NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 09-Aug-2013

Day Change Summary
	Previous	Current
	08-Aug-2013	09-Aug-2013	Change	Change %	Previous Week
Open	13,780	13,695	-85	-0.6%	14,370
High	14,070	13,790	-280	-2.0%	14,450
Low	13,420	13,525	105	0.8%	13,420
Close	13,690	13,575	-115	-0.8%	13,575
Range	650	265	-385	-59.2%	1,030
ATR	437	425	-12	-2.8%	0
Volume	34,523	16,628	-17,895	-51.8%	92,072

Daily Pivots for day following 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,425	14,265	13,721
R3	14,160	14,000	13,648
R2	13,895	13,895	13,624
R1	13,735	13,735	13,599	13,683
PP	13,630	13,630	13,630	13,604
S1	13,470	13,470	13,551	13,418
S2	13,365	13,365	13,527
S3	13,100	13,205	13,502
S4	12,835	12,940	13,429

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,905	16,270	14,142
R3	15,875	15,240	13,858
R2	14,845	14,845	13,764
R1	14,210	14,210	13,670	14,013
PP	13,815	13,815	13,815	13,716
S1	13,180	13,180	13,481	12,983
S2	12,785	12,785	13,386
S3	11,755	12,150	13,292
S4	10,725	11,120	13,009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,450	13,420	1,030	7.6%	401	3.0%	15%	False	False	18,414
10	14,565	13,420	1,145	8.4%	423	3.1%	14%	False	False	17,483
20	15,060	13,420	1,640	12.1%	400	2.9%	9%	False	False	15,615
40	15,060	12,620	2,440	18.0%	440	3.2%	39%	False	False	18,499
60	16,120	12,420	3,700	27.3%	503	3.7%	31%	False	False	15,194
80	16,120	12,420	3,700	27.3%	414	3.1%	31%	False	False	11,416
100	16,120	12,015	4,105	30.2%	377	2.8%	38%	False	False	9,146
120	16,120	11,160	4,960	36.5%	330	2.4%	49%	False	False	7,624

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,916
2.618	14,484
1.618	14,219
1.000	14,055
0.618	13,954
HIGH	13,790
0.618	13,689
0.500	13,658
0.382	13,626
LOW	13,525
0.618	13,361
1.000	13,260
1.618	13,096
2.618	12,831
4.250	12,399

Fisher Pivots for day following 09-Aug-2013
Pivot	1 day	3 day
R1	13,658	13,830
PP	13,630	13,745
S1	13,603	13,660

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols