NIKKEI 225 Index Future (Globex) September 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	19,465	19,470	5	0.0%	19,440
High	19,550	19,540	-10	-0.1%	19,825
Low	19,320	19,265	-55	-0.3%	19,320
Close	19,455	19,330	-125	-0.6%	19,455
Range	230	275	45	19.6%	505
ATR	189	195	6	3.2%	0
Volume	10,304	8,117	-2,187	-21.2%	49,805

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,203	20,042	19,481
R3	19,928	19,767	19,406
R2	19,653	19,653	19,381
R1	19,492	19,492	19,355	19,435
PP	19,378	19,378	19,378	19,350
S1	19,217	19,217	19,305	19,160
S2	19,103	19,103	19,280
S3	18,828	18,942	19,255
S4	18,553	18,667	19,179

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	21,048	20,757	19,733
R3	20,543	20,252	19,594
R2	20,038	20,038	19,548
R1	19,747	19,747	19,501	19,893
PP	19,533	19,533	19,533	19,606
S1	19,242	19,242	19,409	19,388
S2	19,028	19,028	19,363
S3	18,523	18,737	19,316
S4	18,018	18,232	19,177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,825	19,265	560	2.9%	224	1.2%	12%	False	True	9,438
10	20,065	19,265	800	4.1%	240	1.2%	8%	False	True	10,468
20	20,180	19,265	915	4.7%	186	1.0%	7%	False	True	8,705
40	20,315	19,265	1,050	5.4%	185	1.0%	6%	False	True	8,983
60	20,320	19,265	1,055	5.5%	185	1.0%	6%	False	True	8,759
80	20,320	19,215	1,105	5.7%	184	1.0%	10%	False	False	6,580
100	20,320	18,290	2,030	10.5%	185	1.0%	51%	False	False	5,267

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	38
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	20,709
2.618	20,260
1.618	19,985
1.000	19,815
0.618	19,710
HIGH	19,540
0.618	19,435
0.500	19,403
0.382	19,370
LOW	19,265
0.618	19,095
1.000	18,990
1.618	18,820
2.618	18,545
4.250	18,096

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	19,403	19,495
PP	19,378	19,440
S1	19,354	19,385

Download as Excel Spreadsheet

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

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