NIKKEI 225 Index Future (Globex) December 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 20,235 20,270 35 0.2% 19,895
High 20,295 20,460 165 0.8% 20,400
Low 20,180 20,240 60 0.3% 19,890
Close 20,270 20,425 155 0.8% 20,235
Range 115 220 105 91.3% 510
ATR 189 191 2 1.2% 0
Volume 7,508 13,521 6,013 80.1% 45,344
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 21,035 20,950 20,546
R3 20,815 20,730 20,486
R2 20,595 20,595 20,465
R1 20,510 20,510 20,445 20,553
PP 20,375 20,375 20,375 20,396
S1 20,290 20,290 20,405 20,333
S2 20,155 20,155 20,385
S3 19,935 20,070 20,365
S4 19,715 19,850 20,304
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 21,705 21,480 20,516
R3 21,195 20,970 20,375
R2 20,685 20,685 20,329
R1 20,460 20,460 20,282 20,573
PP 20,175 20,175 20,175 20,231
S1 19,950 19,950 20,188 20,063
S2 19,665 19,665 20,142
S3 19,155 19,440 20,095
S4 18,645 18,930 19,955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,460 20,135 325 1.6% 179 0.9% 89% True False 9,983
10 20,460 19,665 795 3.9% 181 0.9% 96% True False 9,444
20 20,460 19,140 1,320 6.5% 192 0.9% 97% True False 9,410
40 20,460 18,980 1,480 7.2% 186 0.9% 98% True False 4,731
60 20,460 18,980 1,480 7.2% 152 0.7% 98% True False 3,154
80 20,460 18,980 1,480 7.2% 130 0.6% 98% True False 2,366
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 50
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 21,395
2.618 21,036
1.618 20,816
1.000 20,680
0.618 20,596
HIGH 20,460
0.618 20,376
0.500 20,350
0.382 20,324
LOW 20,240
0.618 20,104
1.000 20,020
1.618 19,884
2.618 19,664
4.250 19,305
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 20,400 20,383
PP 20,375 20,340
S1 20,350 20,298

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

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