NIKKEI 225 Index Future (Globex) March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 18,955 18,820 -135 -0.7% 18,855
High 18,965 18,985 20 0.1% 19,190
Low 18,760 18,130 -630 -3.4% 18,760
Close 18,805 18,320 -485 -2.6% 18,805
Range 205 855 650 317.1% 430
ATR 344 381 36 10.6% 0
Volume 2,255 18,954 16,699 740.5% 13,849
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 21,043 20,537 18,790
R3 20,188 19,682 18,555
R2 19,333 19,333 18,477
R1 18,827 18,827 18,399 18,653
PP 18,478 18,478 18,478 18,391
S1 17,972 17,972 18,242 17,798
S2 17,623 17,623 18,163
S3 16,768 17,117 18,085
S4 15,913 16,262 17,850
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 20,208 19,937 19,042
R3 19,778 19,507 18,923
R2 19,348 19,348 18,884
R1 19,077 19,077 18,845 18,998
PP 18,918 18,918 18,918 18,879
S1 18,647 18,647 18,766 18,568
S2 18,488 18,488 18,726
S3 18,058 18,217 18,687
S4 17,628 17,787 18,569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,190 18,130 1,060 5.8% 372 2.0% 18% False True 6,560
10 19,930 18,130 1,800 9.8% 421 2.3% 11% False True 8,106
20 19,930 18,130 1,800 9.8% 424 2.3% 11% False True 12,626
40 20,095 18,130 1,965 10.7% 325 1.8% 10% False True 6,395
60 20,095 17,845 2,250 12.3% 263 1.4% 21% False False 4,264
80 20,095 17,160 2,935 16.0% 261 1.4% 40% False False 3,199
100 20,705 17,160 3,545 19.4% 209 1.1% 33% False False 2,559
120 20,945 17,160 3,785 20.7% 174 0.9% 31% False False 2,132
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 112
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 22,619
2.618 21,224
1.618 20,369
1.000 19,840
0.618 19,514
HIGH 18,985
0.618 18,659
0.500 18,558
0.382 18,457
LOW 18,130
0.618 17,602
1.000 17,275
1.618 16,747
2.618 15,892
4.250 14,496
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 18,558 18,650
PP 18,478 18,540
S1 18,399 18,430

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

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