NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 8,835 8,650 -185 -2.1% 8,700
High 8,840 8,715 -125 -1.4% 8,895
Low 8,625 8,620 -5 -0.1% 8,630
Close 8,655 8,700 45 0.5% 8,835
Range 215 95 -120 -55.8% 265
ATR 129 127 -2 -1.9% 0
Volume 5,677 3,678 -1,999 -35.2% 25,297
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 8,963 8,927 8,752
R3 8,868 8,832 8,726
R2 8,773 8,773 8,718
R1 8,737 8,737 8,709 8,755
PP 8,678 8,678 8,678 8,688
S1 8,642 8,642 8,691 8,660
S2 8,583 8,583 8,683
S3 8,488 8,547 8,674
S4 8,393 8,452 8,648
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,582 9,473 8,981
R3 9,317 9,208 8,908
R2 9,052 9,052 8,884
R1 8,943 8,943 8,859 8,998
PP 8,787 8,787 8,787 8,814
S1 8,678 8,678 8,811 8,733
S2 8,522 8,522 8,787
S3 8,257 8,413 8,762
S4 7,992 8,148 8,689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,895 8,620 275 3.2% 142 1.6% 29% False True 5,189
10 8,895 8,510 385 4.4% 125 1.4% 49% False False 4,925
20 8,895 8,200 695 8.0% 151 1.7% 72% False False 5,298
40 9,490 8,200 1,290 14.8% 90 1.0% 39% False False 2,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,119
2.618 8,964
1.618 8,869
1.000 8,810
0.618 8,774
HIGH 8,715
0.618 8,679
0.500 8,668
0.382 8,656
LOW 8,620
0.618 8,561
1.000 8,525
1.618 8,466
2.618 8,371
4.250 8,216
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 8,689 8,733
PP 8,678 8,722
S1 8,668 8,711

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

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