NIKKEI 225 Index Future (Globex) December 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 18,300 17,880 -420 -2.3% 18,215
High 18,360 18,115 -245 -1.3% 18,665
Low 17,770 17,755 -15 -0.1% 17,770
Close 17,845 18,060 215 1.2% 17,845
Range 590 360 -230 -39.0% 895
ATR 538 526 -13 -2.4% 0
Volume 18,880 6,508 -12,372 -65.5% 79,048
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 19,057 18,918 18,258
R3 18,697 18,558 18,159
R2 18,337 18,337 18,126
R1 18,198 18,198 18,093 18,268
PP 17,977 17,977 17,977 18,011
S1 17,838 17,838 18,027 17,908
S2 17,617 17,617 17,994
S3 17,257 17,478 17,961
S4 16,897 17,118 17,862
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 20,778 20,207 18,337
R3 19,883 19,312 18,091
R2 18,988 18,988 18,009
R1 18,417 18,417 17,927 18,255
PP 18,093 18,093 18,093 18,013
S1 17,522 17,522 17,763 17,360
S2 17,198 17,198 17,681
S3 16,303 16,627 17,599
S4 15,408 15,732 17,353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,665 17,755 910 5.0% 457 2.5% 34% False True 14,025
10 18,730 17,375 1,355 7.5% 527 2.9% 51% False False 19,168
20 19,205 17,180 2,025 11.2% 673 3.7% 43% False False 10,328
40 20,880 17,180 3,700 20.5% 462 2.6% 24% False False 5,205
60 20,880 17,180 3,700 20.5% 369 2.0% 24% False False 3,474
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 147
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 19,645
2.618 19,058
1.618 18,698
1.000 18,475
0.618 18,338
HIGH 18,115
0.618 17,978
0.500 17,935
0.382 17,893
LOW 17,755
0.618 17,533
1.000 17,395
1.618 17,173
2.618 16,813
4.250 16,225
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 18,018 18,210
PP 17,977 18,160
S1 17,935 18,110

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

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