NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 10,885 10,720 -165 -1.5% 10,645
High 10,885 10,720 -165 -1.5% 10,885
Low 10,750 10,450 -300 -2.8% 10,355
Close 10,830 10,605 -225 -2.1% 10,885
Range 135 270 135 100.0% 530
ATR 143 160 17 11.8% 0
Volume 9 8 -1 -11.1% 50
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,402 11,273 10,754
R3 11,132 11,003 10,679
R2 10,862 10,862 10,655
R1 10,733 10,733 10,630 10,663
PP 10,592 10,592 10,592 10,556
S1 10,463 10,463 10,580 10,393
S2 10,322 10,322 10,556
S3 10,052 10,193 10,531
S4 9,782 9,923 10,457
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,298 12,122 11,177
R3 11,768 11,592 11,031
R2 11,238 11,238 10,982
R1 11,062 11,062 10,934 11,150
PP 10,708 10,708 10,708 10,753
S1 10,532 10,532 10,837 10,620
S2 10,178 10,178 10,788
S3 9,648 10,002 10,739
S4 9,118 9,472 10,594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,955 10,450 505 4.8% 122 1.2% 31% False True 7
10 10,955 10,355 600 5.7% 119 1.1% 42% False False 8
20 10,955 9,930 1,025 9.7% 82 0.8% 66% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 11,868
2.618 11,427
1.618 11,157
1.000 10,990
0.618 10,887
HIGH 10,720
0.618 10,617
0.500 10,585
0.382 10,553
LOW 10,450
0.618 10,283
1.000 10,180
1.618 10,013
2.618 9,743
4.250 9,303
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 10,598 10,703
PP 10,592 10,670
S1 10,585 10,638

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

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