NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 13,275 12,950 -325 -2.4% 12,660
High 13,420 13,585 165 1.2% 13,605
Low 12,880 12,815 -65 -0.5% 12,660
Close 12,930 13,460 530 4.1% 13,460
Range 540 770 230 42.6% 945
ATR 544 560 16 3.0% 0
Volume 31,506 26,181 -5,325 -16.9% 131,830
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,597 15,298 13,884
R3 14,827 14,528 13,672
R2 14,057 14,057 13,601
R1 13,758 13,758 13,531 13,908
PP 13,287 13,287 13,287 13,361
S1 12,988 12,988 13,390 13,138
S2 12,517 12,517 13,319
S3 11,747 12,218 13,248
S4 10,977 11,448 13,037
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 16,077 15,713 13,980
R3 15,132 14,768 13,720
R2 14,187 14,187 13,633
R1 13,823 13,823 13,547 14,005
PP 13,242 13,242 13,242 13,333
S1 12,878 12,878 13,374 13,060
S2 12,297 12,297 13,287
S3 11,352 11,933 13,200
S4 10,407 10,988 12,940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,605 12,660 945 7.0% 553 4.1% 85% False False 26,366
10 13,895 12,525 1,370 10.2% 585 4.3% 68% False False 30,592
20 15,125 12,420 2,705 20.1% 663 4.9% 38% False False 16,803
40 16,120 12,420 3,700 27.5% 452 3.4% 28% False False 8,452
60 16,120 12,015 4,105 30.5% 386 2.9% 35% False False 5,673
80 16,120 11,500 4,620 34.3% 299 2.2% 42% False False 4,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 86
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 16,858
2.618 15,601
1.618 14,831
1.000 14,355
0.618 14,061
HIGH 13,585
0.618 13,291
0.500 13,200
0.382 13,109
LOW 12,815
0.618 12,339
1.000 12,045
1.618 11,569
2.618 10,799
4.250 9,543
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 13,373 13,377
PP 13,287 13,293
S1 13,200 13,210

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

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