NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 13,560 13,230 -330 -2.4% 13,605
High 13,685 13,455 -230 -1.7% 13,815
Low 13,195 13,180 -15 -0.1% 13,230
Close 13,220 13,380 160 1.2% 13,750
Range 490 275 -215 -43.9% 585
ATR 371 364 -7 -1.9% 0
Volume 15,175 13,120 -2,055 -13.5% 81,417
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 14,163 14,047 13,531
R3 13,888 13,772 13,456
R2 13,613 13,613 13,431
R1 13,497 13,497 13,405 13,555
PP 13,338 13,338 13,338 13,368
S1 13,222 13,222 13,355 13,280
S2 13,063 13,063 13,330
S3 12,788 12,947 13,305
S4 12,513 12,672 13,229
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,353 15,137 14,072
R3 14,768 14,552 13,911
R2 14,183 14,183 13,857
R1 13,967 13,967 13,804 14,075
PP 13,598 13,598 13,598 13,653
S1 13,382 13,382 13,697 13,490
S2 13,013 13,013 13,643
S3 12,428 12,797 13,589
S4 11,843 12,212 13,428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,790 13,180 610 4.6% 327 2.4% 33% False True 13,714
10 14,015 13,180 835 6.2% 332 2.5% 24% False True 14,577
20 14,565 13,180 1,385 10.4% 366 2.7% 14% False True 15,717
40 15,060 13,180 1,880 14.1% 373 2.8% 11% False True 15,501
60 15,060 12,420 2,640 19.7% 450 3.4% 36% False False 18,054
80 16,120 12,420 3,700 27.7% 447 3.3% 26% False False 13,723
100 16,120 12,420 3,700 27.7% 392 2.9% 26% False False 11,002
120 16,120 12,015 4,105 30.7% 352 2.6% 33% False False 9,170
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 70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,624
2.618 14,175
1.618 13,900
1.000 13,730
0.618 13,625
HIGH 13,455
0.618 13,350
0.500 13,318
0.382 13,285
LOW 13,180
0.618 13,010
1.000 12,905
1.618 12,735
2.618 12,460
4.250 12,011
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 13,359 13,480
PP 13,338 13,447
S1 13,318 13,413

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

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