NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 10,335 10,350 15 0.1% 9,820
High 10,390 10,460 70 0.7% 10,220
Low 10,320 10,335 15 0.1% 9,785
Close 10,355 10,435 80 0.8% 10,115
Range 70 125 55 78.6% 435
ATR 134 133 -1 -0.5% 0
Volume 2,841 6,603 3,762 132.4% 66,576
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,785 10,735 10,504
R3 10,660 10,610 10,470
R2 10,535 10,535 10,458
R1 10,485 10,485 10,447 10,510
PP 10,410 10,410 10,410 10,423
S1 10,360 10,360 10,424 10,385
S2 10,285 10,285 10,412
S3 10,160 10,235 10,401
S4 10,035 10,110 10,366
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 10,460 9,940 520 5.0% 142 1.4% 95% True False 5,553
10 10,460 9,680 780 7.5% 153 1.5% 97% True False 9,296
20 10,460 9,410 1,050 10.1% 122 1.2% 98% True False 7,653
40 10,460 8,710 1,750 16.8% 84 0.8% 99% True False 3,834
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,991
2.618 10,787
1.618 10,662
1.000 10,585
0.618 10,537
HIGH 10,460
0.618 10,412
0.500 10,398
0.382 10,383
LOW 10,335
0.618 10,258
1.000 10,210
1.618 10,133
2.618 10,008
4.250 9,804
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 10,423 10,381
PP 10,410 10,327
S1 10,398 10,273

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

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