NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 13,550 13,830 280 2.1% 13,485
High 13,915 14,170 255 1.8% 13,915
Low 13,460 13,695 235 1.7% 12,865
Close 13,840 14,055 215 1.6% 13,840
Range 455 475 20 4.4% 1,050
ATR 552 546 -5 -1.0% 0
Volume 17,849 17,068 -781 -4.4% 106,153
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 15,398 15,202 14,316
R3 14,923 14,727 14,186
R2 14,448 14,448 14,142
R1 14,252 14,252 14,099 14,350
PP 13,973 13,973 13,973 14,023
S1 13,777 13,777 14,012 13,875
S2 13,498 13,498 13,968
S3 13,023 13,302 13,925
S4 12,548 12,827 13,794
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 16,690 16,315 14,418
R3 15,640 15,265 14,129
R2 14,590 14,590 14,033
R1 14,215 14,215 13,936 14,403
PP 13,540 13,540 13,540 13,634
S1 13,165 13,165 13,744 13,353
S2 12,490 12,490 13,648
S3 11,440 12,115 13,551
S4 10,390 11,065 13,263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,170 12,865 1,305 9.3% 495 3.5% 91% True False 19,274
10 14,170 12,815 1,355 9.6% 526 3.7% 92% True False 22,548
20 14,170 12,420 1,750 12.5% 610 4.3% 93% True False 22,417
40 16,120 12,420 3,700 26.3% 511 3.6% 44% False False 11,529
60 16,120 12,420 3,700 26.3% 403 2.9% 44% False False 7,725
80 16,120 12,015 4,105 29.2% 339 2.4% 50% False False 5,795
100 16,120 11,060 5,060 36.0% 303 2.2% 59% False False 4,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 124
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,189
2.618 15,414
1.618 14,939
1.000 14,645
0.618 14,464
HIGH 14,170
0.618 13,989
0.500 13,933
0.382 13,877
LOW 13,695
0.618 13,402
1.000 13,220
1.618 12,927
2.618 12,452
4.250 11,676
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 14,014 13,898
PP 13,973 13,742
S1 13,933 13,585

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

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