 16,443 16,443 16,351
S1 15,992 15,992 16,285 15,808
S2 15,623 15,623 16,210
S3 14,803 15,172 16,135
S4 13,983 14,352 15,909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,895 16,075 820 5.0% 420 2.5% 49% False False 18,236
10 16,990 16,075 915 5.6% 353 2.1% 44% False False 16,281
20 16,990 15,160 1,830 11.1% 369 2.2% 72% False False 17,457
40 16,990 14,990 2,000 12.1% 415 2.5% 75% False False 17,837
60 17,300 14,990 2,310 14.0% 371 2.3% 65% False False 11,965
80 17,830 14,990 2,840 17.2% 327 2.0% 52% False False 8,975
100 17,830 14,990 2,840 17.2% 270 1.6% 52% False False 7,180
120 17,830 14,990 2,840 17.2% 225 1.4% 52% False False 5,983
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 67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,183
2.618 17,611
1.618 17,261
1.000 17,045
0.618 16,911
HIGH 16,695
0.618 16,561
0.500 16,520
0.382 16,479
LOW 16,345
0.618 16,129
1.000 15,995
1.618 15,779
2.618 15,429
4.250 14,858
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 16,520 16,465
PP 16,507 16,450
S1 16,493 16,435

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

View Archives - Comment on this page... - Back to Index of Symbols