NIKKEI 225 Index Future (Globex) December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	14,420	14,605	185	1.3%	14,190
High	14,605	14,620	15	0.1%	14,600
Low	14,330	14,365	35	0.2%	13,785
Close	14,585	14,430	-155	-1.1%	14,590
Range	275	255	-20	-7.3%	815
ATR	309	305	-4	-1.2%	0
Volume	6,110	11,343	5,233	85.6%	78,131

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,237	15,088	14,570
R3	14,982	14,833	14,500
R2	14,727	14,727	14,477
R1	14,578	14,578	14,454	14,525
PP	14,472	14,472	14,472	14,445
S1	14,323	14,323	14,407	14,270
S2	14,217	14,217	14,383
S3	13,962	14,068	14,360
S4	13,707	13,813	14,290

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,770	16,495	15,038
R3	15,955	15,680	14,814
R2	15,140	15,140	14,740
R1	14,865	14,865	14,665	15,003
PP	14,325	14,325	14,325	14,394
S1	14,050	14,050	14,515	14,188
S2	13,510	13,510	14,441
S3	12,695	13,235	14,366
S4	11,880	12,420	14,142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,620	13,790	830	5.8%	308	2.1%	77%	True	False	12,951
10	14,670	13,785	885	6.1%	322	2.2%	73%	False	False	14,286
20	14,965	13,785	1,180	8.2%	307	2.1%	55%	False	False	14,182
40	14,965	13,240	1,725	12.0%	294	2.0%	69%	False	False	10,062
60	14,965	13,240	1,725	12.0%	261	1.8%	69%	False	False	6,715
80	15,125	13,050	2,075	14.4%	215	1.5%	67%	False	False	5,037

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,704
2.618	15,288
1.618	15,033
1.000	14,875
0.618	14,778
HIGH	14,620
0.618	14,523
0.500	14,493
0.382	14,463
LOW	14,365
0.618	14,208
1.000	14,110
1.618	13,953
2.618	13,698
4.250	13,281

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	14,493	14,475
PP	14,472	14,460
S1	14,451	14,445

Download as Excel Spreadsheet

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

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