NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 10,785 10,875 90 0.8% 10,085
High 10,895 10,905 10 0.1% 10,485
Low 10,570 10,735 165 1.6% 10,085
Close 10,885 10,790 -95 -0.9% 10,375
Range 325 170 -155 -47.7% 400
ATR 153 154 1 0.8% 0
Volume 7,826 6,931 -895 -11.4% 14,076
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,320 11,225 10,884
R3 11,150 11,055 10,837
R2 10,980 10,980 10,821
R1 10,885 10,885 10,806 10,848
PP 10,810 10,810 10,810 10,791
S1 10,715 10,715 10,775 10,678
S2 10,640 10,640 10,759
S3 10,470 10,545 10,743
S4 10,300 10,375 10,697
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 10,905 10,335 570 5.3% 196 1.8% 80% True False 5,517
10 10,905 9,940 965 8.9% 175 1.6% 88% True False 8,345
20 10,905 9,420 1,485 13.8% 153 1.4% 92% True False 8,691
40 10,905 8,710 2,195 20.3% 105 1.0% 95% True False 4,357
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,628
2.618 11,350
1.618 11,180
1.000 11,075
0.618 11,010
HIGH 10,905
0.618 10,840
0.500 10,820
0.382 10,800
LOW 10,735
0.618 10,630
1.000 10,565
1.618 10,460
2.618 10,290
4.250 10,013
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 10,820 10,735
PP 10,810 10,680
S1 10,800 10,625

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

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