NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	15,640	15,775	135	0.9%	15,260
High	15,840	15,775	-65	-0.4%	15,850
Low	15,640	15,650	10	0.1%	15,250
Close	15,840	15,650	-190	-1.2%	15,650
Range	200	125	-75	-37.5%	600
ATR	331	321	-10	-3.0%	0
Volume	5	14	9	180.0%	71

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,067	15,983	15,719
R3	15,942	15,858	15,685
R2	15,817	15,817	15,673
R1	15,733	15,733	15,662	15,713
PP	15,692	15,692	15,692	15,681
S1	15,608	15,608	15,639	15,588
S2	15,567	15,567	15,627
S3	15,442	15,483	15,616
S4	15,317	15,358	15,581

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,383	17,117	15,980
R3	16,783	16,517	15,815
R2	16,183	16,183	15,760
R1	15,917	15,917	15,705	16,050
PP	15,583	15,583	15,583	15,650
S1	15,317	15,317	15,595	15,450
S2	14,983	14,983	15,540
S3	14,383	14,717	15,485
S4	13,783	14,117	15,320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,850	15,250	600	3.8%	157	1.0%	67%	False	False	14
10	16,585	15,060	1,525	9.7%	279	1.8%	39%	False	False	16
20	16,780	15,060	1,720	11.0%	196	1.3%	34%	False	False	16
40	17,050	15,060	1,990	12.7%	98	0.6%	30%	False	False	8
60	17,740	15,060	2,680	17.1%	65	0.4%	22%	False	False	5
80	17,740	15,060	2,680	17.1%	49	0.3%	22%	False	False	4

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	11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,306
2.618	16,102
1.618	15,977
1.000	15,900
0.618	15,852
HIGH	15,775
0.618	15,727
0.500	15,713
0.382	15,698
LOW	15,650
0.618	15,573
1.000	15,525
1.618	15,448
2.618	15,323
4.250	15,119

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	15,713	15,658
PP	15,692	15,655
S1	15,671	15,653

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