NIKKEI 225 Index Future (Globex) June 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 13,280 13,625 345 2.6% 13,495
High 13,740 13,635 -105 -0.8% 13,750
Low 13,210 12,900 -310 -2.3% 12,310
Close 13,570 12,985 -585 -4.3% 13,240
Range 530 735 205 38.7% 1,440
ATR 573 585 12 2.0% 0
Volume 42,519 79,274 36,755 86.4% 252,306
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,378 14,917 13,389
R3 14,643 14,182 13,187
R2 13,908 13,908 13,120
R1 13,447 13,447 13,053 13,310
PP 13,173 13,173 13,173 13,105
S1 12,712 12,712 12,918 12,575
S2 12,438 12,438 12,850
S3 11,703 11,977 12,783
S4 10,968 11,242 12,581
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 17,420 16,770 14,032
R3 15,980 15,330 13,636
R2 14,540 14,540 13,504
R1 13,890 13,890 13,372 13,495
PP 13,100 13,100 13,100 12,903
S1 12,450 12,450 13,108 12,055
S2 11,660 11,660 12,976
S3 10,220 11,010 12,844
S4 8,780 9,570 12,448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,750 12,310 1,440 11.1% 778 6.0% 47% False False 59,810
10 14,580 12,310 2,270 17.5% 698 5.4% 30% False False 47,954
20 16,050 12,310 3,740 28.8% 631 4.9% 18% False False 36,011
40 16,050 12,310 3,740 28.8% 441 3.4% 18% False False 24,150
60 16,050 11,870 4,180 32.2% 398 3.1% 27% False False 21,902
80 16,050 11,085 4,965 38.2% 357 2.7% 38% False False 18,717
100 16,050 10,450 5,600 43.1% 315 2.4% 45% False False 15,074
120 16,050 9,930 6,120 47.1% 277 2.1% 50% False False 12,563
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 147
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,759
2.618 15,559
1.618 14,824
1.000 14,370
0.618 14,089
HIGH 13,635
0.618 13,354
0.500 13,268
0.382 13,181
LOW 12,900
0.618 12,446
1.000 12,165
1.618 11,711
2.618 10,976
4.250 9,776
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 13,268 13,135
PP 13,173 13,085
S1 13,079 13,035

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

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