NIKKEI 225 Index Future (Globex) December 2013

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	14,535	14,555	20	0.1%	14,690
High	14,615	14,555	-60	-0.4%	14,885
Low	14,465	14,350	-115	-0.8%	14,125
Close	14,590	14,465	-125	-0.9%	14,235
Range	150	205	55	36.7%	760
ATR	277	275	-3	-1.0%	0
Volume	9,016	7,936	-1,080	-12.0%	54,281

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,072	14,973	14,578
R3	14,867	14,768	14,522
R2	14,662	14,662	14,503
R1	14,563	14,563	14,484	14,510
PP	14,457	14,457	14,457	14,430
S1	14,358	14,358	14,446	14,305
S2	14,252	14,252	14,428
S3	14,047	14,153	14,409
S4	13,842	13,948	14,352

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,695	16,225	14,653
R3	15,935	15,465	14,444
R2	15,175	15,175	14,374
R1	14,705	14,705	14,305	14,560
PP	14,415	14,415	14,415	14,343
S1	13,945	13,945	14,165	13,800
S2	13,655	13,655	14,096
S3	12,895	13,185	14,026
S4	12,135	12,425	13,817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,615	14,125	490	3.4%	240	1.7%	69%	False	False	8,370
10	14,885	14,125	760	5.3%	245	1.7%	45%	False	False	9,251
20	14,885	13,785	1,100	7.6%	272	1.9%	62%	False	False	11,092
40	14,965	13,775	1,190	8.2%	286	2.0%	58%	False	False	12,748
60	14,965	13,240	1,725	11.9%	278	1.9%	71%	False	False	8,602
80	15,125	13,240	1,885	13.0%	242	1.7%	65%	False	False	6,453
100	15,125	12,715	2,410	16.7%	207	1.4%	73%	False	False	5,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,426
2.618	15,092
1.618	14,887
1.000	14,760
0.618	14,682
HIGH	14,555
0.618	14,477
0.500	14,453
0.382	14,428
LOW	14,350
0.618	14,223
1.000	14,145
1.618	14,018
2.618	13,813
4.250	13,479

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	14,461	14,455
PP	14,457	14,445
S1	14,453	14,435

Download as Excel Spreadsheet

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

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