NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 15,005 15,320 315 2.1% 14,805
High 15,425 15,425 0 0.0% 15,425
Low 14,945 15,275 330 2.2% 14,770
Close 15,380 15,340 -40 -0.3% 15,380
Range 480 150 -330 -68.8% 655
ATR 278 269 -9 -3.3% 0
Volume 14,694 11,949 -2,745 -18.7% 63,622
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 15,797 15,718 15,423
R3 15,647 15,568 15,381
R2 15,497 15,497 15,368
R1 15,418 15,418 15,354 15,458
PP 15,347 15,347 15,347 15,366
S1 15,268 15,268 15,326 15,308
S2 15,197 15,197 15,313
S3 15,047 15,118 15,299
S4 14,897 14,968 15,258
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 17,157 16,923 15,740
R3 16,502 16,268 15,560
R2 15,847 15,847 15,500
R1 15,613 15,613 15,440 15,730
PP 15,192 15,192 15,192 15,250
S1 14,958 14,958 15,320 15,075
S2 14,537 14,537 15,260
S3 13,882 14,303 15,200
S4 13,227 13,648 15,020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,425 14,800 625 4.1% 297 1.9% 86% True False 12,953
10 15,425 14,105 1,320 8.6% 282 1.8% 94% True False 12,976
20 15,425 13,535 1,890 12.3% 248 1.6% 96% True False 11,316
40 15,425 11,870 3,555 23.2% 291 1.9% 98% True False 14,661
60 15,425 11,125 4,300 28.0% 273 1.8% 98% True False 14,019
80 15,425 10,750 4,675 30.5% 243 1.6% 98% True False 10,649
100 15,425 10,300 5,125 33.4% 217 1.4% 98% True False 8,521
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 71
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 16,063
2.618 15,818
1.618 15,668
1.000 15,575
0.618 15,518
HIGH 15,425
0.618 15,368
0.500 15,350
0.382 15,332
LOW 15,275
0.618 15,182
1.000 15,125
1.618 15,032
2.618 14,882
4.250 14,638
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 15,350 15,285
PP 15,347 15,230
S1 15,343 15,175

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

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