NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	20,580	20,590	10	0.0%	20,650
High	20,625	20,685	60	0.3%	20,945
Low	20,480	20,535	55	0.3%	20,055
Close	20,595	20,680	85	0.4%	20,595
Range	145	150	5	3.4%	890
ATR	305	294	-11	-3.6%	0
Volume	8,876	7,460	-1,416	-16.0%	75,888

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,083	21,032	20,763
R3	20,933	20,882	20,721
R2	20,783	20,783	20,708
R1	20,732	20,732	20,694	20,758
PP	20,633	20,633	20,633	20,646
S1	20,582	20,582	20,666	20,608
S2	20,483	20,483	20,653
S3	20,333	20,432	20,639
S4	20,183	20,282	20,598

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,202	22,788	21,085
R3	22,312	21,898	20,840
R2	21,422	21,422	20,758
R1	21,008	21,008	20,677	20,770
PP	20,532	20,532	20,532	20,413
S1	20,118	20,118	20,514	19,880
S2	19,642	19,642	20,432
S3	18,752	19,228	20,350
S4	17,862	18,338	20,106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,945	20,055	890	4.3%	342	1.7%	70%	False	False	14,648
10	20,945	20,055	890	4.3%	292	1.4%	70%	False	False	12,482
20	20,945	20,055	890	4.3%	271	1.3%	70%	False	False	11,541
40	20,990	19,165	1,825	8.8%	326	1.6%	83%	False	False	13,988
60	20,990	19,165	1,825	8.8%	297	1.4%	83%	False	False	12,238
80	20,990	19,165	1,825	8.8%	259	1.3%	83%	False	False	9,183
100	20,990	19,165	1,825	8.8%	220	1.1%	83%	False	False	7,349
120	20,990	18,595	2,395	11.6%	185	0.9%	87%	False	False	6,124

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	55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,323
2.618	21,078
1.618	20,928
1.000	20,835
0.618	20,778
HIGH	20,685
0.618	20,628
0.500	20,610
0.382	20,592
LOW	20,535
0.618	20,442
1.000	20,385
1.618	20,292
2.618	20,142
4.250	19,898

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	20,657	20,617
PP	20,633	20,553
S1	20,610	20,490

Download as Excel Spreadsheet

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

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