NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 11,115 11,370 255 2.3% 10,825
High 11,255 11,450 195 1.7% 11,290
Low 11,030 11,290 260 2.4% 10,750
Close 11,255 11,390 135 1.2% 11,270
Range 225 160 -65 -28.9% 540
ATR 188 188 1 0.3% 0
Volume 18 23 5 27.8% 69
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 11,857 11,783 11,478
R3 11,697 11,623 11,434
R2 11,537 11,537 11,419
R1 11,463 11,463 11,405 11,500
PP 11,377 11,377 11,377 11,395
S1 11,303 11,303 11,375 11,340
S2 11,217 11,217 11,361
S3 11,057 11,143 11,346
S4 10,897 10,983 11,302
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 12,723 12,537 11,567
R3 12,183 11,997 11,419
R2 11,643 11,643 11,369
R1 11,457 11,457 11,320 11,550
PP 11,103 11,103 11,103 11,150
S1 10,917 10,917 11,221 11,010
S2 10,563 10,563 11,171
S3 10,023 10,377 11,122
S4 9,483 9,837 10,973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,450 11,030 420 3.7% 158 1.4% 86% True False 20
10 11,450 10,655 795 7.0% 135 1.2% 92% True False 13
20 11,450 10,405 1,045 9.2% 149 1.3% 94% True False 12
Crabel Price Patterns
NR True
NR4 False
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,130
2.618 11,869
1.618 11,709
1.000 11,610
0.618 11,549
HIGH 11,450
0.618 11,389
0.500 11,370
0.382 11,351
LOW 11,290
0.618 11,191
1.000 11,130
1.618 11,031
2.618 10,871
4.250 10,610
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 11,383 11,340
PP 11,377 11,290
S1 11,370 11,240

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

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