NIKKEI 225 Index Future (Globex) March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 17,360 17,495 135 0.8% 17,470
High 17,600 17,740 140 0.8% 17,670
Low 17,275 17,480 205 1.2% 17,275
Close 17,545 17,625 80 0.5% 17,545
Range 325 260 -65 -20.0% 395
ATR 276 275 -1 -0.4% 0
Volume 254 510 256 100.8% 1,777
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 18,395 18,270 17,768
R3 18,135 18,010 17,697
R2 17,875 17,875 17,673
R1 17,750 17,750 17,649 17,813
PP 17,615 17,615 17,615 17,646
S1 17,490 17,490 17,601 17,553
S2 17,355 17,355 17,577
S3 17,095 17,230 17,554
S4 16,835 16,970 17,482
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 18,682 18,508 17,762
R3 18,287 18,113 17,654
R2 17,892 17,892 17,618
R1 17,718 17,718 17,581 17,805
PP 17,497 17,497 17,497 17,540
S1 17,323 17,323 17,509 17,410
S2 17,102 17,102 17,473
S3 16,707 16,928 17,437
S4 16,312 16,533 17,328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,740 17,275 465 2.6% 220 1.2% 75% True False 457
10 17,740 17,065 675 3.8% 258 1.5% 83% True False 612
20 17,740 16,800 940 5.3% 269 1.5% 88% True False 504
40 17,740 14,600 3,140 17.8% 239 1.4% 96% True False 266
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 18,845
2.618 18,421
1.618 18,161
1.000 18,000
0.618 17,901
HIGH 17,740
0.618 17,641
0.500 17,610
0.382 17,579
LOW 17,480
0.618 17,319
1.000 17,220
1.618 17,059
2.618 16,799
4.250 16,375
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 17,620 17,586
PP 17,615 17,547
S1 17,610 17,508

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

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