NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 13,345 13,710 365 2.7% 14,250
High 13,850 13,890 40 0.3% 14,790
Low 13,315 13,020 -295 -2.2% 13,620
Close 13,720 13,070 -650 -4.7% 13,630
Range 535 870 335 62.6% 1,170
ATR 450 480 30 6.7% 0
Volume 1,877 2,498 621 33.1% 6,158
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 15,937 15,373 13,549
R3 15,067 14,503 13,309
R2 14,197 14,197 13,230
R1 13,633 13,633 13,150 13,480
PP 13,327 13,327 13,327 13,250
S1 12,763 12,763 12,990 12,610
S2 12,457 12,457 12,911
S3 11,587 11,893 12,831
S4 10,717 11,023 12,592
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 17,523 16,747 14,274
R3 16,353 15,577 13,952
R2 15,183 15,183 13,845
R1 14,407 14,407 13,737 14,210
PP 14,013 14,013 14,013 13,915
S1 13,237 13,237 13,523 13,040
S2 12,843 12,843 13,416
S3 11,673 12,067 13,308
S4 10,503 10,897 12,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,225 13,020 1,205 9.2% 607 4.6% 4% False True 2,339
10 16,120 13,020 3,100 23.7% 739 5.7% 2% False True 1,572
20 16,120 13,020 3,100 23.7% 476 3.6% 2% False True 855
40 16,120 13,020 3,100 23.7% 322 2.5% 2% False True 488
60 16,120 12,015 4,105 31.4% 269 2.1% 26% False False 327
80 16,120 11,060 5,060 38.7% 242 1.9% 40% False False 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 139
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 17,588
2.618 16,168
1.618 15,298
1.000 14,760
0.618 14,428
HIGH 13,890
0.618 13,558
0.500 13,455
0.382 13,352
LOW 13,020
0.618 12,482
1.000 12,150
1.618 11,612
2.618 10,742
4.250 9,323
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 13,455 13,455
PP 13,327 13,327
S1 13,198 13,198

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

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