NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	20,650	20,900	250	1.2%	20,575
High	20,920	20,945	25	0.1%	20,835
Low	20,610	20,550	-60	-0.3%	20,405
Close	20,915	20,635	-280	-1.3%	20,665
Range	310	395	85	27.4%	430
ATR	279	288	8	3.0%	0
Volume	10,107	16,767	6,660	65.9%	49,528

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,895	21,660	20,852
R3	21,500	21,265	20,744
R2	21,105	21,105	20,708
R1	20,870	20,870	20,671	20,790
PP	20,710	20,710	20,710	20,670
S1	20,475	20,475	20,599	20,395
S2	20,315	20,315	20,563
S3	19,920	20,080	20,527
S4	19,525	19,685	20,418

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,925	21,725	20,902
R3	21,495	21,295	20,783
R2	21,065	21,065	20,744
R1	20,865	20,865	20,705	20,965
PP	20,635	20,635	20,635	20,685
S1	20,435	20,435	20,626	20,535
S2	20,205	20,205	20,586
S3	19,775	20,005	20,547
S4	19,345	19,575	20,429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,945	20,485	460	2.2%	292	1.4%	33%	True	False	12,234
10	20,945	20,220	725	3.5%	241	1.2%	57%	True	False	10,481
20	20,945	20,075	870	4.2%	239	1.2%	64%	True	False	10,342
40	20,990	19,165	1,825	8.8%	317	1.5%	81%	False	False	13,647
60	20,990	19,165	1,825	8.8%	286	1.4%	81%	False	False	11,299
80	20,990	19,165	1,825	8.8%	246	1.2%	81%	False	False	8,479
100	20,990	19,165	1,825	8.8%	207	1.0%	81%	False	False	6,784
120	20,990	18,560	2,430	11.8%	174	0.8%	85%	False	False	5,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	22,624
2.618	21,979
1.618	21,584
1.000	21,340
0.618	21,189
HIGH	20,945
0.618	20,794
0.500	20,748
0.382	20,701
LOW	20,550
0.618	20,306
1.000	20,155
1.618	19,911
2.618	19,516
4.250	18,871

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	20,748	20,748
PP	20,710	20,710
S1	20,673	20,673

Download as Excel Spreadsheet

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

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