NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 20,500 20,530 30 0.1% 20,390
High 20,575 20,835 260 1.3% 20,625
Low 20,430 20,485 55 0.3% 20,075
Close 20,530 20,775 245 1.2% 20,620
Range 145 350 205 141.4% 550
ATR 284 289 5 1.6% 0
Volume 7,178 13,961 6,783 94.5% 60,005
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,748 21,612 20,968
R3 21,398 21,262 20,871
R2 21,048 21,048 20,839
R1 20,912 20,912 20,807 20,980
PP 20,698 20,698 20,698 20,733
S1 20,562 20,562 20,743 20,630
S2 20,348 20,348 20,711
S3 19,998 20,212 20,679
S4 19,648 19,862 20,583
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 20,835 20,405 430 2.1% 196 0.9% 86% True False 9,526
10 20,835 20,075 760 3.7% 259 1.2% 92% True False 10,437
20 20,885 19,165 1,720 8.3% 282 1.4% 94% False False 11,927
40 20,990 19,165 1,825 8.8% 316 1.5% 88% False False 13,867
60 20,990 19,165 1,825 8.8% 277 1.3% 88% False False 10,512
80 20,990 19,165 1,825 8.8% 234 1.1% 88% False False 7,889
100 20,990 19,165 1,825 8.8% 198 1.0% 88% False False 6,312
120 20,990 18,185 2,805 13.5% 165 0.8% 92% False False 5,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 22,323
2.618 21,751
1.618 21,401
1.000 21,185
0.618 21,051
HIGH 20,835
0.618 20,701
0.500 20,660
0.382 20,619
LOW 20,485
0.618 20,269
1.000 20,135
1.618 19,919
2.618 19,569
4.250 18,998
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 20,737 20,723
PP 20,698 20,672
S1 20,660 20,620

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

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