NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 10,765 10,635 -130 -1.2% 10,365
High 10,795 10,635 -160 -1.5% 10,905
Low 10,555 10,390 -165 -1.6% 10,345
Close 10,635 10,445 -190 -1.8% 10,775
Range 240 245 5 2.1% 560
ATR 161 167 6 3.7% 0
Volume 7,042 6,811 -231 -3.3% 26,101
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,225 11,080 10,580
R3 10,980 10,835 10,513
R2 10,735 10,735 10,490
R1 10,590 10,590 10,468 10,540
PP 10,490 10,490 10,490 10,465
S1 10,345 10,345 10,423 10,295
S2 10,245 10,245 10,400
S3 10,000 10,100 10,378
S4 9,755 9,855 10,310
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 10,390 515 4.9% 228 2.2% 11% False True 7,441
10 10,905 10,085 820 7.9% 179 1.7% 44% False False 5,403
20 10,905 9,490 1,415 13.5% 171 1.6% 67% False False 9,680
40 10,905 8,710 2,195 21.0% 121 1.2% 79% False False 4,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,676
2.618 11,277
1.618 11,032
1.000 10,880
0.618 10,787
HIGH 10,635
0.618 10,542
0.500 10,513
0.382 10,484
LOW 10,390
0.618 10,239
1.000 10,145
1.618 9,994
2.618 9,749
4.250 9,349
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 10,513 10,610
PP 10,490 10,555
S1 10,468 10,500

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

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