NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 13,825 13,495 -330 -2.4% 14,325
High 13,955 13,615 -340 -2.4% 14,690
Low 13,450 12,940 -510 -3.8% 13,450
Close 13,465 13,200 -265 -2.0% 13,465
Range 505 675 170 33.7% 1,240
ATR 479 493 14 2.9% 0
Volume 32,864 41,274 8,410 25.6% 152,239
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,277 14,913 13,571
R3 14,602 14,238 13,386
R2 13,927 13,927 13,324
R1 13,563 13,563 13,262 13,408
PP 13,252 13,252 13,252 13,174
S1 12,888 12,888 13,138 12,733
S2 12,577 12,577 13,076
S3 11,902 12,213 13,015
S4 11,227 11,538 12,829
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,588 16,767 14,147
R3 16,348 15,527 13,806
R2 15,108 15,108 13,692
R1 14,287 14,287 13,579 14,078
PP 13,868 13,868 13,868 13,764
S1 13,047 13,047 13,351 12,838
S2 12,628 12,628 13,238
S3 11,388 11,807 13,124
S4 10,148 10,567 12,783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,690 12,940 1,750 13.3% 685 5.2% 15% False True 38,702
10 16,050 12,940 3,110 23.6% 677 5.1% 8% False True 33,459
20 16,050 12,940 3,110 23.6% 476 3.6% 8% False True 22,841
40 16,050 12,940 3,110 23.6% 373 2.8% 8% False True 18,961
60 16,050 11,870 4,180 31.7% 345 2.6% 32% False False 17,644
80 16,050 11,030 5,020 38.0% 311 2.4% 43% False False 14,680
100 16,050 10,405 5,645 42.8% 278 2.1% 50% False False 11,746
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 145
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 16,484
2.618 15,382
1.618 14,707
1.000 14,290
0.618 14,032
HIGH 13,615
0.618 13,357
0.500 13,278
0.382 13,198
LOW 12,940
0.618 12,523
1.000 12,265
1.618 11,848
2.618 11,173
4.250 10,071
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 13,278 13,533
PP 13,252 13,422
S1 13,226 13,311

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

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