NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 20,515 20,665 150 0.7% 20,430
High 20,680 20,665 -15 -0.1% 20,725
Low 20,480 20,470 -10 0.0% 20,395
Close 20,635 20,485 -150 -0.7% 20,515
Range 200 195 -5 -2.5% 330
ATR 199 198 0 -0.1% 0
Volume 271 383 112 41.3% 1,076
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 21,125 21,000 20,592
R3 20,930 20,805 20,539
R2 20,735 20,735 20,521
R1 20,610 20,610 20,503 20,575
PP 20,540 20,540 20,540 20,523
S1 20,415 20,415 20,467 20,380
S2 20,345 20,345 20,449
S3 20,150 20,220 20,432
S4 19,955 20,025 20,378
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 21,535 21,355 20,697
R3 21,205 21,025 20,606
R2 20,875 20,875 20,576
R1 20,695 20,695 20,545 20,785
PP 20,545 20,545 20,545 20,590
S1 20,365 20,365 20,485 20,455
S2 20,215 20,215 20,455
S3 19,885 20,035 20,424
S4 19,555 19,705 20,334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,725 20,440 285 1.4% 216 1.1% 16% False False 343
10 20,725 20,050 675 3.3% 194 0.9% 64% False False 189
20 20,725 19,180 1,545 7.5% 185 0.9% 84% False False 103
40 20,725 19,180 1,545 7.5% 132 0.6% 84% False False 60
60 20,725 18,595 2,130 10.4% 98 0.5% 89% False False 40
80 20,725 17,655 3,070 15.0% 74 0.4% 92% False False 31
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 33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,494
2.618 21,176
1.618 20,981
1.000 20,860
0.618 20,786
HIGH 20,665
0.618 20,591
0.500 20,568
0.382 20,545
LOW 20,470
0.618 20,350
1.000 20,275
1.618 20,155
2.618 19,960
4.250 19,641
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 20,568 20,565
PP 20,540 20,538
S1 20,513 20,512

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

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