NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 8,650 8,650 0 0.0% 8,925
High 8,650 8,650 0 0.0% 8,925
Low 8,650 8,575 -75 -0.9% 8,650
Close 8,575 8,720 145 1.7% 8,575
Range 0 75 75 275
ATR 26 29 4 13.7% 0
Volume 50 1 -49 -98.0% 57
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 8,873 8,872 8,761
R3 8,798 8,797 8,741
R2 8,723 8,723 8,734
R1 8,722 8,722 8,727 8,723
PP 8,648 8,648 8,648 8,649
S1 8,647 8,647 8,713 8,648
S2 8,573 8,573 8,706
S3 8,498 8,572 8,700
S4 8,423 8,497 8,679
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 9,542 9,333 8,726
R3 9,267 9,058 8,651
R2 8,992 8,992 8,626
R1 8,783 8,783 8,600 8,750
PP 8,717 8,717 8,717 8,700
S1 8,508 8,508 8,550 8,475
S2 8,442 8,442 8,525
S3 8,167 8,233 8,500
S4 7,892 7,958 8,424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,925 8,575 350 4.0% 23 0.3% 41% False True 11
10 9,120 8,575 545 6.3% 25 0.3% 27% False True 6
20 9,635 8,575 1,060 12.2% 17 0.2% 14% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 8,969
2.618 8,846
1.618 8,771
1.000 8,725
0.618 8,696
HIGH 8,650
0.618 8,621
0.500 8,613
0.382 8,604
LOW 8,575
0.618 8,529
1.000 8,500
1.618 8,454
2.618 8,379
4.250 8,256
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 8,684 8,708
PP 8,648 8,695
S1 8,613 8,683

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

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