NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 17,765 18,700 935 5.3% 20,590
High 18,800 19,080 280 1.5% 20,685
Low 17,640 18,490 850 4.8% 18,915
Close 18,720 19,025 305 1.6% 18,975
Range 1,160 590 -570 -49.1% 1,770
ATR 572 573 1 0.2% 0
Volume 41,956 25,434 -16,522 -39.4% 89,390
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 20,635 20,420 19,350
R3 20,045 19,830 19,187
R2 19,455 19,455 19,133
R1 19,240 19,240 19,079 19,348
PP 18,865 18,865 18,865 18,919
S1 18,650 18,650 18,971 18,758
S2 18,275 18,275 18,917
S3 17,685 18,060 18,863
S4 17,095 17,470 18,701
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 24,835 23,675 19,949
R3 23,065 21,905 19,462
R2 21,295 21,295 19,300
R1 20,135 20,135 19,137 19,830
PP 19,525 19,525 19,525 19,373
S1 18,365 18,365 18,813 18,060
S2 17,755 17,755 18,651
S3 15,985 16,595 18,488
S4 14,215 14,825 18,002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,705 17,170 2,535 13.3% 1,135 6.0% 73% False False 46,947
10 20,685 17,170 3,515 18.5% 736 3.9% 53% False False 29,674
20 20,945 17,170 3,775 19.8% 516 2.7% 49% False False 21,156
40 20,945 17,170 3,775 19.8% 435 2.3% 49% False False 18,115
60 20,990 17,170 3,820 20.1% 388 2.0% 49% False False 16,871
80 20,990 17,170 3,820 20.1% 336 1.8% 49% False False 12,687
100 20,990 17,170 3,820 20.1% 287 1.5% 49% False False 10,153
120 20,990 17,170 3,820 20.1% 244 1.3% 49% False False 8,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 110
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,588
2.618 20,625
1.618 20,035
1.000 19,670
0.618 19,445
HIGH 19,080
0.618 18,855
0.500 18,785
0.382 18,716
LOW 18,490
0.618 18,126
1.000 17,900
1.618 17,536
2.618 16,946
4.250 15,983
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 18,945 18,803
PP 18,865 18,582
S1 18,785 18,360

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

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