NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 14,330 14,585 255 1.8% 13,395
High 14,605 14,585 -20 -0.1% 14,180
Low 14,295 14,370 75 0.5% 13,330
Close 14,585 14,470 -115 -0.8% 13,845
Range 310 215 -95 -30.6% 850
ATR 376 365 -12 -3.1% 0
Volume 40,483 26,251 -14,232 -35.2% 74,253
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,120 15,010 14,588
R3 14,905 14,795 14,529
R2 14,690 14,690 14,510
R1 14,580 14,580 14,490 14,528
PP 14,475 14,475 14,475 14,449
S1 14,365 14,365 14,450 14,313
S2 14,260 14,260 14,431
S3 14,045 14,150 14,411
S4 13,830 13,935 14,352
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,335 15,940 14,313
R3 15,485 15,090 14,079
R2 14,635 14,635 14,001
R1 14,240 14,240 13,923 14,438
PP 13,785 13,785 13,785 13,884
S1 13,390 13,390 13,767 13,588
S2 12,935 12,935 13,689
S3 12,085 12,540 13,611
S4 11,235 11,690 13,378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,605 13,700 905 6.3% 333 2.3% 85% False False 26,574
10 14,605 13,180 1,425 9.8% 359 2.5% 91% False False 20,751
20 14,605 13,180 1,425 9.8% 347 2.4% 91% False False 17,537
40 15,060 13,180 1,880 13.0% 374 2.6% 69% False False 16,886
60 15,060 12,815 2,245 15.5% 399 2.8% 74% False False 17,610
80 16,120 12,420 3,700 25.6% 464 3.2% 55% False False 16,141
100 16,120 12,420 3,700 25.6% 405 2.8% 55% False False 12,930
120 16,120 12,015 4,105 28.4% 376 2.6% 60% False False 10,789
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 15,499
2.618 15,148
1.618 14,933
1.000 14,800
0.618 14,718
HIGH 14,585
0.618 14,503
0.500 14,478
0.382 14,452
LOW 14,370
0.618 14,237
1.000 14,155
1.618 14,022
2.618 13,807
4.250 13,456
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 14,478 14,393
PP 14,475 14,317
S1 14,473 14,240

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

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