NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 13,790 13,640 -150 -1.1% 14,930
High 13,875 14,285 410 3.0% 15,010
Low 13,545 13,620 75 0.6% 13,885
Close 13,680 14,220 540 3.9% 13,990
Range 330 665 335 101.5% 1,125
ATR 420 437 18 4.2% 0
Volume 15,255 19,719 4,464 29.3% 82,886
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 16,037 15,793 14,586
R3 15,372 15,128 14,403
R2 14,707 14,707 14,342
R1 14,463 14,463 14,281 14,585
PP 14,042 14,042 14,042 14,103
S1 13,798 13,798 14,159 13,920
S2 13,377 13,377 14,098
S3 12,712 13,133 14,037
S4 12,047 12,468 13,854
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 17,670 16,955 14,609
R3 16,545 15,830 14,300
R2 15,420 15,420 14,196
R1 14,705 14,705 14,093 14,500
PP 14,295 14,295 14,295 14,193
S1 13,580 13,580 13,887 13,375
S2 13,170 13,170 13,784
S3 12,045 12,455 13,681
S4 10,920 11,330 13,371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,490 13,545 945 6.6% 490 3.4% 71% False False 18,228
10 15,035 13,545 1,490 10.5% 441 3.1% 45% False False 16,669
20 15,060 13,545 1,515 10.7% 388 2.7% 45% False False 15,227
40 15,060 12,420 2,640 18.6% 487 3.4% 68% False False 19,652
60 16,120 12,420 3,700 26.0% 483 3.4% 49% False False 13,387
80 16,120 12,420 3,700 26.0% 405 2.8% 49% False False 10,070
100 16,120 12,015 4,105 28.9% 356 2.5% 54% False False 8,057
120 16,120 11,060 5,060 35.6% 324 2.3% 62% False False 6,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 17,111
2.618 16,026
1.618 15,361
1.000 14,950
0.618 14,696
HIGH 14,285
0.618 14,031
0.500 13,953
0.382 13,874
LOW 13,620
0.618 13,209
1.000 12,955
1.618 12,544
2.618 11,879
4.250 10,794
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 14,131 14,118
PP 14,042 14,017
S1 13,953 13,915

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

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