NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 10,940 10,995 55 0.5% 10,765
High 11,025 11,005 -20 -0.2% 10,935
Low 10,930 10,785 -145 -1.3% 10,390
Close 11,005 10,880 -125 -1.1% 10,935
Range 95 220 125 131.6% 545
ATR 168 172 4 2.2% 0
Volume 8,631 9,054 423 4.9% 31,421
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,550 11,435 11,001
R3 11,330 11,215 10,941
R2 11,110 11,110 10,920
R1 10,995 10,995 10,900 10,943
PP 10,890 10,890 10,890 10,864
S1 10,775 10,775 10,860 10,723
S2 10,670 10,670 10,840
S3 10,450 10,555 10,820
S4 10,230 10,335 10,759
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 10,405 620 5.7% 186 1.7% 77% False False 7,050
10 11,025 10,390 635 5.8% 207 1.9% 77% False False 7,246
20 11,025 9,785 1,240 11.4% 187 1.7% 88% False False 7,792
40 11,025 9,035 1,990 18.3% 142 1.3% 93% False False 5,799
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 35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,940
2.618 11,581
1.618 11,361
1.000 11,225
0.618 11,141
HIGH 11,005
0.618 10,921
0.500 10,895
0.382 10,869
LOW 10,785
0.618 10,649
1.000 10,565
1.618 10,429
2.618 10,209
4.250 9,850
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 10,895 10,898
PP 10,890 10,892
S1 10,885 10,886

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

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