NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 10,825 10,940 115 1.1% 10,765
High 10,935 11,025 90 0.8% 10,935
Low 10,770 10,930 160 1.5% 10,390
Close 10,935 11,005 70 0.6% 10,935
Range 165 95 -70 -42.4% 545
ATR 174 168 -6 -3.2% 0
Volume 6,133 8,631 2,498 40.7% 31,421
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,272 11,233 11,057
R3 11,177 11,138 11,031
R2 11,082 11,082 11,023
R1 11,043 11,043 11,014 11,063
PP 10,987 10,987 10,987 10,996
S1 10,948 10,948 10,996 10,968
S2 10,892 10,892 10,988
S3 10,797 10,853 10,979
S4 10,702 10,758 10,953
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 12,388 12,207 11,235
R3 11,843 11,662 11,085
R2 11,298 11,298 11,035
R1 11,117 11,117 10,985 11,208
PP 10,753 10,753 10,753 10,799
S1 10,572 10,572 10,885 10,663
S2 10,208 10,208 10,835
S3 9,663 10,027 10,785
S4 9,118 9,482 10,635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,025 10,390 635 5.8% 191 1.7% 97% True False 6,602
10 11,025 10,345 680 6.2% 209 1.9% 97% True False 6,615
20 11,025 9,705 1,320 12.0% 181 1.6% 98% True False 7,699
40 11,025 8,775 2,250 20.4% 139 1.3% 99% True False 5,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,429
2.618 11,274
1.618 11,179
1.000 11,120
0.618 11,084
HIGH 11,025
0.618 10,989
0.500 10,978
0.382 10,966
LOW 10,930
0.618 10,871
1.000 10,835
1.618 10,776
2.618 10,681
4.250 10,526
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 10,996 10,948
PP 10,987 10,890
S1 10,978 10,833

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

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