NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 14,075 14,345 270 1.9% 13,485
High 14,445 14,435 -10 -0.1% 13,915
Low 14,030 13,905 -125 -0.9% 12,865
Close 14,305 14,175 -130 -0.9% 13,840
Range 415 530 115 27.7% 1,050
ATR 537 536 0 -0.1% 0
Volume 16,717 20,861 4,144 24.8% 106,153
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 15,762 15,498 14,467
R3 15,232 14,968 14,321
R2 14,702 14,702 14,272
R1 14,438 14,438 14,224 14,305
PP 14,172 14,172 14,172 14,105
S1 13,908 13,908 14,127 13,775
S2 13,642 13,642 14,078
S3 13,112 13,378 14,029
S4 12,582 12,848 13,884
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 16,690 16,315 14,418
R3 15,640 15,265 14,129
R2 14,590 14,590 14,033
R1 14,215 14,215 13,936 14,403
PP 13,540 13,540 13,540 13,634
S1 13,165 13,165 13,744 13,353
S2 12,490 12,490 13,648
S3 11,440 12,115 13,551
S4 10,390 11,065 13,263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,445 13,000 1,445 10.2% 492 3.5% 81% False False 18,259
10 14,445 12,815 1,630 11.5% 542 3.8% 83% False False 21,848
20 14,445 12,420 2,025 14.3% 587 4.1% 87% False False 24,077
40 16,120 12,420 3,700 26.1% 531 3.7% 47% False False 12,466
60 16,120 12,420 3,700 26.1% 410 2.9% 47% False False 8,351
80 16,120 12,015 4,105 29.0% 348 2.5% 53% False False 6,265
100 16,120 11,060 5,060 35.7% 311 2.2% 62% False False 5,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 113
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 16,688
2.618 15,823
1.618 15,293
1.000 14,965
0.618 14,763
HIGH 14,435
0.618 14,233
0.500 14,170
0.382 14,108
LOW 13,905
0.618 13,578
1.000 13,375
1.618 13,048
2.618 12,518
4.250 11,653
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 14,173 14,140
PP 14,172 14,105
S1 14,170 14,070

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

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