NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 14,325 14,465 140 1.0% 15,320
High 14,690 14,580 -110 -0.7% 16,050
Low 13,715 13,870 155 1.1% 14,000
Close 14,430 14,015 -415 -2.9% 14,330
Range 975 710 -265 -27.2% 2,050
ATR 452 471 18 4.1% 0
Volume 46,795 28,549 -18,246 -39.0% 141,079
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 16,285 15,860 14,406
R3 15,575 15,150 14,210
R2 14,865 14,865 14,145
R1 14,440 14,440 14,080 14,298
PP 14,155 14,155 14,155 14,084
S1 13,730 13,730 13,950 13,588
S2 13,445 13,445 13,885
S3 12,735 13,020 13,820
S4 12,025 12,310 13,625
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 20,943 19,687 15,458
R3 18,893 17,637 14,894
R2 16,843 16,843 14,706
R1 15,587 15,587 14,518 15,190
PP 14,793 14,793 14,793 14,595
S1 13,537 13,537 14,142 13,140
S2 12,743 12,743 13,954
S3 10,693 11,487 13,766
S4 8,643 9,437 13,203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,050 13,715 2,335 16.7% 923 6.6% 13% False False 38,798
10 16,050 13,715 2,335 16.7% 604 4.3% 13% False False 25,846
20 16,050 13,695 2,355 16.8% 425 3.0% 14% False False 18,150
40 16,050 12,150 3,900 27.8% 371 2.6% 48% False False 17,976
60 16,050 11,710 4,340 31.0% 327 2.3% 53% False False 17,008
80 16,050 11,030 5,020 35.8% 296 2.1% 59% False False 13,204
100 16,050 10,355 5,695 40.6% 265 1.9% 64% False False 10,565
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 119
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 17,598
2.618 16,439
1.618 15,729
1.000 15,290
0.618 15,019
HIGH 14,580
0.618 14,309
0.500 14,225
0.382 14,141
LOW 13,870
0.618 13,431
1.000 13,160
1.618 12,721
2.618 12,011
4.250 10,853
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 14,225 14,383
PP 14,155 14,260
S1 14,085 14,138

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

View Archives - Comment on this page... - Back to Index of Symbols