NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 20,270 20,350 80 0.4% 19,660
High 20,350 20,380 30 0.1% 19,920
Low 20,230 20,235 5 0.0% 19,580
Close 20,350 20,310 -40 -0.2% 19,865
Range 120 145 25 20.8% 340
ATR 194 190 -3 -1.8% 0
Volume 28 25 -3 -10.7% 45
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 20,743 20,672 20,390
R3 20,598 20,527 20,350
R2 20,453 20,453 20,337
R1 20,382 20,382 20,323 20,345
PP 20,308 20,308 20,308 20,290
S1 20,237 20,237 20,297 20,200
S2 20,163 20,163 20,284
S3 20,018 20,092 20,270
S4 19,873 19,947 20,230
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 20,808 20,677 20,052
R3 20,468 20,337 19,959
R2 20,128 20,128 19,927
R1 19,997 19,997 19,896 20,063
PP 19,788 19,788 19,788 19,821
S1 19,657 19,657 19,834 19,723
S2 19,448 19,448 19,803
S3 19,108 19,317 19,772
S4 18,768 18,977 19,678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,380 19,675 705 3.5% 171 0.8% 90% True False 19
10 20,380 19,450 930 4.6% 154 0.8% 92% True False 20
20 20,380 19,180 1,200 5.9% 145 0.7% 94% True False 17
40 20,380 19,180 1,200 5.9% 103 0.5% 94% True False 14
60 20,380 18,595 1,785 8.8% 73 0.4% 96% True False 10
80 20,380 17,585 2,795 13.8% 55 0.3% 97% True False 8
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 False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,996
2.618 20,760
1.618 20,615
1.000 20,525
0.618 20,470
HIGH 20,380
0.618 20,325
0.500 20,308
0.382 20,291
LOW 20,235
0.618 20,146
1.000 20,090
1.618 20,001
2.618 19,856
4.250 19,619
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 20,309 20,278
PP 20,308 20,247
S1 20,308 20,215

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

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