NIKKEI 225 Index Future (Globex) September 2013

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

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	12,525	12,590	65	0.5%	12,460
High	12,525	12,590	65	0.5%	12,590
Low	12,525	12,530	5	0.0%	12,260
Close	12,525	12,530	5	0.0%	12,530
Range	0	60	60		330
ATR	186	177	-9	-4.6%	0
Volume	8	8	0	0.0%	26

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	12,730	12,690	12,563
R3	12,670	12,630	12,547
R2	12,610	12,610	12,541
R1	12,570	12,570	12,536	12,560
PP	12,550	12,550	12,550	12,545
S1	12,510	12,510	12,525	12,500
S2	12,490	12,490	12,519
S3	12,430	12,450	12,514
S4	12,370	12,390	12,497

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,450	13,320	12,712
R3	13,120	12,990	12,621
R2	12,790	12,790	12,591
R1	12,660	12,660	12,560	12,725
PP	12,460	12,460	12,460	12,493
S1	12,330	12,330	12,500	12,395
S2	12,130	12,130	12,470
S3	11,800	12,000	12,439
S4	11,470	11,670	12,349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,590	12,260	330	2.6%	42	0.3%	82%	True	False	5
10	12,590	11,770	820	6.5%	38	0.3%	93%	True	False	10
20	12,590	11,110	1,480	11.8%	118	0.9%	96%	True	False	15

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,845
2.618	12,747
1.618	12,687
1.000	12,650
0.618	12,627
HIGH	12,590
0.618	12,567
0.500	12,560
0.382	12,553
LOW	12,530
0.618	12,493
1.000	12,470
1.618	12,433
2.618	12,373
4.250	12,275

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	12,560	12,522
PP	12,550	12,513
S1	12,540	12,505

Download as Excel Spreadsheet

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

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