NIKKEI 225 Index Future (Globex) December 2013

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

Day Change Summary
	Previous	Current
	15-Oct-2013	16-Oct-2013	Change	Change %	Previous Week
Open	14,605	14,430	-175	-1.2%	14,190
High	14,620	14,725	105	0.7%	14,600
Low	14,365	14,385	20	0.1%	13,785
Close	14,430	14,705	275	1.9%	14,590
Range	255	340	85	33.3%	815
ATR	305	308	2	0.8%	0
Volume	11,343	9,156	-2,187	-19.3%	78,131

Daily Pivots for day following 16-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,625	15,505	14,892
R3	15,285	15,165	14,799
R2	14,945	14,945	14,767
R1	14,825	14,825	14,736	14,885
PP	14,605	14,605	14,605	14,635
S1	14,485	14,485	14,674	14,545
S2	14,265	14,265	14,643
S3	13,925	14,145	14,612
S4	13,585	13,805	14,518

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	14,725	14,120	605	4.1%	295	2.0%	97%	True	False	11,720
10	14,725	13,785	940	6.4%	300	2.0%	98%	True	False	13,055
20	14,965	13,785	1,180	8.0%	304	2.1%	78%	False	False	13,543
40	14,965	13,240	1,725	11.7%	294	2.0%	85%	False	False	10,284
60	14,965	13,240	1,725	11.7%	265	1.8%	85%	False	False	6,868
80	15,125	13,050	2,075	14.1%	220	1.5%	80%	False	False	5,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,170
2.618	15,615
1.618	15,275
1.000	15,065
0.618	14,935
HIGH	14,725
0.618	14,595
0.500	14,555
0.382	14,515
LOW	14,385
0.618	14,175
1.000	14,045
1.618	13,835
2.618	13,495
4.250	12,940

Fisher Pivots for day following 16-Oct-2013
Pivot	1 day	3 day
R1	14,655	14,646
PP	14,605	14,587
S1	14,555	14,528

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