NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	16,620	16,445	-175	-1.1%	17,095
High	16,670	16,485	-185	-1.1%	17,135
Low	16,390	16,300	-90	-0.5%	16,725
Close	16,430	16,470	40	0.2%	16,735
Range	280	185	-95	-33.9%	410
ATR	238	234	-4	-1.6%	0
Volume	11,923	10,581	-1,342	-11.3%	67,194

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,973	16,907	16,572
R3	16,788	16,722	16,521
R2	16,603	16,603	16,504
R1	16,537	16,537	16,487	16,570
PP	16,418	16,418	16,418	16,435
S1	16,352	16,352	16,453	16,385
S2	16,233	16,233	16,436
S3	16,048	16,167	16,419
S4	15,863	15,982	16,368

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,095	17,825	16,961
R3	17,685	17,415	16,848
R2	17,275	17,275	16,810
R1	17,005	17,005	16,773	16,935
PP	16,865	16,865	16,865	16,830
S1	16,595	16,595	16,698	16,525
S2	16,455	16,455	16,660
S3	16,045	16,185	16,622
S4	15,635	15,775	16,510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,985	16,300	685	4.2%	270	1.6%	25%	False	True	12,123
10	17,135	16,300	835	5.1%	248	1.5%	20%	False	True	11,743
20	17,135	16,285	850	5.2%	212	1.3%	22%	False	False	5,967
40	17,135	15,900	1,235	7.5%	227	1.4%	46%	False	False	2,997
60	17,135	15,060	2,075	12.6%	250	1.5%	68%	False	False	2,005
80	17,135	15,060	2,075	12.6%	206	1.3%	68%	False	False	1,506
100	17,520	15,060	2,460	14.9%	165	1.0%	57%	False	False	1,204
120	17,740	15,060	2,680	16.3%	138	0.8%	53%	False	False	1,004

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	47
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,271
2.618	16,969
1.618	16,784
1.000	16,670
0.618	16,599
HIGH	16,485
0.618	16,414
0.500	16,393
0.382	16,371
LOW	16,300
0.618	16,186
1.000	16,115
1.618	16,001
2.618	15,816
4.250	15,514

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	16,444	16,550
PP	16,418	16,523
S1	16,393	16,497

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