NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 10,365 10,785 420 4.1% 10,085
High 10,580 10,895 315 3.0% 10,485
Low 10,345 10,570 225 2.2% 10,085
Close 10,570 10,885 315 3.0% 10,375
Range 235 325 90 38.3% 400
ATR 140 153 13 9.4% 0
Volume 2,746 7,826 5,080 185.0% 14,076
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,758 11,647 11,064
R3 11,433 11,322 10,975
R2 11,108 11,108 10,945
R1 10,997 10,997 10,915 11,053
PP 10,783 10,783 10,783 10,811
S1 10,672 10,672 10,855 10,728
S2 10,458 10,458 10,826
S3 10,133 10,347 10,796
S4 9,808 10,022 10,706
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 10,895 10,320 575 5.3% 176 1.6% 98% True False 4,699
10 10,895 9,880 1,015 9.3% 178 1.6% 99% True False 8,340
20 10,895 9,410 1,485 13.6% 147 1.3% 99% True False 8,347
40 10,895 8,710 2,185 20.1% 101 0.9% 100% True False 4,184
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 31
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 12,276
2.618 11,746
1.618 11,421
1.000 11,220
0.618 11,096
HIGH 10,895
0.618 10,771
0.500 10,733
0.382 10,694
LOW 10,570
0.618 10,369
1.000 10,245
1.618 10,044
2.618 9,719
4.250 9,189
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 10,834 10,797
PP 10,783 10,708
S1 10,733 10,620

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

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