NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 14,465 13,995 -470 -3.2% 15,320
High 14,580 14,125 -455 -3.1% 16,050
Low 13,870 13,565 -305 -2.2% 14,000
Close 14,015 13,830 -185 -1.3% 14,330
Range 710 560 -150 -21.1% 2,050
ATR 471 477 6 1.4% 0
Volume 28,549 44,031 15,482 54.2% 141,079
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 15,520 15,235 14,138
R3 14,960 14,675 13,984
R2 14,400 14,400 13,933
R1 14,115 14,115 13,881 13,978
PP 13,840 13,840 13,840 13,771
S1 13,555 13,555 13,779 13,418
S2 13,280 13,280 13,727
S3 12,720 12,995 13,676
S4 12,160 12,435 13,522
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 15,975 13,565 2,410 17.4% 921 6.7% 11% False True 41,978
10 16,050 13,565 2,485 18.0% 638 4.6% 11% False True 28,779
20 16,050 13,565 2,485 18.0% 447 3.2% 11% False True 20,135
40 16,050 12,150 3,900 28.2% 379 2.7% 43% False False 18,714
60 16,050 11,840 4,210 30.4% 334 2.4% 47% False False 17,230
80 16,050 11,030 5,020 36.3% 301 2.2% 56% False False 13,754
100 16,050 10,355 5,695 41.2% 269 1.9% 61% False False 11,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 127
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 16,505
2.618 15,591
1.618 15,031
1.000 14,685
0.618 14,471
HIGH 14,125
0.618 13,911
0.500 13,845
0.382 13,779
LOW 13,565
0.618 13,219
1.000 13,005
1.618 12,659
2.618 12,099
4.250 11,185
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 13,845 14,128
PP 13,840 14,028
S1 13,835 13,929

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

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