NIKKEI 225 Index Future (Globex) March 2013

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	9,250	9,345	95	1.0%	9,150
High	9,345	9,450	105	1.1%	9,450
Low	9,195	9,345	150	1.6%	9,120
Close	9,335	9,435	100	1.1%	9,435
Range	150	105	-45	-30.0%	330
ATR	80	82	3	3.1%	0
Volume	14	77	63	450.0%	113

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,725	9,685	9,493
R3	9,620	9,580	9,464
R2	9,515	9,515	9,454
R1	9,475	9,475	9,445	9,495
PP	9,410	9,410	9,410	9,420
S1	9,370	9,370	9,426	9,390
S2	9,305	9,305	9,416
S3	9,200	9,265	9,406
S4	9,095	9,160	9,377

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,325	10,210	9,617
R3	9,995	9,880	9,526
R2	9,665	9,665	9,496
R1	9,550	9,550	9,465	9,608
PP	9,335	9,335	9,335	9,364
S1	9,220	9,220	9,405	9,278
S2	9,005	9,005	9,375
S3	8,675	8,890	9,344
S4	8,345	8,560	9,254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,450	9,035	415	4.4%	93	1.0%	96%	True	False	23
10	9,450	8,710	740	7.8%	58	0.6%	98%	True	False	12
20	9,450	8,710	740	7.8%	29	0.3%	98%	True	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,896
2.618	9,725
1.618	9,620
1.000	9,555
0.618	9,515
HIGH	9,450
0.618	9,410
0.500	9,398
0.382	9,385
LOW	9,345
0.618	9,280
1.000	9,240
1.618	9,175
2.618	9,070
4.250	8,899

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	9,423	9,385
PP	9,410	9,335
S1	9,398	9,285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols