NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 20,475 20,045 -430 -2.1% 20,650
High 20,525 20,250 -275 -1.3% 20,945
Low 20,040 19,590 -450 -2.2% 20,055
Close 20,110 19,620 -490 -2.4% 20,595
Range 485 660 175 36.1% 890
ATR 304 330 25 8.4% 0
Volume 14,712 22,281 7,569 51.4% 75,888
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 21,800 21,370 19,983
R3 21,140 20,710 19,802
R2 20,480 20,480 19,741
R1 20,050 20,050 19,681 19,935
PP 19,820 19,820 19,820 19,763
S1 19,390 19,390 19,560 19,275
S2 19,160 19,160 19,499
S3 18,500 18,730 19,439
S4 17,840 18,070 19,257
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 23,202 22,788 21,085
R3 22,312 21,898 20,840
R2 21,422 21,422 20,758
R1 21,008 21,008 20,677 20,770
PP 20,532 20,532 20,532 20,413
S1 20,118 20,118 20,514 19,880
S2 19,642 19,642 20,432
S3 18,752 19,228 20,350
S4 17,862 18,338 20,106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,685 19,590 1,095 5.6% 336 1.7% 3% False True 12,401
10 20,945 19,590 1,355 6.9% 358 1.8% 2% False True 13,898
20 20,945 19,590 1,355 6.9% 310 1.6% 2% False True 12,303
40 20,945 19,165 1,780 9.1% 333 1.7% 26% False False 14,203
60 20,990 19,165 1,825 9.3% 309 1.6% 25% False False 12,996
80 20,990 19,165 1,825 9.3% 276 1.4% 25% False False 9,753
100 20,990 19,165 1,825 9.3% 233 1.2% 25% False False 7,805
120 20,990 18,595 2,395 12.2% 197 1.0% 43% False False 6,505
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 65
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 23,055
2.618 21,978
1.618 21,318
1.000 20,910
0.618 20,658
HIGH 20,250
0.618 19,998
0.500 19,920
0.382 19,842
LOW 19,590
0.618 19,182
1.000 18,930
1.618 18,522
2.618 17,862
4.250 16,785
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 19,920 20,138
PP 19,820 19,965
S1 19,720 19,793

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

View Archives - Comment on this page... - Back to Index of Symbols