NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 13,555 13,395 -160 -1.2% 13,750
High 13,635 14,025 390 2.9% 13,780
Low 13,260 13,330 70 0.5% 13,180
Close 13,330 13,895 565 4.2% 13,330
Range 375 695 320 85.3% 600
ATR 358 382 24 6.7% 0
Volume 10,889 27,819 16,930 155.5% 55,763
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,835 15,560 14,277
R3 15,140 14,865 14,086
R2 14,445 14,445 14,023
R1 14,170 14,170 13,959 14,308
PP 13,750 13,750 13,750 13,819
S1 13,475 13,475 13,831 13,613
S2 13,055 13,055 13,768
S3 12,360 12,780 13,704
S4 11,665 12,085 13,513
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,230 14,880 13,660
R3 14,630 14,280 13,495
R2 14,030 14,030 13,440
R1 13,680 13,680 13,385 13,555
PP 13,430 13,430 13,430 13,368
S1 13,080 13,080 13,275 12,955
S2 12,830 12,830 13,220
S3 12,230 12,480 13,165
S4 11,630 11,880 13,000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,025 13,180 845 6.1% 419 3.0% 85% True False 15,394
10 14,025 13,180 845 6.1% 364 2.6% 85% True False 15,191
20 14,450 13,180 1,270 9.1% 371 2.7% 56% False False 15,977
40 15,060 13,180 1,880 13.5% 369 2.7% 38% False False 15,229
60 15,060 12,525 2,535 18.2% 428 3.1% 54% False False 18,576
80 16,120 12,420 3,700 26.6% 456 3.3% 40% False False 14,330
100 16,120 12,420 3,700 26.6% 399 2.9% 40% False False 11,487
120 16,120 12,015 4,105 29.5% 362 2.6% 46% False False 9,575
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 65
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 16,979
2.618 15,845
1.618 15,150
1.000 14,720
0.618 14,455
HIGH 14,025
0.618 13,760
0.500 13,678
0.382 13,596
LOW 13,330
0.618 12,901
1.000 12,635
1.618 12,206
2.618 11,511
4.250 10,376
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 13,823 13,811
PP 13,750 13,727
S1 13,678 13,643

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

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