NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 20,305 20,605 300 1.5% 20,195
High 20,660 20,640 -20 -0.1% 20,990
Low 20,295 20,500 205 1.0% 20,165
Close 20,610 20,530 -80 -0.4% 20,900
Range 365 140 -225 -61.6% 825
ATR 300 289 -11 -3.8% 0
Volume 13,895 8,435 -5,460 -39.3% 56,838
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 20,977 20,893 20,607
R3 20,837 20,753 20,569
R2 20,697 20,697 20,556
R1 20,613 20,613 20,543 20,585
PP 20,557 20,557 20,557 20,543
S1 20,473 20,473 20,517 20,445
S2 20,417 20,417 20,504
S3 20,277 20,333 20,492
S4 20,137 20,193 20,453
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% 321 1.6% 52% False False 15,501
10 20,990 20,100 890 4.3% 300 1.5% 48% False False 13,180
20 20,990 19,925 1,065 5.2% 291 1.4% 57% False False 14,579
40 20,990 19,180 1,810 8.8% 236 1.1% 75% False False 7,469
60 20,990 19,180 1,810 8.8% 189 0.9% 75% False False 4,985
80 20,990 19,180 1,810 8.8% 151 0.7% 75% False False 3,739
100 20,990 18,005 2,985 14.5% 120 0.6% 85% False False 2,991
120 20,990 16,900 4,090 19.9% 100 0.5% 89% False False 2,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,235
2.618 21,007
1.618 20,867
1.000 20,780
0.618 20,727
HIGH 20,640
0.618 20,587
0.500 20,570
0.382 20,554
LOW 20,500
0.618 20,414
1.000 20,360
1.618 20,274
2.618 20,134
4.250 19,905
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 20,570 20,480
PP 20,557 20,430
S1 20,543 20,380

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

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