NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 10,450 10,365 -85 -0.8% 10,085
High 10,485 10,580 95 0.9% 10,485
Low 10,360 10,345 -15 -0.1% 10,085
Close 10,375 10,570 195 1.9% 10,375
Range 125 235 110 88.0% 400
ATR 133 140 7 5.5% 0
Volume 3,482 2,746 -736 -21.1% 14,076
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 11,203 11,122 10,699
R3 10,968 10,887 10,635
R2 10,733 10,733 10,613
R1 10,652 10,652 10,592 10,693
PP 10,498 10,498 10,498 10,519
S1 10,417 10,417 10,549 10,458
S2 10,263 10,263 10,527
S3 10,028 10,182 10,506
S4 9,793 9,947 10,441
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 11,515 11,345 10,595
R3 11,115 10,945 10,485
R2 10,715 10,715 10,448
R1 10,545 10,545 10,412 10,630
PP 10,315 10,315 10,315 10,358
S1 10,145 10,145 10,338 10,230
S2 9,915 9,915 10,302
S3 9,515 9,745 10,265
S4 9,115 9,345 10,155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,580 10,085 495 4.7% 130 1.2% 98% True False 3,364
10 10,580 9,785 795 7.5% 167 1.6% 99% True False 8,339
20 10,580 9,410 1,170 11.1% 133 1.3% 99% True False 7,960
40 10,580 8,710 1,870 17.7% 93 0.9% 99% True False 3,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,579
2.618 11,195
1.618 10,960
1.000 10,815
0.618 10,725
HIGH 10,580
0.618 10,490
0.500 10,463
0.382 10,435
LOW 10,345
0.618 10,200
1.000 10,110
1.618 9,965
2.618 9,730
4.250 9,346
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 10,534 10,533
PP 10,498 10,495
S1 10,463 10,458

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

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