NIKKEI 225 Index Future (Globex) December 2013

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	15,570	15,440	-130	-0.8%	15,530
High	15,595	15,450	-145	-0.9%	16,050
Low	15,220	15,065	-155	-1.0%	15,380
Close	15,410	15,095	-315	-2.0%	15,710
Range	375	385	10	2.7%	670
ATR	305	311	6	1.9%	0
Volume	21,424	16,444	-4,980	-23.2%	39,421

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,358	16,112	15,307
R3	15,973	15,727	15,201
R2	15,588	15,588	15,166
R1	15,342	15,342	15,130	15,273
PP	15,203	15,203	15,203	15,169
S1	14,957	14,957	15,060	14,888
S2	14,818	14,818	15,025
S3	14,433	14,572	14,989
S4	14,048	14,187	14,883

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	17,723	17,387	16,079
R3	17,053	16,717	15,894
R2	16,383	16,383	15,833
R1	16,047	16,047	15,772	16,215
PP	15,713	15,713	15,713	15,798
S1	15,377	15,377	15,649	15,545
S2	15,043	15,043	15,587
S3	14,373	14,707	15,526
S4	13,703	14,037	15,342

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,860	15,065	795	5.3%	324	2.1%	4%	False	True	14,631
10	16,050	15,065	985	6.5%	338	2.2%	3%	False	True	12,902
20	16,050	13,910	2,140	14.2%	319	2.1%	55%	False	False	14,063
40	16,050	13,910	2,140	14.2%	286	1.9%	55%	False	False	11,802
60	16,050	13,785	2,265	15.0%	290	1.9%	58%	False	False	12,357
80	16,050	13,240	2,810	18.6%	286	1.9%	66%	False	False	10,317
100	16,050	13,240	2,810	18.6%	265	1.8%	66%	False	False	8,256
120	16,050	12,905	3,145	20.8%	231	1.5%	70%	False	False	6,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,086
2.618	16,458
1.618	16,073
1.000	15,835
0.618	15,688
HIGH	15,450
0.618	15,303
0.500	15,258
0.382	15,212
LOW	15,065
0.618	14,827
1.000	14,680
1.618	14,442
2.618	14,057
4.250	13,429

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	15,258	15,440
PP	15,203	15,325
S1	15,149	15,210

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