NIKKEI 225 Index Future (Globex) June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	15,020	15,000	-20	-0.1%	14,705
High	15,075	15,050	-25	-0.2%	15,210
Low	14,905	14,805	-100	-0.7%	14,705
Close	14,945	14,855	-90	-0.6%	15,205
Range	170	245	75	44.1%	505
ATR	212	214	2	1.1%	0
Volume	28,059	6,756	-21,303	-75.9%	76,589

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	15,638	15,492	14,990
R3	15,393	15,247	14,923
R2	15,148	15,148	14,900
R1	15,002	15,002	14,878	14,953
PP	14,903	14,903	14,903	14,879
S1	14,757	14,757	14,833	14,708
S2	14,658	14,658	14,810
S3	14,413	14,512	14,788
S4	14,168	14,267	14,720

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	14,805	410	2.8%	195	1.3%	12%	False	True	23,439
10	15,215	14,590	625	4.2%	199	1.3%	42%	False	False	19,271
20	15,215	13,910	1,305	8.8%	219	1.5%	72%	False	False	17,802
40	15,215	13,910	1,305	8.8%	216	1.5%	72%	False	False	14,852
60	15,230	13,860	1,370	9.2%	244	1.6%	73%	False	False	15,805
80	15,440	13,860	1,580	10.6%	257	1.7%	63%	False	False	14,112
100	15,980	13,860	2,120	14.3%	259	1.7%	47%	False	False	11,296
120	16,450	13,860	2,590	17.4%	222	1.5%	38%	False	False	9,415

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	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,091
2.618	15,692
1.618	15,447
1.000	15,295
0.618	15,202
HIGH	15,050
0.618	14,957
0.500	14,928
0.382	14,899
LOW	14,805
0.618	14,654
1.000	14,560
1.618	14,409
2.618	14,164
4.250	13,764

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	14,928	14,995
PP	14,903	14,948
S1	14,879	14,902

Download as Excel Spreadsheet

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

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