NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 20,430 20,505 75 0.4% 19,935
High 20,600 20,725 125 0.6% 20,440
Low 20,395 20,440 45 0.2% 19,935
Close 20,475 20,690 215 1.1% 20,430
Range 205 285 80 39.0% 505
ATR 191 198 7 3.5% 0
Volume 15 129 114 760.0% 181
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 21,473 21,367 20,847
R3 21,188 21,082 20,769
R2 20,903 20,903 20,742
R1 20,797 20,797 20,716 20,850
PP 20,618 20,618 20,618 20,645
S1 20,512 20,512 20,664 20,565
S2 20,333 20,333 20,638
S3 20,048 20,227 20,612
S4 19,763 19,942 20,533
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 21,783 21,612 20,708
R3 21,278 21,107 20,569
R2 20,773 20,773 20,523
R1 20,602 20,602 20,476 20,688
PP 20,268 20,268 20,268 20,311
S1 20,097 20,097 20,384 20,183
S2 19,763 19,763 20,338
S3 19,258 19,592 20,291
S4 18,753 19,087 20,152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,725 20,230 495 2.4% 189 0.9% 93% True False 57
10 20,725 19,625 1,100 5.3% 185 0.9% 97% True False 35
20 20,725 19,180 1,545 7.5% 176 0.9% 98% True False 27
40 20,725 19,180 1,545 7.5% 118 0.6% 98% True False 20
60 20,725 18,595 2,130 10.3% 85 0.4% 98% True False 14
80 20,725 17,650 3,075 14.9% 64 0.3% 99% True False 11
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 33
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 21,936
2.618 21,471
1.618 21,186
1.000 21,010
0.618 20,901
HIGH 20,725
0.618 20,616
0.500 20,583
0.382 20,549
LOW 20,440
0.618 20,264
1.000 20,155
1.618 19,979
2.618 19,694
4.250 19,229
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 20,654 20,623
PP 20,618 20,555
S1 20,583 20,488

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

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