NIKKEI 225 Index Future (Globex) December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 17,725 17,905 180 1.0% 17,850
High 17,970 18,520 550 3.1% 17,970
Low 17,340 17,905 565 3.3% 16,995
Close 17,960 18,440 480 2.7% 17,960
Range 630 615 -15 -2.4% 975
ATR 528 534 6 1.2% 0
Volume 21,336 15,463 -5,873 -27.5% 78,364
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 20,133 19,902 18,778
R3 19,518 19,287 18,609
R2 18,903 18,903 18,553
R1 18,672 18,672 18,497 18,788
PP 18,288 18,288 18,288 18,346
S1 18,057 18,057 18,384 18,173
S2 17,673 17,673 18,327
S3 17,058 17,442 18,271
S4 16,443 16,827 18,102
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 20,567 20,238 18,496
R3 19,592 19,263 18,228
R2 18,617 18,617 18,139
R1 18,288 18,288 18,050 18,453
PP 17,642 17,642 17,642 17,724
S1 17,313 17,313 17,871 17,478
S2 16,667 16,667 17,781
S3 15,692 16,338 17,692
S4 14,717 15,363 17,424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18,520 16,995 1,525 8.3% 514 2.8% 95% True False 16,104
10 18,520 16,995 1,525 8.3% 542 2.9% 95% True False 15,120
20 18,730 16,995 1,735 9.4% 534 2.9% 83% False False 17,144
40 20,880 16,995 3,885 21.1% 554 3.0% 37% False False 8,957
60 20,880 16,995 3,885 21.1% 418 2.3% 37% False False 5,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,134
2.618 20,130
1.618 19,515
1.000 19,135
0.618 18,900
HIGH 18,520
0.618 18,285
0.500 18,213
0.382 18,140
LOW 17,905
0.618 17,525
1.000 17,290
1.618 16,910
2.618 16,295
4.250 15,291
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 18,364 18,270
PP 18,288 18,100
S1 18,213 17,930

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

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