NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 8,675 8,640 -35 -0.4% 8,200
High 8,720 8,680 -40 -0.5% 8,720
Low 8,605 8,410 -195 -2.3% 8,200
Close 8,640 8,540 -100 -1.2% 8,540
Range 115 270 155 134.8% 520
ATR 101 113 12 11.9% 0
Volume 6,909 5,815 -1,094 -15.8% 46,965
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,353 9,217 8,689
R3 9,083 8,947 8,614
R2 8,813 8,813 8,590
R1 8,677 8,677 8,565 8,610
PP 8,543 8,543 8,543 8,510
S1 8,407 8,407 8,515 8,340
S2 8,273 8,273 8,491
S3 8,003 8,137 8,466
S4 7,733 7,867 8,392
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 10,047 9,813 8,826
R3 9,527 9,293 8,683
R2 9,007 9,007 8,635
R1 8,773 8,773 8,588 8,890
PP 8,487 8,487 8,487 8,545
S1 8,253 8,253 8,492 8,370
S2 7,967 7,967 8,445
S3 7,447 7,733 8,397
S4 6,927 7,213 8,254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,720 8,200 520 6.1% 197 2.3% 65% False False 9,393
10 8,720 8,200 520 6.1% 152 1.8% 65% False False 4,766
20 9,085 8,200 885 10.4% 95 1.1% 38% False False 2,387
40 9,635 8,200 1,435 16.8% 51 0.6% 24% False False 1,194
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 21
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 9,828
2.618 9,387
1.618 9,117
1.000 8,950
0.618 8,847
HIGH 8,680
0.618 8,577
0.500 8,545
0.382 8,513
LOW 8,410
0.618 8,243
1.000 8,140
1.618 7,973
2.618 7,703
4.250 7,263
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 8,545 8,565
PP 8,543 8,557
S1 8,542 8,548

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

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