NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 13,420 13,755 335 2.5% 13,675
High 13,895 13,795 -100 -0.7% 13,890
Low 13,370 13,080 -290 -2.2% 12,420
Close 13,735 13,165 -570 -4.1% 13,385
Range 525 715 190 36.2% 1,470
ATR 535 548 13 2.4% 0
Volume 15,944 53,289 37,345 234.2% 23,232
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,492 15,043 13,558
R3 14,777 14,328 13,362
R2 14,062 14,062 13,296
R1 13,613 13,613 13,231 13,480
PP 13,347 13,347 13,347 13,280
S1 12,898 12,898 13,100 12,765
S2 12,632 12,632 13,034
S3 11,917 12,183 12,969
S4 11,202 11,468 12,772
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 17,642 16,983 14,194
R3 16,172 15,513 13,789
R2 14,702 14,702 13,655
R1 14,043 14,043 13,520 13,638
PP 13,232 13,232 13,232 13,029
S1 12,573 12,573 13,250 12,168
S2 11,762 11,762 13,116
S3 10,292 11,103 12,981
S4 8,822 9,633 12,577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,895 12,420 1,475 11.2% 777 5.9% 51% False False 17,312
10 14,615 12,420 2,195 16.7% 668 5.1% 34% False False 9,792
20 16,120 12,420 3,700 28.1% 588 4.5% 20% False False 5,045
40 16,120 12,420 3,700 28.1% 374 2.8% 20% False False 2,584
60 16,120 12,015 4,105 31.2% 316 2.4% 28% False False 1,728
80 16,120 11,110 5,010 38.1% 266 2.0% 41% False False 1,300
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 121
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,834
2.618 15,667
1.618 14,952
1.000 14,510
0.618 14,237
HIGH 13,795
0.618 13,522
0.500 13,438
0.382 13,353
LOW 13,080
0.618 12,638
1.000 12,365
1.618 11,923
2.618 11,208
4.250 10,041
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 13,438 13,288
PP 13,347 13,247
S1 13,256 13,206

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

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