NIKKEI 225 Index Future (Globex) June 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 10,880 10,970 90 0.8% 10,750
High 10,900 11,115 215 2.0% 11,025
Low 10,805 10,970 165 1.5% 10,450
Close 10,890 11,070 180 1.7% 10,960
Range 95 145 50 52.6% 575
ATR 194 196 2 1.2% 0
Volume 11 11 0 0.0% 46
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,487 11,423 11,150
R3 11,342 11,278 11,110
R2 11,197 11,197 11,097
R1 11,133 11,133 11,083 11,165
PP 11,052 11,052 11,052 11,068
S1 10,988 10,988 11,057 11,020
S2 10,907 10,907 11,044
S3 10,762 10,843 11,030
S4 10,617 10,698 10,990
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,537 12,323 11,276
R3 11,962 11,748 11,118
R2 11,387 11,387 11,066
R1 11,173 11,173 11,013 11,280
PP 10,812 10,812 10,812 10,865
S1 10,598 10,598 10,907 10,705
S2 10,237 10,237 10,855
S3 9,662 10,023 10,802
S4 9,087 9,448 10,644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,115 10,655 460 4.2% 111 1.0% 90% True False 7
10 11,115 10,450 665 6.0% 165 1.5% 93% True False 10
20 11,115 10,355 760 6.9% 134 1.2% 94% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,731
2.618 11,495
1.618 11,350
1.000 11,260
0.618 11,205
HIGH 11,115
0.618 11,060
0.500 11,043
0.382 11,026
LOW 10,970
0.618 10,881
1.000 10,825
1.618 10,736
2.618 10,591
4.250 10,354
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 11,061 11,024
PP 11,052 10,978
S1 11,043 10,933

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

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