NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 13,150 12,660 -490 -3.7% 13,420
High 13,230 13,325 95 0.7% 13,895
Low 12,620 12,660 40 0.3% 12,525
Close 12,665 13,090 425 3.4% 12,665
Range 610 665 55 9.0% 1,370
ATR 561 569 7 1.3% 0
Volume 33,896 29,563 -4,333 -12.8% 174,097
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,020 14,720 13,456
R3 14,355 14,055 13,273
R2 13,690 13,690 13,212
R1 13,390 13,390 13,151 13,540
PP 13,025 13,025 13,025 13,100
S1 12,725 12,725 13,029 12,875
S2 12,360 12,360 12,968
S3 11,695 12,060 12,907
S4 11,030 11,395 12,724
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 17,138 16,272 13,419
R3 15,768 14,902 13,042
R2 14,398 14,398 12,916
R1 13,532 13,532 12,791 13,280
PP 13,028 13,028 13,028 12,903
S1 12,162 12,162 12,540 11,910
S2 11,658 11,658 12,414
S3 10,288 10,792 12,288
S4 8,918 9,422 11,912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,795 12,525 1,270 9.7% 645 4.9% 44% False False 37,543
10 13,895 12,420 1,475 11.3% 693 5.3% 45% False False 22,286
20 16,120 12,420 3,700 28.3% 662 5.1% 18% False False 11,732
40 16,120 12,420 3,700 28.3% 414 3.2% 18% False False 5,908
60 16,120 12,015 4,105 31.4% 354 2.7% 26% False False 3,968
80 16,120 11,160 4,960 37.9% 286 2.2% 39% False False 2,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 110
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 16,151
2.618 15,066
1.618 14,401
1.000 13,990
0.618 13,736
HIGH 13,325
0.618 13,071
0.500 12,993
0.382 12,914
LOW 12,660
0.618 12,249
1.000 11,995
1.618 11,584
2.618 10,919
4.250 9,834
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 13,058 13,035
PP 13,025 12,980
S1 12,993 12,925

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

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