NIKKEI 225 Index Future (Globex) March 2016

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

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	17,255	17,520	265	1.5%	17,280
High	17,605	17,630	25	0.1%	17,765
Low	16,950	16,595	-355	-2.1%	16,595
Close	17,525	16,820	-705	-4.0%	16,820
Range	655	1,035	380	58.0%	1,170
ATR	464	505	41	8.8%	0
Volume	26,775	29,419	2,644	9.9%	103,032

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,120	19,505	17,389
R3	19,085	18,470	17,105
R2	18,050	18,050	17,010
R1	17,435	17,435	16,915	17,225
PP	17,015	17,015	17,015	16,910
S1	16,400	16,400	16,725	16,190
S2	15,980	15,980	16,630
S3	14,945	15,365	16,536
S4	13,910	14,330	16,251

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,570	19,865	17,464
R3	19,400	18,695	17,142
R2	18,230	18,230	17,035
R1	17,525	17,525	16,927	17,293
PP	17,060	17,060	17,060	16,944
S1	16,355	16,355	16,713	16,123
S2	15,890	15,890	16,606
S3	14,720	15,185	16,498
S4	13,550	14,015	16,177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,765	16,595	1,170	7.0%	629	3.7%	19%	False	True	20,606
10	18,985	16,595	2,390	14.2%	641	3.8%	9%	False	True	21,108
20	19,930	16,595	3,335	19.8%	504	3.0%	7%	False	True	14,168
40	20,095	16,595	3,500	20.8%	409	2.4%	6%	False	True	11,194
60	20,095	16,595	3,500	20.8%	342	2.0%	6%	False	True	7,466
80	20,095	16,595	3,500	20.8%	306	1.8%	6%	False	True	5,600
100	20,095	16,595	3,500	20.8%	264	1.6%	6%	False	True	4,480
120	20,945	16,595	4,350	25.9%	220	1.3%	5%	False	True	3,733

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	185
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	22,029
2.618	20,340
1.618	19,305
1.000	18,665
0.618	18,270
HIGH	17,630
0.618	17,235
0.500	17,113
0.382	16,990
LOW	16,595
0.618	15,955
1.000	15,560
1.618	14,920
2.618	13,885
4.250	12,196

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	17,113	17,180
PP	17,015	17,060
S1	16,918	16,940

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