NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 9,250 9,345 95 1.0% 9,150
High 9,345 9,450 105 1.1% 9,450
Low 9,195 9,345 150 1.6% 9,120
Close 9,335 9,435 100 1.1% 9,435
Range 150 105 -45 -30.0% 330
ATR 80 82 3 3.1% 0
Volume 14 77 63 450.0% 113
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,725 9,685 9,493
R3 9,620 9,580 9,464
R2 9,515 9,515 9,454
R1 9,475 9,475 9,445 9,495
PP 9,410 9,410 9,410 9,420
S1 9,370 9,370 9,426 9,390
S2 9,305 9,305 9,416
S3 9,200 9,265 9,406
S4 9,095 9,160 9,377
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 10,325 10,210 9,617
R3 9,995 9,880 9,526
R2 9,665 9,665 9,496
R1 9,550 9,550 9,465 9,608
PP 9,335 9,335 9,335 9,364
S1 9,220 9,220 9,405 9,278
S2 9,005 9,005 9,375
S3 8,675 8,890 9,344
S4 8,345 8,560 9,254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,450 9,035 415 4.4% 93 1.0% 96% True False 23
10 9,450 8,710 740 7.8% 58 0.6% 98% True False 12
20 9,450 8,710 740 7.8% 29 0.3% 98% True False 12
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 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,896
2.618 9,725
1.618 9,620
1.000 9,555
0.618 9,515
HIGH 9,450
0.618 9,410
0.500 9,398
0.382 9,385
LOW 9,345
0.618 9,280
1.000 9,240
1.618 9,175
2.618 9,070
4.250 8,899
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 9,423 9,385
PP 9,410 9,335
S1 9,398 9,285

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

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