NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	14,700	14,620	-80	-0.5%	14,590
High	14,725	14,845	120	0.8%	14,725
Low	14,520	14,530	10	0.1%	14,200
Close	14,620	14,800	180	1.2%	14,620
Range	205	315	110	53.7%	525
ATR	468	457	-11	-2.3%	0
Volume	11,124	5,652	-5,472	-49.2%	77,828

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,670	15,550	14,973
R3	15,355	15,235	14,887
R2	15,040	15,040	14,858
R1	14,920	14,920	14,829	14,980
PP	14,725	14,725	14,725	14,755
S1	14,605	14,605	14,771	14,665
S2	14,410	14,410	14,742
S3	14,095	14,290	14,714
S4	13,780	13,975	14,627

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,090	15,880	14,909
R3	15,565	15,355	14,765
R2	15,040	15,040	14,716
R1	14,830	14,830	14,668	14,935
PP	14,515	14,515	14,515	14,568
S1	14,305	14,305	14,572	14,410
S2	13,990	13,990	14,524
S3	13,465	13,780	14,476
S4	12,940	13,255	14,331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,845	14,305	540	3.6%	300	2.0%	92%	True	False	13,623
10	14,845	13,695	1,150	7.8%	388	2.6%	96%	True	False	16,144
20	14,845	12,660	2,185	14.8%	466	3.2%	98%	True	False	19,971
40	16,120	12,420	3,700	25.0%	556	3.8%	64%	False	False	15,117
60	16,120	12,420	3,700	25.0%	424	2.9%	64%	False	False	10,103
80	16,120	12,015	4,105	27.7%	375	2.5%	68%	False	False	7,600
100	16,120	11,160	4,960	33.5%	318	2.1%	73%	False	False	6,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	91
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,184
2.618	15,670
1.618	15,355
1.000	15,160
0.618	15,040
HIGH	14,845
0.618	14,725
0.500	14,688
0.382	14,650
LOW	14,530
0.618	14,335
1.000	14,215
1.618	14,020
2.618	13,705
4.250	13,191

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	14,763	14,736
PP	14,725	14,672
S1	14,688	14,608

Download as Excel Spreadsheet

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

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