NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 12,455 12,395 -60 -0.5% 12,375
High 12,570 12,480 -90 -0.7% 12,570
Low 12,415 12,225 -190 -1.5% 12,220
Close 12,480 12,425 -55 -0.4% 12,480
Range 155 255 100 64.5% 350
ATR 219 221 3 1.2% 0
Volume 11,179 19,117 7,938 71.0% 58,364
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,142 13,038 12,565
R3 12,887 12,783 12,495
R2 12,632 12,632 12,472
R1 12,528 12,528 12,449 12,580
PP 12,377 12,377 12,377 12,403
S1 12,273 12,273 12,402 12,325
S2 12,122 12,122 12,378
S3 11,867 12,018 12,355
S4 11,612 11,763 12,285
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,473 13,327 12,673
R3 13,123 12,977 12,576
R2 12,773 12,773 12,544
R1 12,627 12,627 12,512 12,700
PP 12,423 12,423 12,423 12,460
S1 12,277 12,277 12,448 12,350
S2 12,073 12,073 12,416
S3 11,723 11,927 12,384
S4 11,373 11,577 12,288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,570 12,220 350 2.8% 208 1.7% 59% False False 13,117
10 12,570 11,710 860 6.9% 226 1.8% 83% False False 17,645
20 12,570 11,125 1,445 11.6% 232 1.9% 90% False False 10,116
40 12,570 10,450 2,120 17.1% 189 1.5% 93% False False 5,310
60 12,570 10,005 2,565 20.6% 158 1.3% 94% False False 3,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,564
2.618 13,148
1.618 12,893
1.000 12,735
0.618 12,638
HIGH 12,480
0.618 12,383
0.500 12,353
0.382 12,323
LOW 12,225
0.618 12,068
1.000 11,970
1.618 11,813
2.618 11,558
4.250 11,141
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 12,401 12,416
PP 12,377 12,407
S1 12,353 12,398

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

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