NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 13,580 12,890 -690 -5.1% 14,325
High 13,750 13,260 -490 -3.6% 14,690
Low 12,865 12,310 -555 -4.3% 13,450
Close 12,925 12,720 -205 -1.6% 13,465
Range 885 950 65 7.3% 1,240
ATR 530 560 30 5.6% 0
Volume 41,308 68,659 27,351 66.2% 152,239
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,613 15,117 13,243
R3 14,663 14,167 12,981
R2 13,713 13,713 12,894
R1 13,217 13,217 12,807 12,990
PP 12,763 12,763 12,763 12,650
S1 12,267 12,267 12,633 12,040
S2 11,813 11,813 12,546
S3 10,863 11,317 12,459
S4 9,913 10,367 12,198
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,588 16,767 14,147
R3 16,348 15,527 13,806
R2 15,108 15,108 13,692
R1 14,287 14,287 13,579 14,078
PP 13,868 13,868 13,868 13,764
S1 13,047 13,047 13,351 12,838
S2 12,628 12,628 13,238
S3 11,388 11,807 13,124
S4 10,148 10,567 12,783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,955 12,310 1,645 12.9% 730 5.7% 25% False True 43,576
10 15,975 12,310 3,665 28.8% 826 6.5% 11% False True 42,777
20 16,050 12,310 3,740 29.4% 573 4.5% 11% False True 28,791
40 16,050 12,310 3,740 29.4% 410 3.2% 11% False True 20,861
60 16,050 11,870 4,180 32.9% 373 2.9% 20% False False 19,282
80 16,050 11,085 4,965 39.0% 335 2.6% 33% False False 16,473
100 16,050 10,450 5,600 44.0% 299 2.3% 41% False False 13,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 204
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 17,298
2.618 15,747
1.618 14,797
1.000 14,210
0.618 13,847
HIGH 13,260
0.618 12,897
0.500 12,785
0.382 12,673
LOW 12,310
0.618 11,723
1.000 11,360
1.618 10,773
2.618 9,823
4.250 8,273
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 12,785 13,030
PP 12,763 12,927
S1 12,742 12,823

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

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