NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 9,910 10,070 160 1.6% 9,570
High 10,085 10,220 135 1.3% 9,810
Low 9,880 10,040 160 1.6% 9,490
Close 10,065 10,160 95 0.9% 9,785
Range 205 180 -25 -12.2% 320
ATR 112 117 5 4.3% 0
Volume 6,882 34,698 27,816 404.2% 73,004
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 10,680 10,600 10,259
R3 10,500 10,420 10,210
R2 10,320 10,320 10,193
R1 10,240 10,240 10,177 10,280
PP 10,140 10,140 10,140 10,160
S1 10,060 10,060 10,144 10,100
S2 9,960 9,960 10,127
S3 9,780 9,880 10,111
S4 9,600 9,700 10,061
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 10,220 9,680 540 5.3% 164 1.6% 89% True False 13,040
10 10,220 9,475 745 7.3% 137 1.3% 92% True False 12,391
20 10,220 9,195 1,025 10.1% 116 1.1% 94% True False 6,275
40 10,220 8,710 1,510 14.9% 68 0.7% 96% True False 3,142
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,985
2.618 10,691
1.618 10,511
1.000 10,400
0.618 10,331
HIGH 10,220
0.618 10,151
0.500 10,130
0.382 10,109
LOW 10,040
0.618 9,929
1.000 9,860
1.618 9,749
2.618 9,569
4.250 9,275
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 10,150 10,108
PP 10,140 10,055
S1 10,130 10,003

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

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