NIKKEI 225 Index Future (Globex) June 2013

Trading Metrics calculated at close of trading on 21-Feb-2013

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	11,460	11,375	-85	-0.7%	11,225
High	11,550	11,375	-175	-1.5%	11,430
Low	11,420	11,195	-225	-2.0%	11,085
Close	11,420	11,280	-140	-1.2%	11,320
Range	130	180	50	38.5%	345
ATR	179	183	3	1.8%	0
Volume	290	289	-1	-0.3%	9,806

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	11,823	11,732	11,379
R3	11,643	11,552	11,330
R2	11,463	11,463	11,313
R1	11,372	11,372	11,297	11,328
PP	11,283	11,283	11,283	11,261
S1	11,192	11,192	11,264	11,148
S2	11,103	11,103	11,247
S3	10,923	11,012	11,231
S4	10,743	10,832	11,181

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	12,313	12,162	11,510
R3	11,968	11,817	11,415
R2	11,623	11,623	11,383
R1	11,472	11,472	11,352	11,548
PP	11,278	11,278	11,278	11,316
S1	11,127	11,127	11,289	11,203
S2	10,933	10,933	11,257
S3	10,588	10,782	11,225
S4	10,243	10,437	11,130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,550	11,085	465	4.1%	159	1.4%	42%	False	False	444
10	11,550	11,030	520	4.6%	154	1.4%	48%	False	False	1,053
20	11,550	10,655	895	7.9%	144	1.3%	70%	False	False	533
40	11,550	10,130	1,420	12.6%	126	1.1%	81%	False	False	270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,140
2.618	11,846
1.618	11,666
1.000	11,555
0.618	11,486
HIGH	11,375
0.618	11,306
0.500	11,285
0.382	11,264
LOW	11,195
0.618	11,084
1.000	11,015
1.618	10,904
2.618	10,724
4.250	10,430

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	11,285	11,373
PP	11,283	11,342
S1	11,282	11,311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols