NIKKEI 225 Index Future (Globex) June 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	11,895	12,120	225	1.9%	11,550
High	12,135	12,200	65	0.5%	11,750
Low	11,840	11,975	135	1.1%	11,125
Close	12,125	12,160	35	0.3%	11,720
Range	295	225	-70	-23.7%	625
ATR	222	222	0	0.1%	0
Volume	33,456	15,853	-17,603	-52.6%	3,333

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	12,787	12,698	12,284
R3	12,562	12,473	12,222
R2	12,337	12,337	12,201
R1	12,248	12,248	12,181	12,293
PP	12,112	12,112	12,112	12,134
S1	12,023	12,023	12,140	12,068
S2	11,887	11,887	12,119
S3	11,662	11,798	12,098
S4	11,437	11,573	12,036

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,407	13,188	12,064
R3	12,782	12,563	11,892
R2	12,157	12,157	11,835
R1	11,938	11,938	11,777	12,048
PP	11,532	11,532	11,532	11,586
S1	11,313	11,313	11,663	11,423
S2	10,907	10,907	11,606
S3	10,282	10,688	11,548
S4	9,657	10,063	11,376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,200	11,525	675	5.6%	215	1.8%	94%	True	False	20,445
10	12,200	11,125	1,075	8.8%	264	2.2%	96%	True	False	10,523
20	12,200	11,030	1,170	9.6%	209	1.7%	97%	True	False	5,788
40	12,200	10,405	1,795	14.8%	179	1.5%	98%	True	False	2,900

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,156
2.618	12,789
1.618	12,564
1.000	12,425
0.618	12,339
HIGH	12,200
0.618	12,114
0.500	12,088
0.382	12,061
LOW	11,975
0.618	11,836
1.000	11,750
1.618	11,611
2.618	11,386
4.250	11,019

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	12,136	12,092
PP	12,112	12,023
S1	12,088	11,955

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