NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 20,705 20,740 35 0.2% 20,040
High 20,770 20,850 80 0.4% 20,770
Low 20,650 20,710 60 0.3% 19,965
Close 20,755 20,825 70 0.3% 20,755
Range 120 140 20 16.7% 805
ATR 357 342 -16 -4.3% 0
Volume 7,314 4,367 -2,947 -40.3% 56,632
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,215 21,160 20,902
R3 21,075 21,020 20,864
R2 20,935 20,935 20,851
R1 20,880 20,880 20,838 20,908
PP 20,795 20,795 20,795 20,809
S1 20,740 20,740 20,812 20,768
S2 20,655 20,655 20,799
S3 20,515 20,600 20,787
S4 20,375 20,460 20,748
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 22,912 22,638 21,198
R3 22,107 21,833 20,977
R2 21,302 21,302 20,903
R1 21,028 21,028 20,829 21,165
PP 20,497 20,497 20,497 20,565
S1 20,223 20,223 20,681 20,360
S2 19,692 19,692 20,608
S3 18,887 19,418 20,534
S4 18,082 18,613 20,312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,850 20,370 480 2.3% 175 0.8% 95% True False 8,622
10 20,850 19,165 1,685 8.1% 422 2.0% 99% True False 18,071
20 20,990 19,165 1,825 8.8% 380 1.8% 91% False False 16,435
40 20,990 19,165 1,825 8.8% 310 1.5% 91% False False 12,587
60 20,990 19,165 1,825 8.8% 255 1.2% 91% False False 8,397
80 20,990 19,165 1,825 8.8% 207 1.0% 91% False False 6,301
100 20,990 18,595 2,395 11.5% 168 0.8% 93% False False 5,041
120 20,990 17,585 3,405 16.4% 140 0.7% 95% False False 4,201
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,445
2.618 21,217
1.618 21,077
1.000 20,990
0.618 20,937
HIGH 20,850
0.618 20,797
0.500 20,780
0.382 20,764
LOW 20,710
0.618 20,624
1.000 20,570
1.618 20,484
2.618 20,344
4.250 20,115
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 20,810 20,786
PP 20,795 20,747
S1 20,780 20,708

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

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