NIKKEI 225 Index Future (Globex) December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	16,805	16,960	155	0.9%	17,110
High	17,000	17,395	395	2.3%	17,480
Low	16,735	16,900	165	1.0%	16,720
Close	16,960	17,260	300	1.8%	16,820
Range	265	495	230	86.8%	760
ATR	383	391	8	2.1%	0
Volume	14,936	20,528	5,592	37.4%	152,725

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,670	18,460	17,532
R3	18,175	17,965	17,396
R2	17,680	17,680	17,351
R1	17,470	17,470	17,306	17,575
PP	17,185	17,185	17,185	17,238
S1	16,975	16,975	17,215	17,080
S2	16,690	16,690	17,169
S3	16,195	16,480	17,124
S4	15,700	15,985	16,988

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	19,287	18,813	17,238
R3	18,527	18,053	17,029
R2	17,767	17,767	16,959
R1	17,293	17,293	16,890	17,150
PP	17,007	17,007	17,007	16,935
S1	16,533	16,533	16,750	16,390
S2	16,247	16,247	16,681
S3	15,487	15,773	16,611
S4	14,727	15,013	16,402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,395	16,720	675	3.9%	355	2.1%	80%	True	False	21,522
10	17,480	15,425	2,055	11.9%	479	2.8%	89%	False	False	27,120
20	17,480	14,400	3,080	17.8%	410	2.4%	93%	False	False	25,886
40	17,480	14,400	3,080	17.8%	361	2.1%	93%	False	False	21,732
60	17,480	14,400	3,080	17.8%	290	1.7%	93%	False	False	16,897
80	17,480	14,400	3,080	17.8%	244	1.4%	93%	False	False	12,676
100	17,480	14,400	3,080	17.8%	201	1.2%	93%	False	False	10,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,499
2.618	18,691
1.618	18,196
1.000	17,890
0.618	17,701
HIGH	17,395
0.618	17,206
0.500	17,148
0.382	17,089
LOW	16,900
0.618	16,594
1.000	16,405
1.618	16,099
2.618	15,604
4.250	14,796

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	17,223	17,193
PP	17,185	17,125
S1	17,148	17,058

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