NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	17,075	17,910	835	4.9%	17,285
High	17,910	17,940	30	0.2%	17,910
Low	16,780	17,625	845	5.0%	16,570
Close	17,885	17,770	-115	-0.6%	17,885
Range	1,130	315	-815	-72.1%	1,340
ATR	608	587	-21	-3.4%	0
Volume	40,069	18,220	-21,849	-54.5%	134,309

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,723	18,562	17,943
R3	18,408	18,247	17,857
R2	18,093	18,093	17,828
R1	17,932	17,932	17,799	17,855
PP	17,778	17,778	17,778	17,740
S1	17,617	17,617	17,741	17,540
S2	17,463	17,463	17,712
S3	17,148	17,302	17,684
S4	16,833	16,987	17,597

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,475	21,020	18,622
R3	20,135	19,680	18,254
R2	18,795	18,795	18,131
R1	18,340	18,340	18,008	18,568
PP	17,455	17,455	17,455	17,569
S1	17,000	17,000	17,762	17,228
S2	16,115	16,115	17,639
S3	14,775	15,660	17,517
S4	13,435	14,320	17,148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,940	16,570	1,370	7.7%	559	3.1%	88%	True	False	25,145
10	17,940	15,820	2,120	11.9%	688	3.9%	92%	True	False	30,947
20	18,985	15,820	3,165	17.8%	664	3.7%	62%	False	False	26,027
40	20,035	15,820	4,215	23.7%	536	3.0%	46%	False	False	18,898
60	20,095	15,820	4,275	24.1%	426	2.4%	46%	False	False	12,623
80	20,095	15,820	4,275	24.1%	357	2.0%	46%	False	False	9,468
100	20,095	15,820	4,275	24.1%	333	1.9%	46%	False	False	7,575
120	20,705	15,820	4,885	27.5%	277	1.6%	40%	False	False	6,312

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	142
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	19,279
2.618	18,765
1.618	18,450
1.000	18,255
0.618	18,135
HIGH	17,940
0.618	17,820
0.500	17,783
0.382	17,745
LOW	17,625
0.618	17,430
1.000	17,310
1.618	17,115
2.618	16,800
4.250	16,286

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	17,783	17,633
PP	17,778	17,497
S1	17,774	17,360

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