NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 13,605 13,585 -20 -0.1% 13,570
High 13,815 13,745 -70 -0.5% 14,085
Low 13,535 13,340 -195 -1.4% 13,440
Close 13,595 13,415 -180 -1.3% 13,645
Range 280 405 125 44.6% 645
ATR 389 390 1 0.3% 0
Volume 13,089 16,141 3,052 23.3% 69,412
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 14,715 14,470 13,638
R3 14,310 14,065 13,527
R2 13,905 13,905 13,489
R1 13,660 13,660 13,452 13,580
PP 13,500 13,500 13,500 13,460
S1 13,255 13,255 13,378 13,175
S2 13,095 13,095 13,341
S3 12,690 12,850 13,304
S4 12,285 12,445 13,192
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,658 15,297 14,000
R3 15,013 14,652 13,823
R2 14,368 14,368 13,763
R1 14,007 14,007 13,704 14,188
PP 13,723 13,723 13,723 13,814
S1 13,362 13,362 13,586 13,543
S2 13,078 13,078 13,527
S3 12,433 12,717 13,468
S4 11,788 12,072 13,290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,085 13,340 745 5.6% 346 2.6% 10% False True 13,854
10 14,240 13,340 900 6.7% 379 2.8% 8% False True 17,266
20 14,865 13,340 1,525 11.4% 393 2.9% 5% False True 16,425
40 15,060 12,865 2,195 16.4% 398 3.0% 25% False False 16,151
60 15,060 12,420 2,640 19.7% 481 3.6% 38% False False 16,803
80 16,120 12,420 3,700 27.6% 432 3.2% 27% False False 12,637
100 16,120 12,015 4,105 30.6% 397 3.0% 34% False False 10,132
120 16,120 11,695 4,425 33.0% 338 2.5% 39% False False 8,445
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 99
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15,466
2.618 14,805
1.618 14,400
1.000 14,150
0.618 13,995
HIGH 13,745
0.618 13,590
0.500 13,543
0.382 13,495
LOW 13,340
0.618 13,090
1.000 12,935
1.618 12,685
2.618 12,280
4.250 11,619
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 13,543 13,578
PP 13,500 13,523
S1 13,458 13,469

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

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