NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 13,335 13,135 -200 -1.5% 12,660
High 13,360 13,585 225 1.7% 13,605
Low 12,890 13,000 110 0.9% 12,660
Close 13,135 13,525 390 3.0% 13,460
Range 470 585 115 24.5% 945
ATR 557 559 2 0.4% 0
Volume 21,526 18,800 -2,726 -12.7% 131,830
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,125 14,910 13,847
R3 14,540 14,325 13,686
R2 13,955 13,955 13,632
R1 13,740 13,740 13,579 13,848
PP 13,370 13,370 13,370 13,424
S1 13,155 13,155 13,472 13,263
S2 12,785 12,785 13,418
S3 12,200 12,570 13,364
S4 11,615 11,985 13,203
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 13,600 12,815 785 5.8% 600 4.4% 90% False False 22,897
10 13,605 12,620 985 7.3% 561 4.1% 92% False False 25,403
20 14,115 12,420 1,695 12.5% 619 4.6% 65% False False 20,951
40 16,120 12,420 3,700 27.4% 501 3.7% 30% False False 10,658
60 16,120 12,270 3,850 28.5% 408 3.0% 33% False False 7,144
80 16,120 12,015 4,105 30.4% 327 2.4% 37% False False 5,359
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 109
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 16,071
2.618 15,117
1.618 14,532
1.000 14,170
0.618 13,947
HIGH 13,585
0.618 13,362
0.500 13,293
0.382 13,224
LOW 13,000
0.618 12,639
1.000 12,415
1.618 12,054
2.618 11,469
4.250 10,514
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 13,448 13,425
PP 13,370 13,325
S1 13,293 13,225

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

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