NIKKEI 225 Index Future (Globex) March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 18,460 18,075 -385 -2.1% 18,855
High 18,495 18,195 -300 -1.6% 19,190
Low 17,930 17,500 -430 -2.4% 18,760
Close 18,075 17,605 -470 -2.6% 18,805
Range 565 695 130 23.0% 430
ATR 396 417 21 5.4% 0
Volume 18,040 26,550 8,510 47.2% 13,849
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 19,852 19,423 17,987
R3 19,157 18,728 17,796
R2 18,462 18,462 17,733
R1 18,033 18,033 17,669 17,900
PP 17,767 17,767 17,767 17,700
S1 17,338 17,338 17,541 17,205
S2 17,072 17,072 17,478
S3 16,377 16,643 17,414
S4 15,682 15,948 17,223
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 18,985 17,500 1,485 8.4% 546 3.1% 7% False True 16,175
10 19,190 17,500 1,690 9.6% 417 2.4% 6% False True 9,973
20 19,930 17,500 2,430 13.8% 454 2.6% 4% False True 12,413
40 20,095 17,500 2,595 14.7% 349 2.0% 4% False True 7,885
60 20,095 17,500 2,595 14.7% 284 1.6% 4% False True 5,259
80 20,095 17,160 2,935 16.7% 275 1.6% 15% False False 3,944
100 20,705 17,160 3,545 20.1% 225 1.3% 13% False False 3,155
120 20,945 17,160 3,785 21.5% 188 1.1% 12% False False 2,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 77
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,149
2.618 20,015
1.618 19,320
1.000 18,890
0.618 18,625
HIGH 18,195
0.618 17,930
0.500 17,848
0.382 17,766
LOW 17,500
0.618 17,071
1.000 16,805
1.618 16,376
2.618 15,681
4.250 14,546
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 17,848 18,043
PP 17,767 17,897
S1 17,686 17,751

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

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