NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	19,155	18,835	-320	-1.7%	18,940
High	19,155	18,840	-315	-1.6%	19,215
Low	18,750	17,750	-1,000	-5.3%	17,170
Close	18,810	17,815	-995	-5.3%	19,175
Range	405	1,090	685	169.1%	2,045
ATR	542	581	39	7.2%	0
Volume	14,522	30,917	16,395	112.9%	213,399

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,405	20,700	18,415
R3	20,315	19,610	18,115
R2	19,225	19,225	18,015
R1	18,520	18,520	17,915	18,328
PP	18,135	18,135	18,135	18,039
S1	17,430	17,430	17,715	17,238
S2	17,045	17,045	17,615
S3	15,955	16,340	17,515
S4	14,865	15,250	17,216

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	8.8%	702	3.9%	11%	False	False	25,550
10	20,525	17,170	3,355	18.8%	858	4.8%	19%	False	False	33,209
20	20,945	17,170	3,775	21.2%	580	3.3%	17%	False	False	22,920
40	20,945	17,170	3,775	21.2%	452	2.5%	17%	False	False	18,277
60	20,990	17,170	3,820	21.4%	405	2.3%	17%	False	False	17,015
80	20,990	17,170	3,820	21.4%	349	2.0%	17%	False	False	13,440
100	20,990	17,170	3,820	21.4%	301	1.7%	17%	False	False	10,756
120	20,990	17,170	3,820	21.4%	259	1.5%	17%	False	False	8,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	105
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	23,473
2.618	21,694
1.618	20,604
1.000	19,930
0.618	19,514
HIGH	18,840
0.618	18,424
0.500	18,295
0.382	18,167
LOW	17,750
0.618	17,077
1.000	16,660
1.618	15,987
2.618	14,897
4.250	13,118

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	18,295	18,483
PP	18,135	18,260
S1	17,975	18,038

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