NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 20,615 20,390 -225 -1.1% 20,740
High 20,655 20,515 -140 -0.7% 20,885
Low 20,365 20,075 -290 -1.4% 20,365
Close 20,400 20,185 -215 -1.1% 20,400
Range 290 440 150 51.7% 520
ATR 314 323 9 2.9% 0
Volume 7,514 17,083 9,569 127.3% 42,320
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,578 21,322 20,427
R3 21,138 20,882 20,306
R2 20,698 20,698 20,266
R1 20,442 20,442 20,225 20,350
PP 20,258 20,258 20,258 20,213
S1 20,002 20,002 20,145 19,910
S2 19,818 19,818 20,104
S3 19,378 19,562 20,064
S4 18,938 19,122 19,943
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 22,110 21,775 20,686
R3 21,590 21,255 20,543
R2 21,070 21,070 20,495
R1 20,735 20,735 20,448 20,643
PP 20,550 20,550 20,550 20,504
S1 20,215 20,215 20,352 20,123
S2 20,030 20,030 20,305
S3 19,510 19,695 20,257
S4 18,990 19,175 20,114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,885 20,075 810 4.0% 267 1.3% 14% False True 11,007
10 20,885 20,075 810 4.0% 221 1.1% 14% False True 9,814
20 20,885 19,165 1,720 8.5% 375 1.9% 59% False False 16,345
40 20,990 19,165 1,825 9.0% 317 1.6% 56% False False 13,934
60 20,990 19,165 1,825 9.0% 268 1.3% 56% False False 9,313
80 20,990 19,165 1,825 9.0% 222 1.1% 56% False False 6,988
100 20,990 18,595 2,395 11.9% 182 0.9% 66% False False 5,591
120 20,990 17,655 3,335 16.5% 151 0.7% 76% False False 4,659
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 59
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 22,385
2.618 21,667
1.618 21,227
1.000 20,955
0.618 20,787
HIGH 20,515
0.618 20,347
0.500 20,295
0.382 20,243
LOW 20,075
0.618 19,803
1.000 19,635
1.618 19,363
2.618 18,923
4.250 18,205
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 20,295 20,400
PP 20,258 20,328
S1 20,222 20,257

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

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