NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	13,895	13,560	-335	-2.4%	13,570
High	14,015	13,760	-255	-1.8%	14,085
Low	13,505	13,540	35	0.3%	13,440
Close	13,540	13,645	105	0.8%	13,645
Range	510	220	-290	-56.9%	645
ATR	411	397	-14	-3.3%	0
Volume	19,644	9,808	-9,836	-50.1%	69,412

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,308	14,197	13,766
R3	14,088	13,977	13,706
R2	13,868	13,868	13,685
R1	13,757	13,757	13,665	13,813
PP	13,648	13,648	13,648	13,676
S1	13,537	13,537	13,625	13,593
S2	13,428	13,428	13,605
S3	13,208	13,317	13,585
S4	12,988	13,097	13,524

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,658	15,297	14,000
R3	15,013	14,652	13,823
R2	14,368	14,368	13,763
R1	14,007	14,007	13,704	14,188
PP	13,723	13,723	13,723	13,814
S1	13,362	13,362	13,586	13,543
S2	13,078	13,078	13,527
S3	12,433	12,717	13,468
S4	11,788	12,072	13,290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,085	13,440	645	4.7%	336	2.5%	32%	False	False	13,882
10	14,450	13,420	1,030	7.5%	369	2.7%	22%	False	False	16,148
20	15,010	13,420	1,590	11.7%	396	2.9%	14%	False	False	16,356
40	15,060	12,815	2,245	16.5%	417	3.1%	37%	False	False	16,746
60	16,050	12,420	3,630	26.6%	508	3.7%	34%	False	False	16,332
80	16,120	12,420	3,700	27.1%	426	3.1%	33%	False	False	12,272
100	16,120	12,015	4,105	30.1%	392	2.9%	40%	False	False	9,840
120	16,120	11,435	4,685	34.3%	332	2.4%	47%	False	False	8,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	99
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	14,695
2.618	14,336
1.618	14,116
1.000	13,980
0.618	13,896
HIGH	13,760
0.618	13,676
0.500	13,650
0.382	13,624
LOW	13,540
0.618	13,404
1.000	13,320
1.618	13,184
2.618	12,964
4.250	12,605

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	13,650	13,795
PP	13,648	13,745
S1	13,647	13,695

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