NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 8,930 8,845 -85 -1.0% 9,125
High 8,980 8,895 -85 -0.9% 9,170
Low 8,825 8,815 -10 -0.1% 8,940
Close 8,860 8,875 15 0.2% 9,015
Range 155 80 -75 -48.4% 230
ATR 140 136 -4 -3.1% 0
Volume 4,765 3,458 -1,307 -27.4% 15,780
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,102 9,068 8,919
R3 9,022 8,988 8,897
R2 8,942 8,942 8,890
R1 8,908 8,908 8,882 8,925
PP 8,862 8,862 8,862 8,870
S1 8,828 8,828 8,868 8,845
S2 8,782 8,782 8,860
S3 8,702 8,748 8,853
S4 8,622 8,668 8,831
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,732 9,603 9,142
R3 9,502 9,373 9,078
R2 9,272 9,272 9,057
R1 9,143 9,143 9,036 9,093
PP 9,042 9,042 9,042 9,016
S1 8,913 8,913 8,994 8,863
S2 8,812 8,812 8,973
S3 8,582 8,683 8,952
S4 8,352 8,453 8,889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,815 355 4.0% 127 1.4% 17% False True 4,137
10 9,170 8,660 510 5.7% 147 1.7% 42% False False 4,141
20 9,170 8,510 660 7.4% 136 1.5% 55% False False 4,533
40 9,170 8,200 970 10.9% 124 1.4% 70% False False 3,687
60 9,635 8,200 1,435 16.2% 86 1.0% 47% False False 2,459
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 27
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 9,235
2.618 9,105
1.618 9,025
1.000 8,975
0.618 8,945
HIGH 8,895
0.618 8,865
0.500 8,855
0.382 8,846
LOW 8,815
0.618 8,766
1.000 8,735
1.618 8,686
2.618 8,606
4.250 8,475
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 8,868 8,908
PP 8,862 8,897
S1 8,855 8,886

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

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