NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 20,390 20,185 -205 -1.0% 20,740
High 20,515 20,450 -65 -0.3% 20,885
Low 20,075 20,085 10 0.0% 20,365
Close 20,185 20,365 180 0.9% 20,400
Range 440 365 -75 -17.0% 520
ATR 323 326 3 0.9% 0
Volume 17,083 14,507 -2,576 -15.1% 42,320
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 21,395 21,245 20,566
R3 21,030 20,880 20,466
R2 20,665 20,665 20,432
R1 20,515 20,515 20,399 20,590
PP 20,300 20,300 20,300 20,338
S1 20,150 20,150 20,332 20,225
S2 19,935 19,935 20,298
S3 19,570 19,785 20,265
S4 19,205 19,420 20,164
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 20,725 20,075 650 3.2% 288 1.4% 45% False False 11,282
10 20,885 20,075 810 4.0% 238 1.2% 36% False False 10,203
20 20,885 19,165 1,720 8.4% 366 1.8% 70% False False 15,823
40 20,990 19,165 1,825 9.0% 321 1.6% 66% False False 14,289
60 20,990 19,165 1,825 9.0% 272 1.3% 66% False False 9,554
80 20,990 19,165 1,825 9.0% 224 1.1% 66% False False 7,170
100 20,990 18,595 2,395 11.8% 185 0.9% 74% False False 5,736
120 20,990 17,655 3,335 16.4% 154 0.8% 81% False False 4,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,001
2.618 21,406
1.618 21,041
1.000 20,815
0.618 20,676
HIGH 20,450
0.618 20,311
0.500 20,268
0.382 20,225
LOW 20,085
0.618 19,860
1.000 19,720
1.618 19,495
2.618 19,130
4.250 18,534
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 20,333 20,365
PP 20,300 20,365
S1 20,268 20,365

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

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