NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	20,400	20,550	150	0.7%	20,225
High	20,570	20,670	100	0.5%	20,615
Low	20,370	20,435	65	0.3%	19,165
Close	20,550	20,585	35	0.2%	20,130
Range	200	235	35	17.5%	1,450
ATR	402	390	-12	-3.0%	0
Volume	10,619	12,237	1,618	15.2%	143,961

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,268	21,162	20,714
R3	21,033	20,927	20,650
R2	20,798	20,798	20,628
R1	20,692	20,692	20,607	20,745
PP	20,563	20,563	20,563	20,590
S1	20,457	20,457	20,564	20,510
S2	20,328	20,328	20,542
S3	20,093	20,222	20,521
S4	19,858	19,987	20,456

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,320	23,675	20,928
R3	22,870	22,225	20,529
R2	21,420	21,420	20,396
R1	20,775	20,775	20,263	20,373
PP	19,970	19,970	19,970	19,769
S1	19,325	19,325	19,997	18,923
S2	18,520	18,520	19,864
S3	17,070	17,875	19,731
S4	15,620	16,425	19,333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,670	19,165	1,505	7.3%	439	2.1%	94%	True	False	18,229
10	20,670	19,165	1,505	7.3%	484	2.4%	94%	True	False	20,703
20	20,990	19,165	1,825	8.9%	393	1.9%	78%	False	False	17,116
40	20,990	19,165	1,825	8.9%	311	1.5%	78%	False	False	12,082
60	20,990	19,165	1,825	8.9%	252	1.2%	78%	False	False	8,062
80	20,990	19,165	1,825	8.9%	201	1.0%	78%	False	False	6,047
100	20,990	18,595	2,395	11.6%	164	0.8%	83%	False	False	4,838
120	20,990	17,585	3,405	16.5%	137	0.7%	88%	False	False	4,032

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	82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,669
2.618	21,285
1.618	21,050
1.000	20,905
0.618	20,815
HIGH	20,670
0.618	20,580
0.500	20,553
0.382	20,525
LOW	20,435
0.618	20,290
1.000	20,200
1.618	20,055
2.618	19,820
4.250	19,436

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	20,574	20,496
PP	20,563	20,407
S1	20,553	20,318

Download as Excel Spreadsheet

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

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