NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 10,875 10,790 -85 -0.8% 10,365
High 10,905 10,830 -75 -0.7% 10,905
Low 10,735 10,670 -65 -0.6% 10,345
Close 10,790 10,775 -15 -0.1% 10,775
Range 170 160 -10 -5.9% 560
ATR 154 155 0 0.3% 0
Volume 6,931 8,598 1,667 24.1% 26,101
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,238 11,167 10,863
R3 11,078 11,007 10,819
R2 10,918 10,918 10,804
R1 10,847 10,847 10,790 10,803
PP 10,758 10,758 10,758 10,736
S1 10,687 10,687 10,760 10,643
S2 10,598 10,598 10,746
S3 10,438 10,527 10,731
S4 10,278 10,367 10,687
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,355 12,125 11,083
R3 11,795 11,565 10,929
R2 11,235 11,235 10,878
R1 11,005 11,005 10,826 11,120
PP 10,675 10,675 10,675 10,733
S1 10,445 10,445 10,724 10,560
S2 10,115 10,115 10,672
S3 9,555 9,885 10,621
S4 8,995 9,325 10,467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,905 10,345 560 5.2% 203 1.9% 77% False False 5,916
10 10,905 9,940 965 9.0% 173 1.6% 87% False False 5,735
20 10,905 9,475 1,430 13.3% 155 1.4% 91% False False 9,063
40 10,905 8,710 2,195 20.4% 109 1.0% 94% False False 4,572
Crabel Price Patterns
NR True
NR4 True
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,510
2.618 11,249
1.618 11,089
1.000 10,990
0.618 10,929
HIGH 10,830
0.618 10,769
0.500 10,750
0.382 10,731
LOW 10,670
0.618 10,571
1.000 10,510
1.618 10,411
2.618 10,251
4.250 9,990
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 10,767 10,763
PP 10,758 10,750
S1 10,750 10,738

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

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