NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 12,500 12,120 -380 -3.0% 12,520
High 12,520 12,265 -255 -2.0% 12,615
Low 12,085 11,870 -215 -1.8% 12,330
Close 12,130 12,235 105 0.9% 12,490
Range 435 395 -40 -9.2% 285
ATR 231 243 12 5.1% 0
Volume 11,247 13,044 1,797 16.0% 47,580
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 13,308 13,167 12,452
R3 12,913 12,772 12,344
R2 12,518 12,518 12,308
R1 12,377 12,377 12,271 12,448
PP 12,123 12,123 12,123 12,159
S1 11,982 11,982 12,199 12,053
S2 11,728 11,728 12,163
S3 11,333 11,587 12,127
S4 10,938 11,192 12,018
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,333 13,197 12,647
R3 13,048 12,912 12,569
R2 12,763 12,763 12,542
R1 12,627 12,627 12,516 12,553
PP 12,478 12,478 12,478 12,441
S1 12,342 12,342 12,464 12,268
S2 12,193 12,193 12,438
S3 11,908 12,057 12,412
S4 11,623 11,772 12,333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,595 11,870 725 5.9% 271 2.2% 50% False True 11,404
10 12,695 11,870 825 6.7% 251 2.1% 44% False True 12,499
20 12,695 11,710 985 8.1% 239 1.9% 53% False False 15,072
40 12,695 11,030 1,665 13.6% 221 1.8% 72% False False 8,432
60 12,695 10,355 2,340 19.1% 194 1.6% 80% False False 5,625
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 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,944
2.618 13,299
1.618 12,904
1.000 12,660
0.618 12,509
HIGH 12,265
0.618 12,114
0.500 12,068
0.382 12,021
LOW 11,870
0.618 11,626
1.000 11,475
1.618 11,231
2.618 10,836
4.250 10,191
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 12,179 12,231
PP 12,123 12,227
S1 12,068 12,223

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

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