NIKKEI 225 Index Future (Globex) March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	14,570	14,815	245	1.7%	14,425
High	14,920	15,055	135	0.9%	14,920
Low	14,540	14,660	120	0.8%	14,210
Close	14,800	14,955	155	1.0%	14,800
Range	380	395	15	3.9%	710
ATR	378	379	1	0.3%	0
Volume	11,919	13,570	1,651	13.9%	70,961

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,075	15,910	15,172
R3	15,680	15,515	15,064
R2	15,285	15,285	15,028
R1	15,120	15,120	14,991	15,203
PP	14,890	14,890	14,890	14,931
S1	14,725	14,725	14,919	14,808
S2	14,495	14,495	14,883
S3	14,100	14,330	14,847
S4	13,705	13,935	14,738

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,773	16,497	15,191
R3	16,063	15,787	14,995
R2	15,353	15,353	14,930
R1	15,077	15,077	14,865	15,215
PP	14,643	14,643	14,643	14,713
S1	14,367	14,367	14,735	14,505
S2	13,933	13,933	14,670
S3	13,223	13,657	14,605
S4	12,513	12,947	14,410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,055	14,210	845	5.7%	401	2.7%	88%	True	False	16,906
10	15,055	14,210	845	5.7%	368	2.5%	88%	True	False	17,380
20	15,400	13,945	1,455	9.7%	401	2.7%	69%	False	False	21,598
40	16,450	13,945	2,505	16.8%	357	2.4%	40%	False	False	17,776
60	16,450	13,945	2,505	16.8%	335	2.2%	40%	False	False	14,975
80	16,450	13,945	2,505	16.8%	288	1.9%	40%	False	False	11,241
100	16,450	13,905	2,545	17.0%	251	1.7%	41%	False	False	8,994
120	16,450	13,905	2,545	17.0%	215	1.4%	41%	False	False	7,496

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	69
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,734
2.618	16,089
1.618	15,694
1.000	15,450
0.618	15,299
HIGH	15,055
0.618	14,904
0.500	14,858
0.382	14,811
LOW	14,660
0.618	14,416
1.000	14,265
1.618	14,021
2.618	13,626
4.250	12,981

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	14,923	14,877
PP	14,890	14,798
S1	14,858	14,720

Download as Excel Spreadsheet

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

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