NIKKEI 225 Index Future (Globex) September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 20,140 20,170 30 0.1% 20,515
High 20,315 20,600 285 1.4% 20,685
Low 20,070 20,160 90 0.4% 20,430
Close 20,195 20,475 280 1.4% 20,645
Range 245 440 195 79.6% 255
ATR 226 241 15 6.8% 0
Volume 16,734 15,353 -1,381 -8.3% 15,063
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 21,732 21,543 20,717
R3 21,292 21,103 20,596
R2 20,852 20,852 20,556
R1 20,663 20,663 20,515 20,758
PP 20,412 20,412 20,412 20,459
S1 20,223 20,223 20,435 20,318
S2 19,972 19,972 20,394
S3 19,532 19,783 20,354
S4 19,092 19,343 20,233
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 21,352 21,253 20,785
R3 21,097 20,998 20,715
R2 20,842 20,842 20,692
R1 20,743 20,743 20,669 20,793
PP 20,587 20,587 20,587 20,611
S1 20,488 20,488 20,622 20,538
S2 20,332 20,332 20,598
S3 20,077 20,233 20,575
S4 19,822 19,978 20,505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,685 19,990 695 3.4% 331 1.6% 70% False False 20,216
10 20,690 19,990 700 3.4% 265 1.3% 69% False False 10,697
20 20,725 19,625 1,100 5.4% 223 1.1% 77% False False 5,407
40 20,725 19,180 1,545 7.5% 167 0.8% 84% False False 2,713
60 20,725 19,180 1,545 7.5% 131 0.6% 84% False False 1,810
80 20,725 18,440 2,285 11.2% 99 0.5% 89% False False 1,358
100 20,725 17,460 3,265 15.9% 79 0.4% 92% False False 1,087
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 36
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 22,470
2.618 21,752
1.618 21,312
1.000 21,040
0.618 20,872
HIGH 20,600
0.618 20,432
0.500 20,380
0.382 20,328
LOW 20,160
0.618 19,888
1.000 19,720
1.618 19,448
2.618 19,008
4.250 18,290
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 20,443 20,415
PP 20,412 20,355
S1 20,380 20,295

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

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