NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 10,450 10,655 205 2.0% 10,365
High 10,655 10,840 185 1.7% 10,905
Low 10,405 10,640 235 2.3% 10,345
Close 10,645 10,800 155 1.5% 10,775
Range 250 200 -50 -20.0% 560
ATR 173 175 2 1.1% 0
Volume 5,056 6,379 1,323 26.2% 26,101
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,360 11,280 10,910
R3 11,160 11,080 10,855
R2 10,960 10,960 10,837
R1 10,880 10,880 10,818 10,920
PP 10,760 10,760 10,760 10,780
S1 10,680 10,680 10,782 10,720
S2 10,560 10,560 10,763
S3 10,360 10,480 10,745
S4 10,160 10,280 10,690
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,355 12,125 11,083
R3 11,795 11,565 10,929
R2 11,235 11,235 10,878
R1 11,005 11,005 10,826 11,120
PP 10,675 10,675 10,675 10,733
S1 10,445 10,445 10,724 10,560
S2 10,115 10,115 10,672
S3 9,555 9,885 10,621
S4 8,995 9,325 10,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,840 10,390 450 4.2% 219 2.0% 91% True False 6,777
10 10,905 10,335 570 5.3% 208 1.9% 82% False False 6,147
20 10,905 9,585 1,320 12.2% 182 1.7% 92% False False 8,355
40 10,905 8,710 2,195 20.3% 132 1.2% 95% False False 5,204
Crabel Price Patterns
NR True
NR4 True
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 34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,690
2.618 11,364
1.618 11,164
1.000 11,040
0.618 10,964
HIGH 10,840
0.618 10,764
0.500 10,740
0.382 10,717
LOW 10,640
0.618 10,517
1.000 10,440
1.618 10,317
2.618 10,117
4.250 9,790
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 10,780 10,738
PP 10,760 10,677
S1 10,740 10,615

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

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