NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 15,725 14,820 -905 -5.8% 15,320
High 15,975 15,050 -925 -5.8% 16,050
Low 14,665 14,000 -665 -4.5% 14,000
Close 14,820 14,330 -490 -3.3% 14,330
Range 1,310 1,050 -260 -19.8% 2,050
ATR 363 412 49 13.5% 0
Volume 38,846 51,670 12,824 33.0% 141,079
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 17,610 17,020 14,908
R3 16,560 15,970 14,619
R2 15,510 15,510 14,523
R1 14,920 14,920 14,426 14,690
PP 14,460 14,460 14,460 14,345
S1 13,870 13,870 14,234 13,640
S2 13,410 13,410 14,138
S3 12,360 12,820 14,041
S4 11,310 11,770 13,753
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 20,943 19,687 15,458
R3 18,893 17,637 14,894
R2 16,843 16,843 14,706
R1 15,587 15,587 14,518 15,190
PP 14,793 14,793 14,793 14,595
S1 13,537 13,537 14,142 13,140
S2 12,743 12,743 13,954
S3 10,693 11,487 13,766
S4 8,643 9,437 13,203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,050 14,000 2,050 14.3% 668 4.7% 16% False True 28,215
10 16,050 14,000 2,050 14.3% 484 3.4% 16% False True 20,470
20 16,050 13,695 2,355 16.4% 356 2.5% 27% False False 15,153
40 16,050 11,870 4,180 29.2% 350 2.4% 59% False False 16,700
60 16,050 11,525 4,525 31.6% 305 2.1% 62% False False 16,123
80 16,050 11,030 5,020 35.0% 278 1.9% 66% False False 12,262
100 16,050 10,355 5,695 39.7% 249 1.7% 70% False False 9,812
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 85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19,513
2.618 17,799
1.618 16,749
1.000 16,100
0.618 15,699
HIGH 15,050
0.618 14,649
0.500 14,525
0.382 14,401
LOW 14,000
0.618 13,351
1.000 12,950
1.618 12,301
2.618 11,251
4.250 9,538
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 14,525 15,025
PP 14,460 14,793
S1 14,395 14,562

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

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