NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 20,350 20,250 -100 -0.5% 19,935
High 20,380 20,440 60 0.3% 20,440
Low 20,235 20,250 15 0.1% 19,935
Close 20,310 20,430 120 0.6% 20,430
Range 145 190 45 31.0% 505
ATR 190 190 0 0.0% 0
Volume 25 90 65 260.0% 181
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 20,943 20,877 20,535
R3 20,753 20,687 20,482
R2 20,563 20,563 20,465
R1 20,497 20,497 20,448 20,530
PP 20,373 20,373 20,373 20,390
S1 20,307 20,307 20,413 20,340
S2 20,183 20,183 20,395
S3 19,993 20,117 20,378
S4 19,803 19,927 20,326
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 21,783 21,612 20,708
R3 21,278 21,107 20,569
R2 20,773 20,773 20,523
R1 20,602 20,602 20,476 20,688
PP 20,268 20,268 20,268 20,311
S1 20,097 20,097 20,384 20,183
S2 19,763 19,763 20,338
S3 19,258 19,592 20,291
S4 18,753 19,087 20,152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,440 19,935 505 2.5% 160 0.8% 98% True False 36
10 20,440 19,580 860 4.2% 143 0.7% 99% True False 22
20 20,440 19,180 1,260 6.2% 152 0.7% 99% True False 22
40 20,440 19,180 1,260 6.2% 108 0.5% 99% True False 17
60 20,440 18,595 1,845 9.0% 77 0.4% 99% True False 12
80 20,440 17,585 2,855 14.0% 58 0.3% 100% True False 9
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 23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,248
2.618 20,938
1.618 20,748
1.000 20,630
0.618 20,558
HIGH 20,440
0.618 20,368
0.500 20,345
0.382 20,323
LOW 20,250
0.618 20,133
1.000 20,060
1.618 19,943
2.618 19,753
4.250 19,443
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 20,402 20,398
PP 20,373 20,367
S1 20,345 20,335

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

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