NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 13,395 13,555 160 1.2% 13,750
High 13,635 13,635 0 0.0% 13,780
Low 13,375 13,260 -115 -0.9% 13,180
Close 13,530 13,330 -200 -1.5% 13,330
Range 260 375 115 44.2% 600
ATR 357 358 1 0.4% 0
Volume 9,970 10,889 919 9.2% 55,763
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 14,533 14,307 13,536
R3 14,158 13,932 13,433
R2 13,783 13,783 13,399
R1 13,557 13,557 13,365 13,483
PP 13,408 13,408 13,408 13,371
S1 13,182 13,182 13,296 13,108
S2 13,033 13,033 13,261
S3 12,658 12,807 13,227
S4 12,283 12,432 13,124
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 15,230 14,880 13,660
R3 14,630 14,280 13,495
R2 14,030 14,030 13,440
R1 13,680 13,680 13,385 13,555
PP 13,430 13,430 13,430 13,368
S1 13,080 13,080 13,275 12,955
S2 12,830 12,830 13,220
S3 12,230 12,480 13,165
S4 11,630 11,880 13,000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,780 13,180 600 4.5% 330 2.5% 25% False False 11,152
10 13,815 13,180 635 4.8% 322 2.4% 24% False False 13,718
20 14,450 13,180 1,270 9.5% 345 2.6% 12% False False 14,933
40 15,060 13,180 1,880 14.1% 363 2.7% 8% False False 14,918
60 15,060 12,525 2,535 19.0% 430 3.2% 32% False False 18,215
80 16,120 12,420 3,700 27.8% 451 3.4% 25% False False 13,982
100 16,120 12,420 3,700 27.8% 394 3.0% 25% False False 11,209
120 16,120 12,015 4,105 30.8% 356 2.7% 32% False False 9,343
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 66
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15,229
2.618 14,617
1.618 14,242
1.000 14,010
0.618 13,867
HIGH 13,635
0.618 13,492
0.500 13,448
0.382 13,403
LOW 13,260
0.618 13,028
1.000 12,885
1.618 12,653
2.618 12,278
4.250 11,666
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 13,448 13,408
PP 13,408 13,382
S1 13,369 13,356

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

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