NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 20,110 20,305 195 1.0% 20,195
High 20,430 20,660 230 1.1% 20,990
Low 20,100 20,295 195 1.0% 20,165
Close 20,255 20,610 355 1.8% 20,900
Range 330 365 35 10.6% 825
ATR 292 300 8 2.8% 0
Volume 19,639 13,895 -5,744 -29.2% 56,838
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,617 21,478 20,811
R3 21,252 21,113 20,711
R2 20,887 20,887 20,677
R1 20,748 20,748 20,644 20,818
PP 20,522 20,522 20,522 20,556
S1 20,383 20,383 20,577 20,453
S2 20,157 20,157 20,543
S3 19,792 20,018 20,510
S4 19,427 19,653 20,409
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 23,160 22,855 21,354
R3 22,335 22,030 21,127
R2 21,510 21,510 21,051
R1 21,205 21,205 20,976 21,358
PP 20,685 20,685 20,685 20,761
S1 20,380 20,380 20,825 20,533
S2 19,860 19,860 20,749
S3 19,035 19,555 20,673
S4 18,210 18,730 20,446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,930 20,100 830 4.0% 320 1.6% 61% False False 15,651
10 20,990 19,925 1,065 5.2% 319 1.5% 64% False False 13,836
20 20,990 19,925 1,065 5.2% 293 1.4% 64% False False 14,382
40 20,990 19,180 1,810 8.8% 238 1.2% 79% False False 7,258
60 20,990 19,180 1,810 8.8% 188 0.9% 79% False False 4,844
80 20,990 18,840 2,150 10.4% 149 0.7% 82% False False 3,633
100 20,990 17,900 3,090 15.0% 119 0.6% 88% False False 2,907
120 20,990 16,900 4,090 19.8% 99 0.5% 91% False False 2,423
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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,211
2.618 21,616
1.618 21,251
1.000 21,025
0.618 20,886
HIGH 20,660
0.618 20,521
0.500 20,478
0.382 20,435
LOW 20,295
0.618 20,070
1.000 19,930
1.618 19,705
2.618 19,340
4.250 18,744
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 20,566 20,533
PP 20,522 20,457
S1 20,478 20,380

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

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