NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 20,650 20,370 -280 -1.4% 20,575
High 20,700 20,670 -30 -0.1% 20,835
Low 20,055 20,295 240 1.2% 20,405
Close 20,385 20,595 210 1.0% 20,665
Range 645 375 -270 -41.9% 430
ATR 313 318 4 1.4% 0
Volume 23,666 16,472 -7,194 -30.4% 49,528
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,645 21,495 20,801
R3 21,270 21,120 20,698
R2 20,895 20,895 20,664
R1 20,745 20,745 20,630 20,820
PP 20,520 20,520 20,520 20,558
S1 20,370 20,370 20,561 20,445
S2 20,145 20,145 20,526
S3 19,770 19,995 20,492
S4 19,395 19,620 20,389
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 4.3% 380 1.8% 61% False False 15,395
10 20,945 20,055 890 4.3% 296 1.4% 61% False False 12,638
20 20,945 20,055 890 4.3% 270 1.3% 61% False False 11,308
40 20,990 19,165 1,825 8.9% 331 1.6% 78% False False 14,156
60 20,990 19,165 1,825 8.9% 297 1.4% 78% False False 11,967
80 20,990 19,165 1,825 8.9% 258 1.3% 78% False False 8,980
100 20,990 19,165 1,825 8.9% 217 1.1% 78% False False 7,185
120 20,990 18,595 2,395 11.6% 183 0.9% 84% False False 5,988
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 53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22,264
2.618 21,652
1.618 21,277
1.000 21,045
0.618 20,902
HIGH 20,670
0.618 20,527
0.500 20,483
0.382 20,438
LOW 20,295
0.618 20,063
1.000 19,920
1.618 19,688
2.618 19,313
4.250 18,701
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 20,558 20,563
PP 20,520 20,532
S1 20,483 20,500

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

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