NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 13,585 13,455 -130 -1.0% 13,570
High 13,745 13,515 -230 -1.7% 14,085
Low 13,340 13,250 -90 -0.7% 13,440
Close 13,415 13,315 -100 -0.7% 13,645
Range 405 265 -140 -34.6% 645
ATR 390 381 -9 -2.3% 0
Volume 16,141 18,519 2,378 14.7% 69,412
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 14,155 14,000 13,461
R3 13,890 13,735 13,388
R2 13,625 13,625 13,364
R1 13,470 13,470 13,339 13,415
PP 13,360 13,360 13,360 13,333
S1 13,205 13,205 13,291 13,150
S2 13,095 13,095 13,267
S3 12,830 12,940 13,242
S4 12,565 12,675 13,169
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 14,015 13,250 765 5.7% 336 2.5% 8% False True 15,440
10 14,085 13,250 835 6.3% 355 2.7% 8% False True 16,831
20 14,815 13,250 1,565 11.8% 397 3.0% 4% False True 16,805
40 15,060 12,890 2,170 16.3% 392 2.9% 20% False False 16,085
60 15,060 12,420 2,640 19.8% 469 3.5% 34% False False 17,100
80 16,120 12,420 3,700 27.8% 435 3.3% 24% False False 12,868
100 16,120 12,015 4,105 30.8% 396 3.0% 32% False False 10,317
120 16,120 11,770 4,350 32.7% 340 2.6% 36% False False 8,599
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 104
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,641
2.618 14,209
1.618 13,944
1.000 13,780
0.618 13,679
HIGH 13,515
0.618 13,414
0.500 13,383
0.382 13,351
LOW 13,250
0.618 13,086
1.000 12,985
1.618 12,821
2.618 12,556
4.250 12,124
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 13,383 13,533
PP 13,360 13,460
S1 13,338 13,388

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

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