NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 11,550 11,730 180 1.6% 11,550
High 11,750 11,800 50 0.4% 11,750
Low 11,525 11,645 120 1.0% 11,125
Close 11,720 11,795 75 0.6% 11,720
Range 225 155 -70 -31.1% 625
ATR 224 219 -5 -2.2% 0
Volume 407 21,840 21,433 5,266.1% 3,333
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 12,212 12,158 11,880
R3 12,057 12,003 11,838
R2 11,902 11,902 11,824
R1 11,848 11,848 11,809 11,875
PP 11,747 11,747 11,747 11,760
S1 11,693 11,693 11,781 11,720
S2 11,592 11,592 11,767
S3 11,437 11,538 11,753
S4 11,282 11,383 11,710
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,407 13,188 12,064
R3 12,782 12,563 11,892
R2 12,157 12,157 11,835
R1 11,938 11,938 11,777 12,048
PP 11,532 11,532 11,532 11,586
S1 11,313 11,313 11,663 11,423
S2 10,907 10,907 11,606
S3 10,282 10,688 11,548
S4 9,657 10,063 11,376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,800 11,235 565 4.8% 214 1.8% 99% True False 4,980
10 11,800 11,125 675 5.7% 237 2.0% 99% True False 2,588
20 11,800 11,030 770 6.5% 203 1.7% 99% True False 1,792
40 11,800 10,355 1,445 12.3% 171 1.4% 100% True False 901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,459
2.618 12,206
1.618 12,051
1.000 11,955
0.618 11,896
HIGH 11,800
0.618 11,741
0.500 11,723
0.382 11,704
LOW 11,645
0.618 11,549
1.000 11,490
1.618 11,394
2.618 11,239
4.250 10,986
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 11,771 11,737
PP 11,747 11,678
S1 11,723 11,620

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

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