NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 13,145 13,335 190 1.4% 12,660
High 13,355 13,360 5 0.0% 13,605
Low 12,865 12,890 25 0.2% 12,660
Close 13,300 13,135 -165 -1.2% 13,460
Range 490 470 -20 -4.1% 945
ATR 564 557 -7 -1.2% 0
Volume 21,130 21,526 396 1.9% 131,830
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 14,538 14,307 13,394
R3 14,068 13,837 13,264
R2 13,598 13,598 13,221
R1 13,367 13,367 13,178 13,248
PP 13,128 13,128 13,128 13,069
S1 12,897 12,897 13,092 12,778
S2 12,658 12,658 13,049
S3 12,188 12,427 13,006
S4 11,718 11,957 12,877
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 16,077 15,713 13,980
R3 15,132 14,768 13,720
R2 14,187 14,187 13,633
R1 13,823 13,823 13,547 14,005
PP 13,242 13,242 13,242 13,333
S1 12,878 12,878 13,374 13,060
S2 12,297 12,297 13,287
S3 11,352 11,933 13,200
S4 10,407 10,988 12,940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,600 12,815 785 6.0% 591 4.5% 41% False False 25,438
10 13,605 12,525 1,080 8.2% 568 4.3% 56% False False 27,534
20 14,225 12,420 1,805 13.7% 615 4.7% 40% False False 20,097
40 16,120 12,420 3,700 28.2% 488 3.7% 19% False False 10,189
60 16,120 12,270 3,850 29.3% 401 3.1% 22% False False 6,830
80 16,120 11,860 4,260 32.4% 320 2.4% 30% False False 5,125
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 97
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 15,358
2.618 14,591
1.618 14,121
1.000 13,830
0.618 13,651
HIGH 13,360
0.618 13,181
0.500 13,125
0.382 13,070
LOW 12,890
0.618 12,600
1.000 12,420
1.618 12,130
2.618 11,660
4.250 10,893
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 13,132 13,233
PP 13,128 13,200
S1 13,125 13,168

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

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