NIKKEI 225 Index Future (Globex) June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	15,160	15,020	-140	-0.9%	14,705
High	15,185	15,075	-110	-0.7%	15,210
Low	14,910	14,905	-5	0.0%	14,705
Close	15,020	14,945	-75	-0.5%	15,205
Range	275	170	-105	-38.2%	505
ATR	215	212	-3	-1.5%	0
Volume	51,410	28,059	-23,351	-45.4%	76,589

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	15,485	15,385	15,039
R3	15,315	15,215	14,992
R2	15,145	15,145	14,976
R1	15,045	15,045	14,961	15,010
PP	14,975	14,975	14,975	14,958
S1	14,875	14,875	14,930	14,840
S2	14,805	14,805	14,914
S3	14,635	14,705	14,898
S4	14,465	14,535	14,852

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,555	16,385	15,483
R3	16,050	15,880	15,344
R2	15,545	15,545	15,298
R1	15,375	15,375	15,251	15,460
PP	15,040	15,040	15,040	15,083
S1	14,870	14,870	15,159	14,955
S2	14,535	14,535	15,113
S3	14,030	14,365	15,066
S4	13,525	13,860	14,927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,215	14,905	310	2.1%	176	1.2%	13%	False	True	26,150
10	15,215	14,580	635	4.2%	193	1.3%	57%	False	False	19,620
20	15,215	13,910	1,305	8.7%	218	1.5%	79%	False	False	17,926
40	15,215	13,910	1,305	8.7%	217	1.5%	79%	False	False	15,147
60	15,230	13,860	1,370	9.2%	244	1.6%	79%	False	False	16,042
80	15,440	13,860	1,580	10.6%	261	1.7%	69%	False	False	14,029
100	15,980	13,860	2,120	14.2%	257	1.7%	51%	False	False	11,229
120	16,450	13,860	2,590	17.3%	223	1.5%	42%	False	False	9,359

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,798
2.618	15,520
1.618	15,350
1.000	15,245
0.618	15,180
HIGH	15,075
0.618	15,010
0.500	14,990
0.382	14,970
LOW	14,905
0.618	14,800
1.000	14,735
1.618	14,630
2.618	14,460
4.250	14,183

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	14,990	15,060
PP	14,975	15,022
S1	14,960	14,983

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