NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	20,615	20,390	-225	-1.1%	20,740
High	20,655	20,515	-140	-0.7%	20,885
Low	20,365	20,075	-290	-1.4%	20,365
Close	20,400	20,185	-215	-1.1%	20,400
Range	290	440	150	51.7%	520
ATR	314	323	9	2.9%	0
Volume	7,514	17,083	9,569	127.3%	42,320

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,578	21,322	20,427
R3	21,138	20,882	20,306
R2	20,698	20,698	20,266
R1	20,442	20,442	20,225	20,350
PP	20,258	20,258	20,258	20,213
S1	20,002	20,002	20,145	19,910
S2	19,818	19,818	20,104
S3	19,378	19,562	20,064
S4	18,938	19,122	19,943

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,110	21,775	20,686
R3	21,590	21,255	20,543
R2	21,070	21,070	20,495
R1	20,735	20,735	20,448	20,643
PP	20,550	20,550	20,550	20,504
S1	20,215	20,215	20,352	20,123
S2	20,030	20,030	20,305
S3	19,510	19,695	20,257
S4	18,990	19,175	20,114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,885	20,075	810	4.0%	267	1.3%	14%	False	True	11,007
10	20,885	20,075	810	4.0%	221	1.1%	14%	False	True	9,814
20	20,885	19,165	1,720	8.5%	375	1.9%	59%	False	False	16,345
40	20,990	19,165	1,825	9.0%	317	1.6%	56%	False	False	13,934
60	20,990	19,165	1,825	9.0%	268	1.3%	56%	False	False	9,313
80	20,990	19,165	1,825	9.0%	222	1.1%	56%	False	False	6,988
100	20,990	18,595	2,395	11.9%	182	0.9%	66%	False	False	5,591
120	20,990	17,655	3,335	16.5%	151	0.7%	76%	False	False	4,659

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	59
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	22,385
2.618	21,667
1.618	21,227
1.000	20,955
0.618	20,787
HIGH	20,515
0.618	20,347
0.500	20,295
0.382	20,243
LOW	20,075
0.618	19,803
1.000	19,635
1.618	19,363
2.618	18,923
4.250	18,205

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	20,295	20,400
PP	20,258	20,328
S1	20,222	20,257

Download as Excel Spreadsheet

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

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