NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	19,545	19,350	-195	-1.0%	19,480
High	19,670	19,790	120	0.6%	19,875
Low	19,490	19,340	-150	-0.8%	19,475
Close	19,490	19,755	265	1.4%	19,490
Range	180	450	270	150.0%	400
ATR	249	263	14	5.8%	0
Volume	36	24	-12	-33.3%	74

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,978	20,817	20,003
R3	20,528	20,367	19,879
R2	20,078	20,078	19,838
R1	19,917	19,917	19,796	19,998
PP	19,628	19,628	19,628	19,669
S1	19,467	19,467	19,714	19,548
S2	19,178	19,178	19,673
S3	18,728	19,017	19,631
S4	18,278	18,567	19,508

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,813	20,552	19,710
R3	20,413	20,152	19,600
R2	20,013	20,013	19,563
R1	19,752	19,752	19,527	19,883
PP	19,613	19,613	19,613	19,679
S1	19,352	19,352	19,453	19,483
S2	19,213	19,213	19,417
S3	18,813	18,952	19,380
S4	18,413	18,552	19,270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,875	19,340	535	2.7%	249	1.3%	78%	False	True	17
10	19,875	19,080	795	4.0%	208	1.1%	85%	False	False	14
20	19,875	18,295	1,580	8.0%	196	1.0%	92%	False	False	10
40	19,875	17,160	2,715	13.7%	198	1.0%	96%	False	False	5
60	19,875	17,160	2,715	13.7%	163	0.8%	96%	False	False	4
80	20,945	17,160	3,785	19.2%	123	0.6%	69%	False	False	3
100	20,945	17,160	3,785	19.2%	98	0.5%	69%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	21,703
2.618	20,968
1.618	20,518
1.000	20,240
0.618	20,068
HIGH	19,790
0.618	19,618
0.500	19,565
0.382	19,512
LOW	19,340
0.618	19,062
1.000	18,890
1.618	18,612
2.618	18,162
4.250	17,428

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	19,692	19,692
PP	19,628	19,628
S1	19,565	19,565

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