NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 20,650 20,900 250 1.2% 20,575
High 20,920 20,945 25 0.1% 20,835
Low 20,610 20,550 -60 -0.3% 20,405
Close 20,915 20,635 -280 -1.3% 20,665
Range 310 395 85 27.4% 430
ATR 279 288 8 3.0% 0
Volume 10,107 16,767 6,660 65.9% 49,528
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,895 21,660 20,852
R3 21,500 21,265 20,744
R2 21,105 21,105 20,708
R1 20,870 20,870 20,671 20,790
PP 20,710 20,710 20,710 20,670
S1 20,475 20,475 20,599 20,395
S2 20,315 20,315 20,563
S3 19,920 20,080 20,527
S4 19,525 19,685 20,418
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,925 21,725 20,902
R3 21,495 21,295 20,783
R2 21,065 21,065 20,744
R1 20,865 20,865 20,705 20,965
PP 20,635 20,635 20,635 20,685
S1 20,435 20,435 20,626 20,535
S2 20,205 20,205 20,586
S3 19,775 20,005 20,547
S4 19,345 19,575 20,429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,945 20,485 460 2.2% 292 1.4% 33% True False 12,234
10 20,945 20,220 725 3.5% 241 1.2% 57% True False 10,481
20 20,945 20,075 870 4.2% 239 1.2% 64% True False 10,342
40 20,990 19,165 1,825 8.8% 317 1.5% 81% False False 13,647
60 20,990 19,165 1,825 8.8% 286 1.4% 81% False False 11,299
80 20,990 19,165 1,825 8.8% 246 1.2% 81% False False 8,479
100 20,990 19,165 1,825 8.8% 207 1.0% 81% False False 6,784
120 20,990 18,560 2,430 11.8% 174 0.8% 85% False False 5,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 22,624
2.618 21,979
1.618 21,584
1.000 21,340
0.618 21,189
HIGH 20,945
0.618 20,794
0.500 20,748
0.382 20,701
LOW 20,550
0.618 20,306
1.000 20,155
1.618 19,911
2.618 19,516
4.250 18,871
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 20,748 20,748
PP 20,710 20,710
S1 20,673 20,673

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

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