NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 18-Jul-2013

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	14,600	14,760	160	1.1%	14,590
High	14,775	15,060	285	1.9%	14,725
Low	14,535	14,720	185	1.3%	14,200
Close	14,740	15,040	300	2.0%	14,620
Range	240	340	100	41.7%	525
ATR	432	425	-7	-1.5%	0
Volume	10,187	9,556	-631	-6.2%	77,828

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,960	15,840	15,227
R3	15,620	15,500	15,134
R2	15,280	15,280	15,102
R1	15,160	15,160	15,071	15,220
PP	14,940	14,940	14,940	14,970
S1	14,820	14,820	15,009	14,880
S2	14,600	14,600	14,978
S3	14,260	14,480	14,947
S4	13,920	14,140	14,853

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,090	15,880	14,909
R3	15,565	15,355	14,765
R2	15,040	15,040	14,716
R1	14,830	14,830	14,668	14,935
PP	14,515	14,515	14,515	14,568
S1	14,305	14,305	14,572	14,410
S2	13,990	13,990	14,524
S3	13,465	13,780	14,476
S4	12,940	13,255	14,331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,060	14,510	550	3.7%	282	1.9%	96%	True	False	9,566
10	15,060	14,060	1,000	6.6%	335	2.2%	98%	True	False	13,785
20	15,060	12,815	2,245	14.9%	438	2.9%	99%	True	False	17,817
40	16,120	12,420	3,700	24.6%	562	3.7%	71%	False	False	15,878
60	16,120	12,420	3,700	24.6%	430	2.9%	71%	False	False	10,614
80	16,120	12,015	4,105	27.3%	384	2.6%	74%	False	False	7,987
100	16,120	11,265	4,855	32.3%	316	2.1%	78%	False	False	6,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	75
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,505
2.618	15,950
1.618	15,610
1.000	15,400
0.618	15,270
HIGH	15,060
0.618	14,930
0.500	14,890
0.382	14,850
LOW	14,720
0.618	14,510
1.000	14,380
1.618	14,170
2.618	13,830
4.250	13,275

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	14,990	14,955
PP	14,940	14,870
S1	14,890	14,785

Download as Excel Spreadsheet

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

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