NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	20,740	20,800	60	0.3%	20,040
High	20,850	20,885	35	0.2%	20,770
Low	20,710	20,625	-85	-0.4%	19,965
Close	20,825	20,750	-75	-0.4%	20,755
Range	140	260	120	85.7%	805
ATR	342	336	-6	-1.7%	0
Volume	4,367	13,132	8,765	200.7%	56,632

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,533	21,402	20,893
R3	21,273	21,142	20,822
R2	21,013	21,013	20,798
R1	20,882	20,882	20,774	20,818
PP	20,753	20,753	20,753	20,721
S1	20,622	20,622	20,726	20,558
S2	20,493	20,493	20,702
S3	20,233	20,362	20,679
S4	19,973	20,102	20,607

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	20,885	20,435	450	2.2%	187	0.9%	70%	True	False	9,125
10	20,885	19,165	1,720	8.3%	410	2.0%	92%	True	False	17,263
20	20,990	19,165	1,825	8.8%	370	1.8%	87%	False	False	16,467
40	20,990	19,165	1,825	8.8%	312	1.5%	87%	False	False	12,913
60	20,990	19,165	1,825	8.8%	259	1.2%	87%	False	False	8,616
80	20,990	19,165	1,825	8.8%	210	1.0%	87%	False	False	6,465
100	20,990	18,595	2,395	11.5%	171	0.8%	90%	False	False	5,172
120	20,990	17,585	3,405	16.4%	142	0.7%	93%	False	False	4,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	21,990
2.618	21,566
1.618	21,306
1.000	21,145
0.618	21,046
HIGH	20,885
0.618	20,786
0.500	20,755
0.382	20,724
LOW	20,625
0.618	20,464
1.000	20,365
1.618	20,204
2.618	19,944
4.250	19,520

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	20,755	20,755
PP	20,753	20,753
S1	20,752	20,752

Download as Excel Spreadsheet

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

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