NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 20,800 20,680 -120 -0.6% 20,040
High 20,885 20,705 -180 -0.9% 20,770
Low 20,625 20,550 -75 -0.4% 19,965
Close 20,750 20,670 -80 -0.4% 20,755
Range 260 155 -105 -40.4% 805
ATR 336 326 -10 -2.9% 0
Volume 13,132 9,644 -3,488 -26.6% 56,632
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,107 21,043 20,755
R3 20,952 20,888 20,713
R2 20,797 20,797 20,699
R1 20,733 20,733 20,684 20,688
PP 20,642 20,642 20,642 20,619
S1 20,578 20,578 20,656 20,533
S2 20,487 20,487 20,642
S3 20,332 20,423 20,628
S4 20,177 20,268 20,585
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 20,550 335 1.6% 171 0.8% 36% False True 8,606
10 20,885 19,165 1,720 8.3% 305 1.5% 88% False False 13,417
20 20,990 19,165 1,825 8.8% 359 1.7% 82% False False 16,386
40 20,990 19,165 1,825 8.8% 311 1.5% 82% False False 13,154
60 20,990 19,165 1,825 8.8% 261 1.3% 82% False False 8,776
80 20,990 19,165 1,825 8.8% 211 1.0% 82% False False 6,585
100 20,990 18,595 2,395 11.6% 172 0.8% 87% False False 5,269
120 20,990 17,650 3,340 16.2% 144 0.7% 90% False False 4,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,364
2.618 21,111
1.618 20,956
1.000 20,860
0.618 20,801
HIGH 20,705
0.618 20,646
0.500 20,628
0.382 20,609
LOW 20,550
0.618 20,454
1.000 20,395
1.618 20,299
2.618 20,144
4.250 19,891
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 20,656 20,718
PP 20,642 20,702
S1 20,628 20,686

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

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