instrument report · Index futures
Nikkei 225 (USD) NKD
Historical statistics for Nikkei 225 (USD) over 32,460 observations, from 2010-06-07 to 2026-10-23. Every table shows its sample size (n) next to the percentage.
What sets this instrument apart
- In NKD an upside gap fills between 37.4% of the time on a Thursday (n = 401) and 43.8% on a Tuesday (n = 447). That difference is indistinguishable from chance (two-proportion test, Holm-corrected over the 10 pairs of days): the day of the week is not the variable that matters here.
- The average range goes from 457.28 points on Wednesday (n = 847) to 476.42 on Friday (n = 837). That 4% difference is indistinguishable from chance (comparison of means of the range relative to its recent average, Holm-corrected over the 10 pairs of days): by size, the day of the week cannot be told apart.
- The day's high is made outside the Asia, London and New York sessions 48.3% of the time, across 4,212 sessions.
Tables
Historical frequencies, not forecasts: each row's sample size sits on the right.
Opening gap fill, by day
NKD
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| Day | Gap up | Gap down | Sessions |
|---|---|---|---|
| Monday | 38.4% | 35.2% | 829 |
| Tuesday | 43.8% | 49.6% | 828 |
| Wednesday | 40.4% | 45.0% | 833 |
| Thursday | 37.4% | 44.4% | 775 |
| Friday | 42.4% | 40.1% | 825 |
n = 4,090 · 2010-06-07 to 2026-10-23 · historical futures data
Gap measured from the prior regular-session close to today's open. Fill = price trades back to that close within the same regular session.
After an inside day, does it break the prior range?
NKD
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| Day | Breaks | Stays inside | Sessions |
|---|---|---|---|
| Monday | 83.4% | 16.6% | 731 |
| Tuesday | 87.9% | 12.1% | 820 |
| Wednesday | 82.7% | 17.3% | 814 |
| Thursday | 87.2% | 12.8% | 755 |
| Friday | 84.1% | 15.9% | 820 |
n = 3,940 · 2010-06-07 to 2026-10-23 · historical futures data
Inside day = its high and low fit within the prior day's range. Breaking out is the norm; what informs is how far this instrument sits from that norm.
How close the day's range is to its average
NKD
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| Kind of day | Frequency | Days |
|---|---|---|
| Compressed (under 70% of the average range) | 25.5% | 1,073 |
| Normal (70-130%) | 53.4% | 2,247 |
| Expanded (over 130%) | 21.0% | 885 |
n = 4,205 · 2010-06-25 to 2026-10-23 · historical futures data
Compares each session's range with the instrument's own recent average range.
Monthly snapshot of October 24, 2026.
In the platform
These tables, with every row and refreshed every night, are inside Perfiltrade.
- Gap fill by gap sizen = 4,090
- Where the day's high and low are maden = 4,212
- Average true range by day of the weekn = 4,218
- Gap fill between calendar daysn = 3,506
- Sessions with a range above the average of the prior 20n = 4,199
How to cite this data
The tables on this page are our own work, built from historical futures data. You may reproduce them, translate them or build on them, including commercially, as long as you credit the source and link back to the original page. If you use them, tell us: we like knowing what they get used for.
Licence: CC BY 4.0
Suggested citation:
Perfiltrade (October 24, 2026). Nikkei 225 (USD) (NKD): how much it moves, with its sample. https://www.perfiltrade.com/en/instruments/nkd
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To understand these numbers
These guides explain how each concept is calculated and how to read it without fooling yourself.
Opening Gap in Index Futures: A Data-Driven Guide
Base Rates in Trading: What They Are and How to Read Them
Position Sizing in Futures: How to Calculate It
RTH vs Globex in Index Futures: What Changes
Market Profile: What It Is and How to Read It in Futures
VAH, VAL and POC: How to Read the Value Area in Futures
Best Day of the Week to Trade Futures
What Time the High of the Day Is Made
Gap Fill Statistics for Five Index Futures: 18,650 Sessions
Which Session Makes the Daily High and Low: 10 Futures, 39,937 Sessions
Other instruments in the family
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Historical frequencies describe what happened; they do not guarantee what will happen and are not investment advice.