NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	20,410	20,315	-95	-0.5%	20,650
High	20,410	20,355	-55	-0.3%	20,650
Low	20,160	20,165	5	0.0%	19,990
Close	20,330	20,215	-115	-0.6%	20,375
Range	250	190	-60	-24.0%	660
ATR	235	232	-3	-1.4%	0
Volume	8,963	10,821	1,858	20.7%	105,376

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,815	20,705	20,320
R3	20,625	20,515	20,267
R2	20,435	20,435	20,250
R1	20,325	20,325	20,233	20,285
PP	20,245	20,245	20,245	20,225
S1	20,135	20,135	20,198	20,095
S2	20,055	20,055	20,180
S3	19,865	19,945	20,163
S4	19,675	19,755	20,111

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,318	22,007	20,738
R3	21,658	21,347	20,557
R2	20,998	20,998	20,496
R1	20,687	20,687	20,436	20,513
PP	20,338	20,338	20,338	20,251
S1	20,027	20,027	20,315	19,853
S2	19,678	19,678	20,254
S3	19,018	19,367	20,194
S4	18,358	18,707	20,012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,600	20,160	440	2.2%	253	1.3%	13%	False	False	11,810
10	20,685	19,990	695	3.4%	267	1.3%	32%	False	False	14,927
20	20,725	19,990	735	3.6%	229	1.1%	31%	False	False	7,588
40	20,725	19,180	1,545	7.6%	185	0.9%	67%	False	False	3,804
60	20,725	19,180	1,545	7.6%	141	0.7%	67%	False	False	2,538
80	20,725	18,595	2,130	10.5%	109	0.5%	76%	False	False	1,904
100	20,725	17,585	3,140	15.5%	87	0.4%	84%	False	False	1,524

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,163
2.618	20,853
1.618	20,663
1.000	20,545
0.618	20,473
HIGH	20,355
0.618	20,283
0.500	20,260
0.382	20,238
LOW	20,165
0.618	20,048
1.000	19,975
1.618	19,858
2.618	19,668
4.250	19,358

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	20,260	20,298
PP	20,245	20,270
S1	20,230	20,243

Download as Excel Spreadsheet

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

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