NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 20,505 20,690 185 0.9% 19,935
High 20,725 20,690 -35 -0.2% 20,440
Low 20,440 20,540 100 0.5% 19,935
Close 20,690 20,640 -50 -0.2% 20,430
Range 285 150 -135 -47.4% 505
ATR 198 195 -3 -1.7% 0
Volume 129 814 685 531.0% 181
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 21,073 21,007 20,723
R3 20,923 20,857 20,681
R2 20,773 20,773 20,668
R1 20,707 20,707 20,654 20,665
PP 20,623 20,623 20,623 20,603
S1 20,557 20,557 20,626 20,515
S2 20,473 20,473 20,613
S3 20,323 20,407 20,599
S4 20,173 20,257 20,558
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 20,725 20,235 490 2.4% 195 0.9% 83% False False 214
10 20,725 19,625 1,100 5.3% 182 0.9% 92% False False 116
20 20,725 19,180 1,545 7.5% 171 0.8% 94% False False 68
40 20,725 19,180 1,545 7.5% 122 0.6% 94% False False 40
60 20,725 18,595 2,130 10.3% 87 0.4% 96% False False 27
80 20,725 17,650 3,075 14.9% 66 0.3% 97% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,328
2.618 21,083
1.618 20,933
1.000 20,840
0.618 20,783
HIGH 20,690
0.618 20,633
0.500 20,615
0.382 20,597
LOW 20,540
0.618 20,447
1.000 20,390
1.618 20,297
2.618 20,147
4.250 19,903
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 20,632 20,613
PP 20,623 20,587
S1 20,615 20,560

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

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