NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 20,605 20,225 -380 -1.8% 20,645
High 20,640 20,615 -25 -0.1% 20,660
Low 20,500 20,055 -445 -2.2% 20,100
Close 20,530 20,325 -205 -1.0% 20,530
Range 140 560 420 300.0% 560
ATR 289 308 19 6.7% 0
Volume 8,435 24,247 15,812 187.5% 66,911
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 22,012 21,728 20,633
R3 21,452 21,168 20,479
R2 20,892 20,892 20,428
R1 20,608 20,608 20,376 20,750
PP 20,332 20,332 20,332 20,403
S1 20,048 20,048 20,274 20,190
S2 19,772 19,772 20,222
S3 19,212 19,488 20,171
S4 18,652 18,928 20,017
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 22,110 21,880 20,838
R3 21,550 21,320 20,684
R2 20,990 20,990 20,633
R1 20,760 20,760 20,581 20,595
PP 20,430 20,430 20,430 20,348
S1 20,200 20,200 20,479 20,035
S2 19,870 19,870 20,427
S3 19,310 19,640 20,376
S4 18,750 19,080 20,222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,660 20,055 605 3.0% 388 1.9% 45% False True 18,231
10 20,990 20,055 935 4.6% 339 1.7% 29% False True 14,799
20 20,990 19,925 1,065 5.2% 306 1.5% 38% False False 15,327
40 20,990 19,450 1,540 7.6% 243 1.2% 57% False False 8,074
60 20,990 19,180 1,810 8.9% 195 1.0% 63% False False 5,389
80 20,990 19,180 1,810 8.9% 158 0.8% 63% False False 4,042
100 20,990 18,005 2,985 14.7% 126 0.6% 78% False False 3,234
120 20,990 16,900 4,090 20.1% 105 0.5% 84% False False 2,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 22,995
2.618 22,081
1.618 21,521
1.000 21,175
0.618 20,961
HIGH 20,615
0.618 20,401
0.500 20,335
0.382 20,269
LOW 20,055
0.618 19,709
1.000 19,495
1.618 19,149
2.618 18,589
4.250 17,675
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 20,335 20,358
PP 20,332 20,347
S1 20,328 20,336

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

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