NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 14,585 14,470 -115 -0.8% 13,395
High 14,585 14,470 -115 -0.8% 14,180
Low 14,370 14,195 -175 -1.2% 13,330
Close 14,470 14,330 -140 -1.0% 13,845
Range 215 275 60 27.9% 850
ATR 365 358 -6 -1.8% 0
Volume 26,251 5,322 -20,929 -79.7% 74,253
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,157 15,018 14,481
R3 14,882 14,743 14,406
R2 14,607 14,607 14,381
R1 14,468 14,468 14,355 14,400
PP 14,332 14,332 14,332 14,298
S1 14,193 14,193 14,305 14,125
S2 14,057 14,057 14,280
S3 13,782 13,918 14,255
S4 13,507 13,643 14,179
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,335 15,940 14,313
R3 15,485 15,090 14,079
R2 14,635 14,635 14,001
R1 14,240 14,240 13,923 14,438
PP 13,785 13,785 13,785 13,884
S1 13,390 13,390 13,767 13,588
S2 12,935 12,935 13,689
S3 12,085 12,540 13,611
S4 11,235 11,690 13,378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,605 13,700 905 6.3% 344 2.4% 70% False False 25,040
10 14,605 13,260 1,345 9.4% 359 2.5% 80% False False 19,971
20 14,605 13,180 1,425 9.9% 345 2.4% 81% False False 17,274
40 15,060 13,180 1,880 13.1% 375 2.6% 61% False False 16,765
60 15,060 12,815 2,245 15.7% 397 2.8% 67% False False 17,354
80 16,120 12,420 3,700 25.8% 466 3.3% 52% False False 16,205
100 16,120 12,420 3,700 25.8% 407 2.8% 52% False False 12,979
120 16,120 12,015 4,105 28.6% 378 2.6% 56% False False 10,834
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,639
2.618 15,190
1.618 14,915
1.000 14,745
0.618 14,640
HIGH 14,470
0.618 14,365
0.500 14,333
0.382 14,300
LOW 14,195
0.618 14,025
1.000 13,920
1.618 13,750
2.618 13,475
4.250 13,026
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 14,333 14,400
PP 14,332 14,377
S1 14,331 14,353

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

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