NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 13,750 13,560 -190 -1.4% 13,605
High 13,780 13,685 -95 -0.7% 13,815
Low 13,530 13,195 -335 -2.5% 13,230
Close 13,560 13,220 -340 -2.5% 13,750
Range 250 490 240 96.0% 585
ATR 362 371 9 2.5% 0
Volume 6,609 15,175 8,566 129.6% 81,417
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 14,837 14,518 13,490
R3 14,347 14,028 13,355
R2 13,857 13,857 13,310
R1 13,538 13,538 13,265 13,453
PP 13,367 13,367 13,367 13,324
S1 13,048 13,048 13,175 12,963
S2 12,877 12,877 13,130
S3 12,387 12,558 13,085
S4 11,897 12,068 12,951
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,353 15,137 14,072
R3 14,768 14,552 13,911
R2 14,183 14,183 13,857
R1 13,967 13,967 13,804 14,075
PP 13,598 13,598 13,598 13,653
S1 13,382 13,382 13,697 13,490
S2 13,013 13,013 13,643
S3 12,428 12,797 13,589
S4 11,843 12,212 13,428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,790 13,195 595 4.5% 325 2.5% 4% False True 14,794
10 14,085 13,195 890 6.7% 336 2.5% 3% False True 14,324
20 14,565 13,195 1,370 10.4% 368 2.8% 2% False True 15,824
40 15,060 13,195 1,865 14.1% 377 2.8% 1% False True 15,591
60 15,060 12,420 2,640 20.0% 454 3.4% 30% False False 17,866
80 16,120 12,420 3,700 28.0% 444 3.4% 22% False False 13,560
100 16,120 12,420 3,700 28.0% 393 3.0% 22% False False 10,871
120 16,120 12,015 4,105 31.1% 351 2.7% 29% False False 9,060
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 73
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,768
2.618 14,968
1.618 14,478
1.000 14,175
0.618 13,988
HIGH 13,685
0.618 13,498
0.500 13,440
0.382 13,382
LOW 13,195
0.618 12,892
1.000 12,705
1.618 12,402
2.618 11,912
4.250 11,113
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 13,440 13,493
PP 13,367 13,402
S1 13,293 13,311

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

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