NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 13,170 13,150 -20 -0.2% 13,420
High 13,180 13,230 50 0.4% 13,895
Low 12,525 12,620 95 0.8% 12,525
Close 13,075 12,665 -410 -3.1% 12,665
Range 655 610 -45 -6.9% 1,370
ATR 557 561 4 0.7% 0
Volume 40,111 33,896 -6,215 -15.5% 174,097
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 14,668 14,277 13,001
R3 14,058 13,667 12,833
R2 13,448 13,448 12,777
R1 13,057 13,057 12,721 12,948
PP 12,838 12,838 12,838 12,784
S1 12,447 12,447 12,609 12,338
S2 12,228 12,228 12,553
S3 11,618 11,837 12,497
S4 11,008 11,227 12,330
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 17,138 16,272 13,419
R3 15,768 14,902 13,042
R2 14,398 14,398 12,916
R1 13,532 13,532 12,791 13,280
PP 13,028 13,028 13,028 12,903
S1 12,162 12,162 12,540 11,910
S2 11,658 11,658 12,414
S3 10,288 10,792 12,288
S4 8,918 9,422 11,912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,895 12,525 1,370 10.8% 617 4.9% 10% False False 34,819
10 13,895 12,420 1,475 11.6% 690 5.4% 17% False False 19,732
20 16,120 12,420 3,700 29.2% 646 5.1% 7% False False 10,263
40 16,120 12,420 3,700 29.2% 403 3.2% 7% False False 5,170
60 16,120 12,015 4,105 32.4% 345 2.7% 16% False False 3,476
80 16,120 11,160 4,960 39.2% 281 2.2% 30% False False 2,610
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 119
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,823
2.618 14,827
1.618 14,217
1.000 13,840
0.618 13,607
HIGH 13,230
0.618 12,997
0.500 12,925
0.382 12,853
LOW 12,620
0.618 12,243
1.000 12,010
1.618 11,633
2.618 11,023
4.250 10,028
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 12,925 13,048
PP 12,838 12,920
S1 12,752 12,793

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

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