NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	17,455	17,020	-435	-2.5%	17,285
High	17,485	17,230	-255	-1.5%	17,910
Low	16,640	16,720	80	0.5%	16,570
Close	17,060	16,835	-225	-1.3%	17,885
Range	845	510	-335	-39.6%	1,340
ATR	601	595	-7	-1.1%	0
Volume	33,100	24,244	-8,856	-26.8%	134,309

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,458	18,157	17,116
R3	17,948	17,647	16,975
R2	17,438	17,438	16,929
R1	17,137	17,137	16,882	17,033
PP	16,928	16,928	16,928	16,876
S1	16,627	16,627	16,788	16,523
S2	16,418	16,418	16,742
S3	15,908	16,117	16,695
S4	15,398	15,607	16,555

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	16,640	1,300	7.7%	662	3.9%	15%	False	False	27,519
10	17,940	16,470	1,470	8.7%	600	3.6%	25%	False	False	26,675
20	18,195	15,820	2,375	14.1%	666	4.0%	43%	False	False	27,389
40	19,930	15,820	4,110	24.4%	556	3.3%	25%	False	False	19,837
60	20,095	15,820	4,275	25.4%	448	2.7%	24%	False	False	13,944
80	20,095	15,820	4,275	25.4%	371	2.2%	24%	False	False	10,459
100	20,095	15,820	4,275	25.4%	350	2.1%	24%	False	False	8,368
120	20,705	15,820	4,885	29.0%	293	1.7%	21%	False	False	6,973

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	126
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,398
2.618	18,565
1.618	18,055
1.000	17,740
0.618	17,545
HIGH	17,230
0.618	17,035
0.500	16,975
0.382	16,915
LOW	16,720
0.618	16,405
1.000	16,210
1.618	15,895
2.618	15,385
4.250	14,553

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	16,975	17,268
PP	16,928	17,123
S1	16,882	16,979

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