NIKKEI 225 Index Future (Globex) March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	15,730	15,890	160	1.0%	16,095
High	15,895	15,980	85	0.5%	16,205
Low	15,680	15,635	-45	-0.3%	15,760
Close	15,880	15,685	-195	-1.2%	15,885
Range	215	345	130	60.5%	445
ATR	279	284	5	1.7%	0
Volume	11,949	12,227	278	2.3%	70,305

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,802	16,588	15,875
R3	16,457	16,243	15,780
R2	16,112	16,112	15,748
R1	15,898	15,898	15,717	15,833
PP	15,767	15,767	15,767	15,734
S1	15,553	15,553	15,654	15,488
S2	15,422	15,422	15,622
S3	15,077	15,208	15,590
S4	14,732	14,863	15,495

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	17,285	17,030	16,130
R3	16,840	16,585	16,008
R2	16,395	16,395	15,967
R1	16,140	16,140	15,926	16,045
PP	15,950	15,950	15,950	15,903
S1	15,695	15,695	15,844	15,600
S2	15,505	15,505	15,804
S3	15,060	15,250	15,763
S4	14,615	14,805	15,640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,030	15,390	640	4.1%	330	2.1%	46%	False	False	14,914
10	16,205	15,390	815	5.2%	296	1.9%	36%	False	False	13,647
20	16,450	15,325	1,125	7.2%	284	1.8%	32%	False	False	10,694
40	16,450	15,165	1,285	8.2%	272	1.7%	40%	False	False	8,898
60	16,450	14,070	2,380	15.2%	224	1.4%	68%	False	False	5,937
80	16,450	13,905	2,545	16.2%	192	1.2%	70%	False	False	4,454
100	16,450	13,330	3,120	19.9%	157	1.0%	75%	False	False	3,563
120	16,450	13,330	3,120	19.9%	134	0.9%	75%	False	False	2,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,446
2.618	16,883
1.618	16,538
1.000	16,325
0.618	16,193
HIGH	15,980
0.618	15,848
0.500	15,808
0.382	15,767
LOW	15,635
0.618	15,422
1.000	15,290
1.618	15,077
2.618	14,732
4.250	14,169

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	15,808	15,685
PP	15,767	15,685
S1	15,726	15,685

Download as Excel Spreadsheet

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

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