NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 14,820 14,325 -495 -3.3% 15,320
High 15,050 14,690 -360 -2.4% 16,050
Low 14,000 13,715 -285 -2.0% 14,000
Close 14,330 14,430 100 0.7% 14,330
Range 1,050 975 -75 -7.1% 2,050
ATR 412 452 40 9.8% 0
Volume 51,670 46,795 -4,875 -9.4% 141,079
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 17,203 16,792 14,966
R3 16,228 15,817 14,698
R2 15,253 15,253 14,609
R1 14,842 14,842 14,520 15,048
PP 14,278 14,278 14,278 14,381
S1 13,867 13,867 14,341 14,073
S2 13,303 13,303 14,251
S3 12,328 12,892 14,162
S4 11,353 11,917 13,894
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 20,943 19,687 15,458
R3 18,893 17,637 14,894
R2 16,843 16,843 14,706
R1 15,587 15,587 14,518 15,190
PP 14,793 14,793 14,793 14,595
S1 13,537 13,537 14,142 13,140
S2 12,743 12,743 13,954
S3 10,693 11,487 13,766
S4 8,643 9,437 13,203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,050 13,715 2,335 16.2% 833 5.8% 31% False True 35,185
10 16,050 13,715 2,335 16.2% 565 3.9% 31% False True 24,069
20 16,050 13,695 2,355 16.3% 396 2.7% 31% False False 17,189
40 16,050 11,870 4,180 29.0% 364 2.5% 61% False False 17,588
60 16,050 11,645 4,405 30.5% 318 2.2% 63% False False 16,896
80 16,050 11,030 5,020 34.8% 289 2.0% 68% False False 12,847
100 16,050 10,355 5,695 39.5% 258 1.8% 72% False False 10,280
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 118
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 18,834
2.618 17,243
1.618 16,268
1.000 15,665
0.618 15,293
HIGH 14,690
0.618 14,318
0.500 14,203
0.382 14,088
LOW 13,715
0.618 13,113
1.000 12,740
1.618 12,138
2.618 11,163
4.250 9,571
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 14,354 14,845
PP 14,278 14,707
S1 14,203 14,568

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

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