NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	20,705	20,740	35	0.2%	20,040
High	20,770	20,850	80	0.4%	20,770
Low	20,650	20,710	60	0.3%	19,965
Close	20,755	20,825	70	0.3%	20,755
Range	120	140	20	16.7%	805
ATR	357	342	-16	-4.3%	0
Volume	7,314	4,367	-2,947	-40.3%	56,632

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,215	21,160	20,902
R3	21,075	21,020	20,864
R2	20,935	20,935	20,851
R1	20,880	20,880	20,838	20,908
PP	20,795	20,795	20,795	20,809
S1	20,740	20,740	20,812	20,768
S2	20,655	20,655	20,799
S3	20,515	20,600	20,787
S4	20,375	20,460	20,748

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,912	22,638	21,198
R3	22,107	21,833	20,977
R2	21,302	21,302	20,903
R1	21,028	21,028	20,829	21,165
PP	20,497	20,497	20,497	20,565
S1	20,223	20,223	20,681	20,360
S2	19,692	19,692	20,608
S3	18,887	19,418	20,534
S4	18,082	18,613	20,312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,850	20,370	480	2.3%	175	0.8%	95%	True	False	8,622
10	20,850	19,165	1,685	8.1%	422	2.0%	99%	True	False	18,071
20	20,990	19,165	1,825	8.8%	380	1.8%	91%	False	False	16,435
40	20,990	19,165	1,825	8.8%	310	1.5%	91%	False	False	12,587
60	20,990	19,165	1,825	8.8%	255	1.2%	91%	False	False	8,397
80	20,990	19,165	1,825	8.8%	207	1.0%	91%	False	False	6,301
100	20,990	18,595	2,395	11.5%	168	0.8%	93%	False	False	5,041
120	20,990	17,585	3,405	16.4%	140	0.7%	95%	False	False	4,201

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,445
2.618	21,217
1.618	21,077
1.000	20,990
0.618	20,937
HIGH	20,850
0.618	20,797
0.500	20,780
0.382	20,764
LOW	20,710
0.618	20,624
1.000	20,570
1.618	20,484
2.618	20,344
4.250	20,115

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	20,810	20,786
PP	20,795	20,747
S1	20,780	20,708

Download as Excel Spreadsheet

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

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