NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 10,350 10,450 100 1.0% 10,085
High 10,460 10,485 25 0.2% 10,485
Low 10,335 10,360 25 0.2% 10,085
Close 10,435 10,375 -60 -0.6% 10,375
Range 125 125 0 0.0% 400
ATR 133 133 -1 -0.4% 0
Volume 6,603 3,482 -3,121 -47.3% 14,076
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,782 10,703 10,444
R3 10,657 10,578 10,410
R2 10,532 10,532 10,398
R1 10,453 10,453 10,387 10,430
PP 10,407 10,407 10,407 10,395
S1 10,328 10,328 10,364 10,305
S2 10,282 10,282 10,352
S3 10,157 10,203 10,341
S4 10,032 10,078 10,306
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 11,515 11,345 10,595
R3 11,115 10,945 10,485
R2 10,715 10,715 10,448
R1 10,545 10,545 10,412 10,630
PP 10,315 10,315 10,315 10,358
S1 10,145 10,145 10,338 10,230
S2 9,915 9,915 10,302
S3 9,515 9,745 10,265
S4 9,115 9,345 10,155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,485 9,940 545 5.3% 134 1.3% 80% True False 3,954
10 10,485 9,705 780 7.5% 153 1.5% 86% True False 8,783
20 10,485 9,410 1,075 10.4% 125 1.2% 90% True False 7,827
40 10,485 8,710 1,775 17.1% 87 0.8% 94% True False 3,921
Crabel Price Patterns
NR False
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 24
Fibonacci Retracements and Extensions
4.250 11,016
2.618 10,812
1.618 10,687
1.000 10,610
0.618 10,562
HIGH 10,485
0.618 10,437
0.500 10,423
0.382 10,408
LOW 10,360
0.618 10,283
1.000 10,235
1.618 10,158
2.618 10,033
4.250 9,829
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 10,423 10,403
PP 10,407 10,393
S1 10,391 10,384

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

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