NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 13,395 13,900 505 3.8% 13,750
High 14,025 14,160 135 1.0% 13,780
Low 13,330 13,845 515 3.9% 13,180
Close 13,895 14,100 205 1.5% 13,330
Range 695 315 -380 -54.7% 600
ATR 382 378 -5 -1.3% 0
Volume 27,819 12,843 -14,976 -53.8% 55,763
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 14,980 14,855 14,273
R3 14,665 14,540 14,187
R2 14,350 14,350 14,158
R1 14,225 14,225 14,129 14,288
PP 14,035 14,035 14,035 14,066
S1 13,910 13,910 14,071 13,973
S2 13,720 13,720 14,042
S3 13,405 13,595 14,014
S4 13,090 13,280 13,927
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 14,160 13,180 980 7.0% 384 2.7% 94% True False 14,928
10 14,160 13,180 980 7.0% 355 2.5% 94% True False 14,861
20 14,240 13,180 1,060 7.5% 367 2.6% 87% False False 16,063
40 15,060 13,180 1,880 13.3% 370 2.6% 49% False False 15,159
60 15,060 12,525 2,535 18.0% 425 3.0% 62% False False 18,524
80 16,120 12,420 3,700 26.2% 458 3.2% 45% False False 14,489
100 16,120 12,420 3,700 26.2% 401 2.8% 45% False False 11,615
120 16,120 12,015 4,105 29.1% 365 2.6% 51% False False 9,682
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 55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15,499
2.618 14,985
1.618 14,670
1.000 14,475
0.618 14,355
HIGH 14,160
0.618 14,040
0.500 14,003
0.382 13,965
LOW 13,845
0.618 13,650
1.000 13,530
1.618 13,335
2.618 13,020
4.250 12,506
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 14,068 13,970
PP 14,035 13,840
S1 14,003 13,710

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

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