NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 9,775 9,820 45 0.5% 9,570
High 9,800 9,995 195 2.0% 9,810
Low 9,705 9,785 80 0.8% 9,490
Close 9,785 9,895 110 1.1% 9,785
Range 95 210 115 121.1% 320
ATR 97 105 8 8.3% 0
Volume 7,181 7,823 642 8.9% 73,004
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,522 10,418 10,011
R3 10,312 10,208 9,953
R2 10,102 10,102 9,934
R1 9,998 9,998 9,914 10,050
PP 9,892 9,892 9,892 9,918
S1 9,788 9,788 9,876 9,840
S2 9,682 9,682 9,857
S3 9,472 9,578 9,837
S4 9,262 9,368 9,780
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,655 10,540 9,961
R3 10,335 10,220 9,873
R2 10,015 10,015 9,844
R1 9,900 9,900 9,814 9,958
PP 9,695 9,695 9,695 9,724
S1 9,580 9,580 9,756 9,638
S2 9,375 9,375 9,726
S3 9,055 9,260 9,697
S4 8,735 8,940 9,609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,995 9,520 475 4.8% 139 1.4% 79% True False 12,857
10 9,995 9,410 585 5.9% 116 1.2% 83% True False 8,354
20 9,995 9,120 875 8.8% 106 1.1% 89% True False 4,197
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 21
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 10,888
2.618 10,545
1.618 10,335
1.000 10,205
0.618 10,125
HIGH 9,995
0.618 9,915
0.500 9,890
0.382 9,865
LOW 9,785
0.618 9,655
1.000 9,575
1.618 9,445
2.618 9,235
4.250 8,893
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 9,893 9,876
PP 9,892 9,857
S1 9,890 9,838

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

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