NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 20,250 20,430 180 0.9% 19,935
High 20,440 20,600 160 0.8% 20,440
Low 20,250 20,395 145 0.7% 19,935
Close 20,430 20,475 45 0.2% 20,430
Range 190 205 15 7.9% 505
ATR 190 191 1 0.6% 0
Volume 90 15 -75 -83.3% 181
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 21,105 20,995 20,588
R3 20,900 20,790 20,532
R2 20,695 20,695 20,513
R1 20,585 20,585 20,494 20,640
PP 20,490 20,490 20,490 20,518
S1 20,380 20,380 20,456 20,435
S2 20,285 20,285 20,438
S3 20,080 20,175 20,419
S4 19,875 19,970 20,362
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 20,600 20,050 550 2.7% 172 0.8% 77% True False 36
10 20,600 19,580 1,020 5.0% 160 0.8% 88% True False 23
20 20,600 19,180 1,420 6.9% 162 0.8% 91% True False 21
40 20,600 19,180 1,420 6.9% 112 0.5% 91% True False 17
60 20,600 18,595 2,005 9.8% 80 0.4% 94% True False 12
80 20,600 17,650 2,950 14.4% 60 0.3% 96% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,471
2.618 21,137
1.618 20,932
1.000 20,805
0.618 20,727
HIGH 20,600
0.618 20,522
0.500 20,498
0.382 20,473
LOW 20,395
0.618 20,268
1.000 20,190
1.618 20,063
2.618 19,858
4.250 19,524
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 20,498 20,456
PP 20,490 20,437
S1 20,483 20,418

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

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