NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 20,565 20,575 10 0.0% 20,390
High 20,625 20,595 -30 -0.1% 20,625
Low 20,480 20,405 -75 -0.4% 20,075
Close 20,620 20,515 -105 -0.5% 20,620
Range 145 190 45 31.0% 550
ATR 301 295 -6 -2.0% 0
Volume 9,848 8,054 -1,794 -18.2% 60,005
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,075 20,985 20,620
R3 20,885 20,795 20,567
R2 20,695 20,695 20,550
R1 20,605 20,605 20,533 20,555
PP 20,505 20,505 20,505 20,480
S1 20,415 20,415 20,498 20,365
S2 20,315 20,315 20,480
S3 20,125 20,225 20,463
S4 19,935 20,035 20,411
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 22,090 21,905 20,923
R3 21,540 21,355 20,771
R2 20,990 20,990 20,721
R1 20,805 20,805 20,671 20,898
PP 20,440 20,440 20,440 20,486
S1 20,255 20,255 20,570 20,348
S2 19,890 19,890 20,519
S3 19,340 19,705 20,469
S4 18,790 19,155 20,318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,625 20,085 540 2.6% 234 1.1% 80% False False 10,195
10 20,885 20,075 810 3.9% 251 1.2% 54% False False 10,601
20 20,885 19,165 1,720 8.4% 336 1.6% 78% False False 14,336
40 20,990 19,165 1,825 8.9% 321 1.6% 74% False False 14,831
60 20,990 19,165 1,825 8.9% 274 1.3% 74% False False 10,161
80 20,990 19,165 1,825 8.9% 230 1.1% 74% False False 7,625
100 20,990 19,165 1,825 8.9% 193 0.9% 74% False False 6,101
120 20,990 18,005 2,985 14.6% 161 0.8% 84% False False 5,084
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,403
2.618 21,093
1.618 20,903
1.000 20,785
0.618 20,713
HIGH 20,595
0.618 20,523
0.500 20,500
0.382 20,478
LOW 20,405
0.618 20,288
1.000 20,215
1.618 20,098
2.618 19,908
4.250 19,598
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 20,510 20,515
PP 20,505 20,515
S1 20,500 20,515

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

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