NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 12,455 12,665 210 1.7% 12,375
High 12,695 12,685 -10 -0.1% 12,570
Low 12,390 12,475 85 0.7% 12,220
Close 12,650 12,515 -135 -1.1% 12,480
Range 305 210 -95 -31.1% 350
ATR 223 222 -1 -0.4% 0
Volume 10,415 16,259 5,844 56.1% 58,364
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,188 13,062 12,631
R3 12,978 12,852 12,573
R2 12,768 12,768 12,554
R1 12,642 12,642 12,534 12,600
PP 12,558 12,558 12,558 12,538
S1 12,432 12,432 12,496 12,390
S2 12,348 12,348 12,477
S3 12,138 12,222 12,457
S4 11,928 12,012 12,400
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 13,473 13,327 12,673
R3 13,123 12,977 12,576
R2 12,773 12,773 12,544
R1 12,627 12,627 12,512 12,700
PP 12,423 12,423 12,423 12,460
S1 12,277 12,277 12,448 12,350
S2 12,073 12,073 12,416
S3 11,723 11,927 12,384
S4 11,373 11,577 12,288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,695 12,225 470 3.8% 218 1.7% 62% False False 14,264
10 12,695 12,105 590 4.7% 225 1.8% 69% False False 13,749
20 12,695 11,125 1,570 12.5% 244 2.0% 89% False False 12,136
40 12,695 10,655 2,040 16.3% 194 1.6% 91% False False 6,334
60 12,695 10,130 2,565 20.5% 165 1.3% 93% False False 4,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,578
2.618 13,235
1.618 13,025
1.000 12,895
0.618 12,815
HIGH 12,685
0.618 12,605
0.500 12,580
0.382 12,555
LOW 12,475
0.618 12,345
1.000 12,265
1.618 12,135
2.618 11,925
4.250 11,583
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 12,580 12,523
PP 12,558 12,520
S1 12,537 12,518

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

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