NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 14,105 14,030 -75 -0.5% 14,250
High 14,225 14,115 -110 -0.8% 14,790
Low 13,720 13,620 -100 -0.7% 13,620
Close 13,985 13,630 -355 -2.5% 13,630
Range 505 495 -10 -2.0% 1,170
ATR 424 429 5 1.2% 0
Volume 1,728 1,567 -161 -9.3% 6,158
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 15,273 14,947 13,902
R3 14,778 14,452 13,766
R2 14,283 14,283 13,721
R1 13,957 13,957 13,676 13,873
PP 13,788 13,788 13,788 13,746
S1 13,462 13,462 13,585 13,378
S2 13,293 13,293 13,539
S3 12,798 12,967 13,494
S4 12,303 12,472 13,358
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,523 16,747 14,274
R3 16,353 15,577 13,952
R2 15,183 15,183 13,845
R1 14,407 14,407 13,737 14,210
PP 14,013 14,013 14,013 13,915
S1 13,237 13,237 13,523 13,040
S2 12,843 12,843 13,416
S3 11,673 12,067 13,308
S4 10,503 10,897 12,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,125 13,620 1,505 11.0% 718 5.3% 1% False True 1,383
10 16,120 13,620 2,500 18.3% 603 4.4% 0% False True 793
20 16,120 13,620 2,500 18.3% 395 2.9% 0% False True 443
40 16,120 12,970 3,150 23.1% 293 2.1% 21% False False 279
60 16,120 12,015 4,105 30.1% 238 1.7% 39% False False 188
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 112
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 16,219
2.618 15,411
1.618 14,916
1.000 14,610
0.618 14,421
HIGH 14,115
0.618 13,926
0.500 13,868
0.382 13,809
LOW 13,620
0.618 13,314
1.000 13,125
1.618 12,819
2.618 12,324
4.250 11,516
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 13,868 14,118
PP 13,788 13,955
S1 13,709 13,793

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

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