NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 10,655 10,825 170 1.6% 10,765
High 10,840 10,935 95 0.9% 10,935
Low 10,640 10,770 130 1.2% 10,390
Close 10,800 10,935 135 1.3% 10,935
Range 200 165 -35 -17.5% 545
ATR 175 174 -1 -0.4% 0
Volume 6,379 6,133 -246 -3.9% 31,421
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,375 11,320 11,026
R3 11,210 11,155 10,981
R2 11,045 11,045 10,965
R1 10,990 10,990 10,950 11,018
PP 10,880 10,880 10,880 10,894
S1 10,825 10,825 10,920 10,853
S2 10,715 10,715 10,905
S3 10,550 10,660 10,890
S4 10,385 10,495 10,844
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,388 12,207 11,235
R3 11,843 11,662 11,085
R2 11,298 11,298 11,035
R1 11,117 11,117 10,985 11,208
PP 10,753 10,753 10,753 10,799
S1 10,572 10,572 10,885 10,663
S2 10,208 10,208 10,835
S3 9,663 10,027 10,785
S4 9,118 9,482 10,635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,935 10,390 545 5.0% 220 2.0% 100% True False 6,284
10 10,935 10,345 590 5.4% 212 1.9% 100% True False 6,100
20 10,935 9,680 1,255 11.5% 182 1.7% 100% True False 7,698
40 10,935 8,775 2,160 19.8% 136 1.2% 100% True False 5,357
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,636
2.618 11,367
1.618 11,202
1.000 11,100
0.618 11,037
HIGH 10,935
0.618 10,872
0.500 10,853
0.382 10,833
LOW 10,770
0.618 10,668
1.000 10,605
1.618 10,503
2.618 10,338
4.250 10,069
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 10,908 10,847
PP 10,880 10,758
S1 10,853 10,670

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

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