NIKKEI 225 Index Future (Globex) September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 15,435 15,510 75 0.5% 15,465
High 15,545 15,535 -10 -0.1% 15,810
Low 15,400 15,175 -225 -1.5% 15,410
Close 15,520 15,245 -275 -1.8% 15,435
Range 145 360 215 148.3% 400
ATR 190 202 12 6.4% 0
Volume 11,026 16,790 5,764 52.3% 76,125
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 16,398 16,182 15,443
R3 16,038 15,822 15,344
R2 15,678 15,678 15,311
R1 15,462 15,462 15,278 15,390
PP 15,318 15,318 15,318 15,283
S1 15,102 15,102 15,212 15,030
S2 14,958 14,958 15,179
S3 14,598 14,742 15,146
S4 14,238 14,382 15,047
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 16,752 16,493 15,655
R3 16,352 16,093 15,545
R2 15,952 15,952 15,508
R1 15,693 15,693 15,472 15,623
PP 15,552 15,552 15,552 15,516
S1 15,293 15,293 15,398 15,223
S2 15,152 15,152 15,362
S3 14,752 14,893 15,325
S4 14,352 14,493 15,215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,810 15,175 635 4.2% 244 1.6% 11% False True 16,523
10 15,810 15,175 635 4.2% 198 1.3% 11% False True 12,968
20 15,810 15,035 775 5.1% 200 1.3% 27% False False 11,771
40 15,810 14,835 975 6.4% 202 1.3% 42% False False 12,739
60 15,810 13,985 1,825 12.0% 195 1.3% 69% False False 8,873
80 15,810 13,970 1,840 12.1% 161 1.1% 69% False False 6,655
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 30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 17,065
2.618 16,478
1.618 16,118
1.000 15,895
0.618 15,758
HIGH 15,535
0.618 15,398
0.500 15,355
0.382 15,313
LOW 15,175
0.618 14,953
1.000 14,815
1.618 14,593
2.618 14,233
4.250 13,645
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 15,355 15,398
PP 15,318 15,347
S1 15,282 15,296

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

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