NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 20,740 20,800 60 0.3% 20,040
High 20,850 20,885 35 0.2% 20,770
Low 20,710 20,625 -85 -0.4% 19,965
Close 20,825 20,750 -75 -0.4% 20,755
Range 140 260 120 85.7% 805
ATR 342 336 -6 -1.7% 0
Volume 4,367 13,132 8,765 200.7% 56,632
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,533 21,402 20,893
R3 21,273 21,142 20,822
R2 21,013 21,013 20,798
R1 20,882 20,882 20,774 20,818
PP 20,753 20,753 20,753 20,721
S1 20,622 20,622 20,726 20,558
S2 20,493 20,493 20,702
S3 20,233 20,362 20,679
S4 19,973 20,102 20,607
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 20,885 20,435 450 2.2% 187 0.9% 70% True False 9,125
10 20,885 19,165 1,720 8.3% 410 2.0% 92% True False 17,263
20 20,990 19,165 1,825 8.8% 370 1.8% 87% False False 16,467
40 20,990 19,165 1,825 8.8% 312 1.5% 87% False False 12,913
60 20,990 19,165 1,825 8.8% 259 1.2% 87% False False 8,616
80 20,990 19,165 1,825 8.8% 210 1.0% 87% False False 6,465
100 20,990 18,595 2,395 11.5% 171 0.8% 90% False False 5,172
120 20,990 17,585 3,405 16.4% 142 0.7% 93% False False 4,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 64
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,990
2.618 21,566
1.618 21,306
1.000 21,145
0.618 21,046
HIGH 20,885
0.618 20,786
0.500 20,755
0.382 20,724
LOW 20,625
0.618 20,464
1.000 20,365
1.618 20,204
2.618 19,944
4.250 19,520
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 20,755 20,755
PP 20,753 20,753
S1 20,752 20,752

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

View Archives - Comment on this page... - Back to Index of Symbols