NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 10,790 10,950 160 1.5% 10,990
High 10,970 11,215 245 2.2% 11,100
Low 10,760 10,930 170 1.6% 10,460
Close 10,935 11,110 175 1.6% 11,005
Range 210 285 75 35.7% 640
ATR 240 243 3 1.3% 0
Volume 8,730 10,996 2,266 26.0% 48,748
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,940 11,810 11,267
R3 11,655 11,525 11,189
R2 11,370 11,370 11,162
R1 11,240 11,240 11,136 11,305
PP 11,085 11,085 11,085 11,118
S1 10,955 10,955 11,084 11,020
S2 10,800 10,800 11,058
S3 10,515 10,670 11,032
S4 10,230 10,385 10,953
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,775 12,530 11,357
R3 12,135 11,890 11,181
R2 11,495 11,495 11,122
R1 11,250 11,250 11,064 11,373
PP 10,855 10,855 10,855 10,916
S1 10,610 10,610 10,946 10,733
S2 10,215 10,215 10,888
S3 9,575 9,970 10,829
S4 8,935 9,330 10,653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,215 10,465 750 6.8% 291 2.6% 86% True False 9,655
10 11,215 10,450 765 6.9% 318 2.9% 86% True False 11,624
20 11,215 10,390 825 7.4% 262 2.4% 87% True False 9,435
40 11,215 9,410 1,805 16.2% 198 1.8% 94% True False 8,697
60 11,215 8,710 2,505 22.5% 149 1.3% 96% True False 5,804
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 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,426
2.618 11,961
1.618 11,676
1.000 11,500
0.618 11,391
HIGH 11,215
0.618 11,106
0.500 11,073
0.382 11,039
LOW 10,930
0.618 10,754
1.000 10,645
1.618 10,469
2.618 10,184
4.250 9,719
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 11,098 11,068
PP 11,085 11,027
S1 11,073 10,985

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

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