NIKKEI 225 Index Future (Globex) September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 14,105 14,330 225 1.6% 13,395
High 14,375 14,605 230 1.6% 14,180
Low 13,875 14,295 420 3.0% 13,330
Close 14,330 14,585 255 1.8% 13,845
Range 500 310 -190 -38.0% 850
ATR 382 376 -5 -1.3% 0
Volume 32,549 40,483 7,934 24.4% 74,253
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 15,425 15,315 14,756
R3 15,115 15,005 14,670
R2 14,805 14,805 14,642
R1 14,695 14,695 14,614 14,750
PP 14,495 14,495 14,495 14,523
S1 14,385 14,385 14,557 14,440
S2 14,185 14,185 14,528
S3 13,875 14,075 14,500
S4 13,565 13,765 14,415
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 16,335 15,940 14,313
R3 15,485 15,090 14,079
R2 14,635 14,635 14,001
R1 14,240 14,240 13,923 14,438
PP 13,785 13,785 13,785 13,884
S1 13,390 13,390 13,767 13,588
S2 12,935 12,935 13,689
S3 12,085 12,540 13,611
S4 11,235 11,690 13,378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,605 13,700 905 6.2% 353 2.4% 98% True False 23,893
10 14,605 13,180 1,425 9.8% 386 2.6% 99% True False 19,643
20 14,605 13,180 1,425 9.8% 356 2.4% 99% True False 17,096
40 15,060 13,180 1,880 12.9% 376 2.6% 75% False False 16,513
60 15,060 12,660 2,400 16.5% 406 2.8% 80% False False 17,666
80 16,120 12,420 3,700 25.4% 466 3.2% 59% False False 15,815
100 16,120 12,420 3,700 25.4% 405 2.8% 59% False False 12,667
120 16,120 12,015 4,105 28.1% 376 2.6% 63% False False 10,571
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 74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15,923
2.618 15,417
1.618 15,107
1.000 14,915
0.618 14,797
HIGH 14,605
0.618 14,487
0.500 14,450
0.382 14,414
LOW 14,295
0.618 14,104
1.000 13,985
1.618 13,794
2.618 13,484
4.250 12,978
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 14,540 14,441
PP 14,495 14,297
S1 14,450 14,153

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

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