NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 14,550 14,105 -445 -3.1% 15,400
High 14,615 14,225 -390 -2.7% 16,120
Low 13,985 13,720 -265 -1.9% 14,130
Close 14,150 13,985 -165 -1.2% 14,425
Range 630 505 -125 -19.8% 1,990
ATR 417 424 6 1.5% 0
Volume 2,160 1,728 -432 -20.0% 1,593
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 15,492 15,243 14,263
R3 14,987 14,738 14,124
R2 14,482 14,482 14,078
R1 14,233 14,233 14,031 14,105
PP 13,977 13,977 13,977 13,913
S1 13,728 13,728 13,939 13,600
S2 13,472 13,472 13,893
S3 12,967 13,223 13,846
S4 12,462 12,718 13,707
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 20,862 19,633 15,520
R3 18,872 17,643 14,972
R2 16,882 16,882 14,790
R1 15,653 15,653 14,608 15,273
PP 14,892 14,892 14,892 14,701
S1 13,663 13,663 14,243 13,283
S2 12,902 12,902 14,060
S3 10,912 11,673 13,878
S4 8,922 9,683 13,331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,050 13,720 2,330 16.7% 876 6.3% 11% False True 1,108
10 16,120 13,720 2,400 17.2% 576 4.1% 11% False True 666
20 16,120 13,720 2,400 17.2% 382 2.7% 11% False True 365
40 16,120 12,270 3,850 27.5% 302 2.2% 45% False False 240
60 16,120 12,015 4,105 29.4% 230 1.6% 48% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 106
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16,371
2.618 15,547
1.618 15,042
1.000 14,730
0.618 14,537
HIGH 14,225
0.618 14,032
0.500 13,973
0.382 13,913
LOW 13,720
0.618 13,408
1.000 13,215
1.618 12,903
2.618 12,398
4.250 11,574
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 13,981 14,255
PP 13,977 14,165
S1 13,973 14,075

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

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