NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 12,460 12,295 -165 -1.3% 11,770
High 12,460 12,410 -50 -0.4% 12,465
Low 12,460 12,260 -200 -1.6% 11,770
Close 12,460 12,305 -155 -1.2% 12,465
Range 0 150 150 695
ATR 198 198 0 0.1% 0
Volume 1 1 0 0.0% 80
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 12,775 12,690 12,388
R3 12,625 12,540 12,346
R2 12,475 12,475 12,333
R1 12,390 12,390 12,319 12,433
PP 12,325 12,325 12,325 12,346
S1 12,240 12,240 12,291 12,283
S2 12,175 12,175 12,278
S3 12,025 12,090 12,264
S4 11,875 11,940 12,223
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 14,318 14,087 12,847
R3 13,623 13,392 12,656
R2 12,928 12,928 12,593
R1 12,697 12,697 12,529 12,813
PP 12,233 12,233 12,233 12,291
S1 12,002 12,002 12,401 12,118
S2 11,538 11,538 12,338
S3 10,843 11,307 12,274
S4 10,148 10,612 12,083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,465 12,100 365 3.0% 63 0.5% 56% False False 10
10 12,465 11,435 1,030 8.4% 32 0.3% 84% False False 13
20 12,465 11,110 1,355 11.0% 152 1.2% 88% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,048
2.618 12,803
1.618 12,653
1.000 12,560
0.618 12,503
HIGH 12,410
0.618 12,353
0.500 12,335
0.382 12,317
LOW 12,260
0.618 12,167
1.000 12,110
1.618 12,017
2.618 11,867
4.250 11,623
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 12,335 12,363
PP 12,325 12,343
S1 12,315 12,324

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

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