NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 20,900 20,650 -250 -1.2% 20,575
High 20,945 20,700 -245 -1.2% 20,835
Low 20,550 20,055 -495 -2.4% 20,405
Close 20,635 20,385 -250 -1.2% 20,665
Range 395 645 250 63.3% 430
ATR 288 313 26 8.9% 0
Volume 16,767 23,666 6,899 41.1% 49,528
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 22,315 21,995 20,740
R3 21,670 21,350 20,563
R2 21,025 21,025 20,503
R1 20,705 20,705 20,444 20,543
PP 20,380 20,380 20,380 20,299
S1 20,060 20,060 20,326 19,898
S2 19,735 19,735 20,267
S3 19,090 19,415 20,208
S4 18,445 18,770 20,030
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 20,055 890 4.4% 351 1.7% 37% False True 14,175
10 20,945 20,055 890 4.4% 274 1.3% 37% False True 11,850
20 20,945 20,055 890 4.4% 260 1.3% 37% False True 10,914
40 20,990 19,165 1,825 9.0% 326 1.6% 67% False False 14,015
60 20,990 19,165 1,825 9.0% 294 1.4% 67% False False 11,693
80 20,990 19,165 1,825 9.0% 254 1.2% 67% False False 8,775
100 20,990 19,165 1,825 9.0% 213 1.0% 67% False False 7,021
120 20,990 18,595 2,395 11.7% 180 0.9% 75% False False 5,851
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 47
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 23,441
2.618 22,389
1.618 21,744
1.000 21,345
0.618 21,099
HIGH 20,700
0.618 20,454
0.500 20,378
0.382 20,302
LOW 20,055
0.618 19,657
1.000 19,410
1.618 19,012
2.618 18,367
4.250 17,314
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 20,383 20,500
PP 20,380 20,462
S1 20,378 20,423

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

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