NIKKEI 225 Index Future (Globex) December 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	20,590	20,420	-170	-0.8%	20,750
High	20,590	20,420	-170	-0.8%	20,820
Low	20,375	20,060	-315	-1.5%	20,375
Close	20,375	20,160	-215	-1.1%	20,375
Range	215	360	145	67.4%	445
ATR	231	240	9	4.0%	0
Volume	59	22	-37	-62.7%	107

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,293	21,087	20,358
R3	20,933	20,727	20,259
R2	20,573	20,573	20,226
R1	20,367	20,367	20,193	20,290
PP	20,213	20,213	20,213	20,175
S1	20,007	20,007	20,127	19,930
S2	19,853	19,853	20,094
S3	19,493	19,647	20,061
S4	19,133	19,287	19,962

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,858	21,562	20,620
R3	21,413	21,117	20,498
R2	20,968	20,968	20,457
R1	20,672	20,672	20,416	20,598
PP	20,523	20,523	20,523	20,486
S1	20,227	20,227	20,334	20,153
S2	20,078	20,078	20,294
S3	19,633	19,782	20,253
S4	19,188	19,337	20,130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,740	20,060	680	3.4%	161	0.8%	15%	False	True	25
10	20,820	20,060	760	3.8%	117	0.6%	13%	False	True	15
20	20,820	19,300	1,520	7.5%	196	1.0%	57%	False	False	14

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	8
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	21,950
2.618	21,363
1.618	21,003
1.000	20,780
0.618	20,643
HIGH	20,420
0.618	20,283
0.500	20,240
0.382	20,198
LOW	20,060
0.618	19,838
1.000	19,700
1.618	19,478
2.618	19,118
4.250	18,530

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	20,240	20,355
PP	20,213	20,290
S1	20,187	20,225

Download as Excel Spreadsheet

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

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