NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 14,030 13,675 -355 -2.5% 14,250
High 14,115 13,760 -355 -2.5% 14,790
Low 13,620 13,130 -490 -3.6% 13,620
Close 13,630 13,335 -295 -2.2% 13,630
Range 495 630 135 27.3% 1,170
ATR 429 443 14 3.4% 0
Volume 1,567 4,026 2,459 156.9% 6,158
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,298 14,947 13,682
R3 14,668 14,317 13,508
R2 14,038 14,038 13,451
R1 13,687 13,687 13,393 13,548
PP 13,408 13,408 13,408 13,339
S1 13,057 13,057 13,277 12,918
S2 12,778 12,778 13,220
S3 12,148 12,427 13,162
S4 11,518 11,797 12,989
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 14,790 13,130 1,660 12.4% 645 4.8% 12% False True 2,036
10 16,120 13,130 2,990 22.4% 631 4.7% 7% False True 1,177
20 16,120 13,130 2,990 22.4% 411 3.1% 7% False True 641
40 16,120 13,100 3,020 22.6% 300 2.2% 8% False False 379
60 16,120 12,015 4,105 30.8% 248 1.9% 32% False False 255
80 16,120 11,060 5,060 37.9% 227 1.7% 45% False False 195
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 120
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 16,438
2.618 15,409
1.618 14,779
1.000 14,390
0.618 14,149
HIGH 13,760
0.618 13,519
0.500 13,445
0.382 13,371
LOW 13,130
0.618 12,741
1.000 12,500
1.618 12,111
2.618 11,481
4.250 10,453
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 13,445 13,678
PP 13,408 13,563
S1 13,372 13,449

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

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