NIKKEI 225 Index Future (Globex) December 2016

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

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	17,350	17,385	35	0.2%	16,890
High	17,410	17,515	105	0.6%	17,365
Low	17,290	17,305	15	0.1%	16,840
Close	17,385	17,475	90	0.5%	17,275
Range	120	210	90	75.0%	525
ATR	214	213	0	-0.1%	0
Volume	9,889	11,907	2,018	20.4%	41,876

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,062	17,978	17,591
R3	17,852	17,768	17,533
R2	17,642	17,642	17,514
R1	17,558	17,558	17,494	17,600
PP	17,432	17,432	17,432	17,453
S1	17,348	17,348	17,456	17,390
S2	17,222	17,222	17,437
S3	17,012	17,138	17,417
S4	16,802	16,928	17,360

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,735	18,530	17,564
R3	18,210	18,005	17,420
R2	17,685	17,685	17,371
R1	17,480	17,480	17,323	17,583
PP	17,160	17,160	17,160	17,211
S1	16,955	16,955	17,227	17,058
S2	16,635	16,635	17,179
S3	16,110	16,430	17,131
S4	15,585	15,905	16,986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,515	17,150	365	2.1%	174	1.0%	89%	True	False	9,750
10	17,515	16,755	760	4.3%	185	1.1%	95%	True	False	9,065
20	17,515	16,350	1,165	6.7%	204	1.2%	97%	True	False	9,432
40	17,515	16,205	1,310	7.5%	238	1.4%	97%	True	False	10,310
60	17,515	15,900	1,615	9.2%	222	1.3%	98%	True	False	6,910
80	17,515	15,200	2,315	13.2%	238	1.4%	98%	True	False	5,187
100	17,515	15,060	2,455	14.0%	236	1.3%	98%	True	False	4,154
120	17,515	15,060	2,455	14.0%	196	1.1%	98%	True	False	3,462

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	45
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,408
2.618	18,065
1.618	17,855
1.000	17,725
0.618	17,645
HIGH	17,515
0.618	17,435
0.500	17,410
0.382	17,385
LOW	17,305
0.618	17,175
1.000	17,095
1.618	16,965
2.618	16,755
4.250	16,413

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	17,453	17,451
PP	17,432	17,427
S1	17,410	17,403

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