NIKKEI 225 Index Future (Globex) December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 17,500 17,850 350 2.0% 17,880
High 18,110 17,940 -170 -0.9% 18,115
Low 17,460 17,375 -85 -0.5% 17,160
Close 17,875 17,455 -420 -2.3% 17,875
Range 650 565 -85 -13.1% 955
ATR 538 540 2 0.4% 0
Volume 22,439 13,307 -9,132 -40.7% 63,882
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 19,285 18,935 17,766
R3 18,720 18,370 17,611
R2 18,155 18,155 17,559
R1 17,805 17,805 17,507 17,698
PP 17,590 17,590 17,590 17,536
S1 17,240 17,240 17,403 17,133
S2 17,025 17,025 17,352
S3 16,460 16,675 17,300
S4 15,895 16,110 17,144
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 20,582 20,183 18,400
R3 19,627 19,228 18,138
R2 18,672 18,672 18,050
R1 18,273 18,273 17,963 17,995
PP 17,717 17,717 17,717 17,578
S1 17,318 17,318 17,788 17,040
S2 16,762 16,762 17,700
S3 15,807 16,363 17,613
S4 14,852 15,408 17,350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,110 17,160 950 5.4% 569 3.3% 31% False False 14,136
10 18,665 17,160 1,505 8.6% 513 2.9% 20% False False 14,080
20 19,090 17,160 1,930 11.1% 565 3.2% 15% False False 13,681
40 20,880 17,160 3,720 21.3% 510 2.9% 8% False False 6,954
60 20,880 17,160 3,720 21.3% 406 2.3% 8% False False 4,651
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 120
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,341
2.618 19,419
1.618 18,854
1.000 18,505
0.618 18,289
HIGH 17,940
0.618 17,724
0.500 17,658
0.382 17,591
LOW 17,375
0.618 17,026
1.000 16,810
1.618 16,461
2.618 15,896
4.250 14,974
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 17,658 17,635
PP 17,590 17,575
S1 17,523 17,515

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

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