NIKKEI 225 Index Future (Globex) September 2013

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

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	12,700	12,685	-15	-0.1%	12,460
High	12,700	12,695	-5	0.0%	12,590
Low	12,700	12,565	-135	-1.1%	12,260
Close	12,700	12,565	-135	-1.1%	12,530
Range	0	130	130		330
ATR	165	163	-2	-1.3%	0
Volume	1	1	0	0.0%	26

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	12,998	12,912	12,637
R3	12,868	12,782	12,601
R2	12,738	12,738	12,589
R1	12,652	12,652	12,577	12,630
PP	12,608	12,608	12,608	12,598
S1	12,522	12,522	12,553	12,500
S2	12,478	12,478	12,541
S3	12,348	12,392	12,529
S4	12,218	12,262	12,494

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	13,450	13,320	12,712
R3	13,120	12,990	12,621
R2	12,790	12,790	12,591
R1	12,660	12,660	12,560	12,725
PP	12,460	12,460	12,460	12,493
S1	12,330	12,330	12,500	12,395
S2	12,130	12,130	12,470
S3	11,800	12,000	12,439
S4	11,470	11,670	12,349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,700	12,440	260	2.1%	55	0.4%	48%	False	False	2
10	12,700	12,260	440	3.5%	59	0.5%	69%	False	False	4
20	12,700	11,160	1,540	12.3%	83	0.7%	91%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,248
2.618	13,035
1.618	12,905
1.000	12,825
0.618	12,775
HIGH	12,695
0.618	12,645
0.500	12,630
0.382	12,615
LOW	12,565
0.618	12,485
1.000	12,435
1.618	12,355
2.618	12,225
4.250	12,013

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	12,630	12,570
PP	12,608	12,568
S1	12,587	12,567

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