NIKKEI 225 Index Future (Globex) March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	14,935	14,945	10	0.1%	14,425
High	15,090	15,025	-65	-0.4%	14,920
Low	14,880	14,700	-180	-1.2%	14,210
Close	14,920	14,930	10	0.1%	14,800
Range	210	325	115	54.8%	710
ATR	359	356	-2	-0.7%	0
Volume	12,900	21,395	8,495	65.9%	70,961

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	15,860	15,720	15,109
R3	15,535	15,395	15,020
R2	15,210	15,210	14,990
R1	15,070	15,070	14,960	14,978
PP	14,885	14,885	14,885	14,839
S1	14,745	14,745	14,900	14,653
S2	14,560	14,560	14,871
S3	14,235	14,420	14,841
S4	13,910	14,095	14,751

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	16,773	16,497	15,191
R3	16,063	15,787	14,995
R2	15,353	15,353	14,930
R1	15,077	15,077	14,865	15,215
PP	14,643	14,643	14,643	14,713
S1	14,367	14,367	14,735	14,505
S2	13,933	13,933	14,670
S3	13,223	13,657	14,605
S4	12,513	12,947	14,410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,105	14,540	565	3.8%	313	2.1%	69%	False	False	14,530
10	15,105	14,210	895	6.0%	373	2.5%	80%	False	False	17,813
20	15,245	13,945	1,300	8.7%	382	2.6%	76%	False	False	20,551
40	16,450	13,945	2,505	16.8%	358	2.4%	39%	False	False	18,408
60	16,450	13,945	2,505	16.8%	337	2.3%	39%	False	False	15,746
80	16,450	13,945	2,505	16.8%	295	2.0%	39%	False	False	11,831
100	16,450	13,905	2,545	17.0%	255	1.7%	40%	False	False	9,466
120	16,450	13,905	2,545	17.0%	221	1.5%	40%	False	False	7,889

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	76
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,406
2.618	15,876
1.618	15,551
1.000	15,350
0.618	15,226
HIGH	15,025
0.618	14,901
0.500	14,863
0.382	14,824
LOW	14,700
0.618	14,499
1.000	14,375
1.618	14,174
2.618	13,849
4.250	13,319

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	14,908	14,921
PP	14,885	14,912
S1	14,863	14,903

Download as Excel Spreadsheet

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

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