NIKKEI 225 Index Future (Globex) March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 10,995 10,880 -115 -1.0% 10,765
High 11,005 10,890 -115 -1.0% 10,935
Low 10,785 10,490 -295 -2.7% 10,390
Close 10,880 10,655 -225 -2.1% 10,935
Range 220 400 180 81.8% 545
ATR 172 188 16 9.5% 0
Volume 9,054 15,758 6,704 74.0% 31,421
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 11,878 11,667 10,875
R3 11,478 11,267 10,765
R2 11,078 11,078 10,728
R1 10,867 10,867 10,692 10,773
PP 10,678 10,678 10,678 10,631
S1 10,467 10,467 10,618 10,373
S2 10,278 10,278 10,582
S3 9,878 10,067 10,545
S4 9,478 9,667 10,435
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 10,490 535 5.0% 216 2.0% 31% False True 9,191
10 11,025 10,390 635 6.0% 215 2.0% 42% False False 8,039
20 11,025 9,880 1,145 10.7% 196 1.8% 68% False False 8,189
40 11,025 9,120 1,905 17.9% 151 1.4% 81% False False 6,193
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 25
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 12,590
2.618 11,937
1.618 11,537
1.000 11,290
0.618 11,137
HIGH 10,890
0.618 10,737
0.500 10,690
0.382 10,643
LOW 10,490
0.618 10,243
1.000 10,090
1.618 9,843
2.618 9,443
4.250 8,790
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 10,690 10,758
PP 10,678 10,723
S1 10,667 10,689

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

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