NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 13,710 13,045 -665 -4.9% 14,250
High 13,890 13,405 -485 -3.5% 14,790
Low 13,020 12,420 -600 -4.6% 13,620
Close 13,070 12,850 -220 -1.7% 13,630
Range 870 985 115 13.2% 1,170
ATR 480 516 36 7.5% 0
Volume 2,498 8,661 6,163 246.7% 6,158
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,847 15,333 13,392
R3 14,862 14,348 13,121
R2 13,877 13,877 13,031
R1 13,363 13,363 12,940 13,128
PP 12,892 12,892 12,892 12,774
S1 12,378 12,378 12,760 12,143
S2 11,907 11,907 12,670
S3 10,922 11,393 12,579
S4 9,937 10,408 12,308
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,523 16,747 14,274
R3 16,353 15,577 13,952
R2 15,183 15,183 13,845
R1 14,407 14,407 13,737 14,210
PP 14,013 14,013 14,013 13,915
S1 13,237 13,237 13,523 13,040
S2 12,843 12,843 13,416
S3 11,673 12,067 13,308
S4 10,503 10,897 12,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,115 12,420 1,695 13.2% 703 5.5% 25% False True 3,725
10 16,050 12,420 3,630 28.2% 790 6.1% 12% False True 2,416
20 16,120 12,420 3,700 28.8% 516 4.0% 12% False True 1,282
40 16,120 12,420 3,700 28.8% 340 2.6% 12% False True 701
60 16,120 12,015 4,105 31.9% 283 2.2% 20% False False 472
80 16,120 11,110 5,010 39.0% 250 1.9% 35% False False 358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 175
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 17,591
2.618 15,984
1.618 14,999
1.000 14,390
0.618 14,014
HIGH 13,405
0.618 13,029
0.500 12,913
0.382 12,796
LOW 12,420
0.618 11,811
1.000 11,435
1.618 10,826
2.618 9,841
4.250 8,234
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 12,913 13,155
PP 12,892 13,053
S1 12,871 12,952

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

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