NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 13,995 13,825 -170 -1.2% 14,325
High 14,125 13,955 -170 -1.2% 14,690
Low 13,565 13,450 -115 -0.8% 13,450
Close 13,830 13,465 -365 -2.6% 13,465
Range 560 505 -55 -9.8% 1,240
ATR 477 479 2 0.4% 0
Volume 44,031 32,864 -11,167 -25.4% 152,239
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 15,138 14,807 13,743
R3 14,633 14,302 13,604
R2 14,128 14,128 13,558
R1 13,797 13,797 13,511 13,710
PP 13,623 13,623 13,623 13,580
S1 13,292 13,292 13,419 13,205
S2 13,118 13,118 13,373
S3 12,613 12,787 13,326
S4 12,108 12,282 13,187
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,588 16,767 14,147
R3 16,348 15,527 13,806
R2 15,108 15,108 13,692
R1 14,287 14,287 13,579 14,078
PP 13,868 13,868 13,868 13,764
S1 13,047 13,047 13,351 12,838
S2 12,628 12,628 13,238
S3 11,388 11,807 13,124
S4 10,148 10,567 12,783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,050 13,450 1,600 11.9% 760 5.6% 1% False True 40,781
10 16,050 13,450 2,600 19.3% 657 4.9% 1% False True 30,801
20 16,050 13,450 2,600 19.3% 460 3.4% 1% False True 21,298
40 16,050 12,830 3,220 23.9% 368 2.7% 20% False False 18,726
60 16,050 11,870 4,180 31.0% 337 2.5% 38% False False 17,221
80 16,050 11,030 5,020 37.3% 304 2.3% 49% False False 14,164
100 16,050 10,355 5,695 42.3% 273 2.0% 55% False False 11,334
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 139
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 16,101
2.618 15,277
1.618 14,772
1.000 14,460
0.618 14,267
HIGH 13,955
0.618 13,762
0.500 13,703
0.382 13,643
LOW 13,450
0.618 13,138
1.000 12,945
1.618 12,633
2.618 12,128
4.250 11,304
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 13,703 14,015
PP 13,623 13,832
S1 13,544 13,648

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

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