NIKKEI 225 Index Future (Globex) March 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	15,865	15,975	110	0.7%	16,365
High	16,020	16,190	170	1.1%	16,450
Low	15,810	15,965	155	1.0%	15,915
Close	15,970	16,070	100	0.6%	16,130
Range	210	225	15	7.1%	535
ATR	271	267	-3	-1.2%	0
Volume	16,286	12,950	-3,336	-20.5%	25,516

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,750	16,635	16,194
R3	16,525	16,410	16,132
R2	16,300	16,300	16,111
R1	16,185	16,185	16,091	16,243
PP	16,075	16,075	16,075	16,104
S1	15,960	15,960	16,050	16,018
S2	15,850	15,850	16,029
S3	15,625	15,735	16,008
S4	15,400	15,510	15,946

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,770	17,485	16,424
R3	17,235	16,950	16,277
R2	16,700	16,700	16,228
R1	16,415	16,415	16,179	16,290
PP	16,165	16,165	16,165	16,103
S1	15,880	15,880	16,081	15,755
S2	15,630	15,630	16,032
S3	15,095	15,345	15,983
S4	14,560	14,810	15,836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,325	15,775	550	3.4%	277	1.7%	54%	False	False	11,351
10	16,450	15,775	675	4.2%	250	1.6%	44%	False	False	8,854
20	16,450	15,245	1,205	7.5%	270	1.7%	68%	False	False	11,238
40	16,450	14,390	2,060	12.8%	256	1.6%	82%	False	False	6,763
60	16,450	14,070	2,380	14.8%	197	1.2%	84%	False	False	4,510
80	16,450	13,905	2,545	15.8%	170	1.1%	85%	False	False	3,383
100	16,450	13,330	3,120	19.4%	138	0.9%	88%	False	False	2,707
120	16,450	13,330	3,120	19.4%	118	0.7%	88%	False	False	2,256

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	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,146
2.618	16,779
1.618	16,554
1.000	16,415
0.618	16,329
HIGH	16,190
0.618	16,104
0.500	16,078
0.382	16,051
LOW	15,965
0.618	15,826
1.000	15,740
1.618	15,601
2.618	15,376
4.250	15,009

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	16,078	16,043
PP	16,075	16,017
S1	16,073	15,990

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