NIKKEI 225 Index Future (Globex) March 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	18,745	18,725	-20	-0.1%	18,520
High	18,745	18,930	185	1.0%	18,935
Low	18,575	18,660	85	0.5%	18,425
Close	18,700	18,870	170	0.9%	18,880
Range	170	270	100	58.8%	510
ATR	270	270	0	0.0%	0
Volume	11,492	19,692	8,200	71.4%	48,730

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,630	19,520	19,019
R3	19,360	19,250	18,944
R2	19,090	19,090	18,920
R1	18,980	18,980	18,895	19,035
PP	18,820	18,820	18,820	18,848
S1	18,710	18,710	18,845	18,765
S2	18,550	18,550	18,821
S3	18,280	18,440	18,796
S4	18,010	18,170	18,722

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,277	20,088	19,161
R3	19,767	19,578	19,020
R2	19,257	19,257	18,974
R1	19,068	19,068	18,927	19,163
PP	18,747	18,747	18,747	18,794
S1	18,558	18,558	18,833	18,653
S2	18,237	18,237	18,787
S3	17,727	18,048	18,740
S4	17,217	17,538	18,600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,995	18,575	420	2.2%	218	1.2%	70%	False	False	12,853
10	18,995	18,285	710	3.8%	221	1.2%	82%	False	False	11,394
20	18,995	17,485	1,510	8.0%	249	1.3%	92%	False	False	11,190
40	18,995	16,580	2,415	12.8%	325	1.7%	95%	False	False	15,124
60	18,995	16,525	2,470	13.1%	355	1.9%	95%	False	False	16,527
80	18,995	16,525	2,470	13.1%	332	1.8%	95%	False	False	12,591
100	18,995	14,600	4,395	23.3%	310	1.6%	97%	False	False	10,112
120	18,995	14,600	4,395	23.3%	272	1.4%	97%	False	False	8,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,078
2.618	19,637
1.618	19,367
1.000	19,200
0.618	19,097
HIGH	18,930
0.618	18,827
0.500	18,795
0.382	18,763
LOW	18,660
0.618	18,493
1.000	18,390
1.618	18,223
2.618	17,953
4.250	17,513

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	18,845	18,833
PP	18,820	18,795
S1	18,795	18,758

Download as Excel Spreadsheet

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

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