NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	19,010	19,155	145	0.8%	18,940
High	19,215	19,155	-60	-0.3%	19,215
Low	18,950	18,750	-200	-1.1%	17,170
Close	19,175	18,810	-365	-1.9%	19,175
Range	265	405	140	52.8%	2,045
ATR	551	542	-9	-1.6%	0
Volume	14,922	14,522	-400	-2.7%	213,399

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,120	19,870	19,033
R3	19,715	19,465	18,922
R2	19,310	19,310	18,884
R1	19,060	19,060	18,847	18,983
PP	18,905	18,905	18,905	18,866
S1	18,655	18,655	18,773	18,578
S2	18,500	18,500	18,736
S3	18,095	18,250	18,699
S4	17,690	17,845	18,587

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,655	23,960	20,300
R3	22,610	21,915	19,738
R2	20,565	20,565	19,550
R1	19,870	19,870	19,363	20,218
PP	18,520	18,520	18,520	18,694
S1	17,825	17,825	18,988	18,173
S2	16,475	16,475	18,800
S3	14,430	15,780	18,613
S4	12,385	13,735	18,050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,215	17,640	1,575	8.4%	724	3.8%	74%	False	False	30,760
10	20,685	17,170	3,515	18.7%	773	4.1%	47%	False	False	30,985
20	20,945	17,170	3,775	20.1%	533	2.8%	43%	False	False	21,733
40	20,945	17,170	3,775	20.1%	434	2.3%	43%	False	False	18,034
60	20,990	17,170	3,820	20.3%	392	2.1%	43%	False	False	17,132
80	20,990	17,170	3,820	20.3%	339	1.8%	43%	False	False	13,054
100	20,990	17,170	3,820	20.3%	291	1.5%	43%	False	False	10,447
120	20,990	17,170	3,820	20.3%	250	1.3%	43%	False	False	8,706

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	106
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,876
2.618	20,215
1.618	19,810
1.000	19,560
0.618	19,405
HIGH	19,155
0.618	19,000
0.500	18,953
0.382	18,905
LOW	18,750
0.618	18,500
1.000	18,345
1.618	18,095
2.618	17,690
4.250	17,029

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	18,953	18,853
PP	18,905	18,838
S1	18,858	18,824

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols