NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	14,420	14,575	155	1.1%	13,830
High	14,615	14,685	70	0.5%	14,575
Low	14,305	14,355	50	0.3%	13,695
Close	14,530	14,430	-100	-0.7%	14,545
Range	310	330	20	6.5%	880
ATR	512	499	-13	-2.5%	0
Volume	15,629	17,873	2,244	14.4%	77,967

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,480	15,285	14,612
R3	15,150	14,955	14,521
R2	14,820	14,820	14,491
R1	14,625	14,625	14,460	14,558
PP	14,490	14,490	14,490	14,456
S1	14,295	14,295	14,400	14,228
S2	14,160	14,160	14,370
S3	13,830	13,965	14,339
S4	13,500	13,635	14,249

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,912	16,608	15,029
R3	16,032	15,728	14,787
R2	15,152	15,152	14,706
R1	14,848	14,848	14,626	15,000
PP	14,272	14,272	14,272	14,348
S1	13,968	13,968	14,464	14,120
S2	13,392	13,392	14,384
S3	12,512	13,088	14,303
S4	11,632	12,208	14,061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,685	13,905	780	5.4%	425	2.9%	67%	True	False	18,609
10	14,685	12,890	1,795	12.4%	453	3.1%	86%	True	False	18,500
20	14,685	12,525	2,160	15.0%	516	3.6%	88%	True	False	23,483
40	16,120	12,420	3,700	25.6%	552	3.8%	54%	False	False	14,264
60	16,120	12,420	3,700	25.6%	421	2.9%	54%	False	False	9,550
80	16,120	12,015	4,105	28.4%	366	2.5%	59%	False	False	7,167
100	16,120	11,110	5,010	34.7%	316	2.2%	66%	False	False	5,736

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,088
2.618	15,549
1.618	15,219
1.000	15,015
0.618	14,889
HIGH	14,685
0.618	14,559
0.500	14,520
0.382	14,481
LOW	14,355
0.618	14,151
1.000	14,025
1.618	13,821
2.618	13,491
4.250	12,953

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	14,520	14,443
PP	14,490	14,438
S1	14,460	14,434

Download as Excel Spreadsheet

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

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