NIKKEI 225 Index Future (Globex) December 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	15,480	15,525	45	0.3%	15,300
High	15,520	15,525	5	0.0%	15,615
Low	15,440	15,420	-20	-0.1%	15,290
Close	15,505	15,445	-60	-0.4%	15,520
Range	80	105	25	31.3%	325
ATR	129	127	-2	-1.3%	0
Volume	62	174	112	180.6%	101

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	15,778	15,717	15,503
R3	15,673	15,612	15,474
R2	15,568	15,568	15,464
R1	15,507	15,507	15,455	15,485
PP	15,463	15,463	15,463	15,453
S1	15,402	15,402	15,436	15,380
S2	15,358	15,358	15,426
S3	15,253	15,297	15,416
S4	15,148	15,192	15,387

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,450	16,310	15,699
R3	16,125	15,985	15,610
R2	15,800	15,800	15,580
R1	15,660	15,660	15,550	15,730
PP	15,475	15,475	15,475	15,510
S1	15,335	15,335	15,490	15,405
S2	15,150	15,150	15,461
S3	14,825	15,010	15,431
S4	14,500	14,685	15,341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,615	15,420	195	1.3%	91	0.6%	13%	False	True	60
10	15,615	15,215	400	2.6%	92	0.6%	58%	False	False	46
20	15,615	14,725	890	5.8%	122	0.8%	81%	False	False	28
40	15,740	14,725	1,015	6.6%	78	0.5%	71%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,971
2.618	15,800
1.618	15,695
1.000	15,630
0.618	15,590
HIGH	15,525
0.618	15,485
0.500	15,473
0.382	15,460
LOW	15,420
0.618	15,355
1.000	15,315
1.618	15,250
2.618	15,145
4.250	14,974

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	15,473	15,508
PP	15,463	15,487
S1	15,454	15,466

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols