NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 10,085 10,335 250 2.5% 9,820
High 10,180 10,390 210 2.1% 10,220
Low 10,085 10,320 235 2.3% 9,785
Close 10,175 10,355 180 1.8% 10,115
Range 95 70 -25 -26.3% 435
ATR 128 134 6 4.9% 0
Volume 1,150 2,841 1,691 147.0% 66,576
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,565 10,530 10,394
R3 10,495 10,460 10,374
R2 10,425 10,425 10,368
R1 10,390 10,390 10,362 10,408
PP 10,355 10,355 10,355 10,364
S1 10,320 10,320 10,349 10,338
S2 10,285 10,285 10,342
S3 10,215 10,250 10,336
S4 10,145 10,180 10,317
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 11,345 11,165 10,354
R3 10,910 10,730 10,235
R2 10,475 10,475 10,195
R1 10,295 10,295 10,155 10,385
PP 10,040 10,040 10,040 10,085
S1 9,860 9,860 10,075 9,950
S2 9,605 9,605 10,035
S3 9,170 9,425 9,996
S4 8,735 8,990 9,876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,390 9,940 450 4.3% 153 1.5% 92% True False 11,172
10 10,390 9,585 805 7.8% 157 1.5% 96% True False 10,562
20 10,390 9,250 1,140 11.0% 122 1.2% 97% True False 7,324
40 10,390 8,710 1,680 16.2% 81 0.8% 98% True False 3,669
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 21
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,688
2.618 10,573
1.618 10,503
1.000 10,460
0.618 10,433
HIGH 10,390
0.618 10,363
0.500 10,355
0.382 10,347
LOW 10,320
0.618 10,277
1.000 10,250
1.618 10,207
2.618 10,137
4.250 10,023
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 10,355 10,292
PP 10,355 10,228
S1 10,355 10,165

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

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