NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 14,905 14,250 -655 -4.4% 15,400
High 15,125 14,790 -335 -2.2% 16,120
Low 14,130 13,825 -305 -2.2% 14,130
Close 14,425 14,535 110 0.8% 14,425
Range 995 965 -30 -3.0% 1,990
ATR 358 401 43 12.1% 0
Volume 759 703 -56 -7.4% 1,593
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 17,278 16,872 15,066
R3 16,313 15,907 14,801
R2 15,348 15,348 14,712
R1 14,942 14,942 14,624 15,145
PP 14,383 14,383 14,383 14,485
S1 13,977 13,977 14,447 14,180
S2 13,418 13,418 14,358
S3 12,453 13,012 14,270
S4 11,488 12,047 14,004
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 20,862 19,633 15,520
R3 18,872 17,643 14,972
R2 16,882 16,882 14,790
R1 15,653 15,653 14,608 15,273
PP 14,892 14,892 14,892 14,701
S1 13,663 13,663 14,243 13,283
S2 12,902 12,902 14,060
S3 10,912 11,673 13,878
S4 8,922 9,683 13,331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,120 13,825 2,295 15.8% 785 5.4% 31% False True 417
10 16,120 13,825 2,295 15.8% 509 3.5% 31% False True 299
20 16,120 13,800 2,320 16.0% 330 2.3% 32% False False 173
40 16,120 12,015 4,105 28.2% 286 2.0% 61% False False 143
60 16,120 11,770 4,350 29.9% 211 1.4% 64% False False 98
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 88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 18,891
2.618 17,316
1.618 16,351
1.000 15,755
0.618 15,386
HIGH 14,790
0.618 14,421
0.500 14,308
0.382 14,194
LOW 13,825
0.618 13,229
1.000 12,860
1.618 12,264
2.618 11,299
4.250 9,724
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 14,459 14,938
PP 14,383 14,803
S1 14,308 14,669

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

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