NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 8,710 8,810 100 1.1% 9,000
High 8,830 8,835 5 0.1% 9,000
Low 8,690 8,705 15 0.2% 8,670
Close 8,810 8,745 -65 -0.7% 8,810
Range 140 130 -10 -7.1% 330
ATR 142 141 -1 -0.6% 0
Volume 3,306 2,391 -915 -27.7% 18,579
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,152 9,078 8,817
R3 9,022 8,948 8,781
R2 8,892 8,892 8,769
R1 8,818 8,818 8,757 8,790
PP 8,762 8,762 8,762 8,748
S1 8,688 8,688 8,733 8,660
S2 8,632 8,632 8,721
S3 8,502 8,558 8,709
S4 8,372 8,428 8,674
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,817 9,643 8,992
R3 9,487 9,313 8,901
R2 9,157 9,157 8,871
R1 8,983 8,983 8,840 8,905
PP 8,827 8,827 8,827 8,788
S1 8,653 8,653 8,780 8,575
S2 8,497 8,497 8,750
S3 8,167 8,323 8,719
S4 7,837 7,993 8,629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,980 8,670 310 3.5% 145 1.7% 24% False False 3,559
10 9,170 8,670 500 5.7% 138 1.6% 15% False False 3,675
20 9,170 8,620 550 6.3% 146 1.7% 23% False False 4,282
40 9,170 8,200 970 11.1% 135 1.5% 56% False False 3,927
60 9,635 8,200 1,435 16.4% 94 1.1% 38% False False 2,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,388
2.618 9,175
1.618 9,045
1.000 8,965
0.618 8,915
HIGH 8,835
0.618 8,785
0.500 8,770
0.382 8,755
LOW 8,705
0.618 8,625
1.000 8,575
1.618 8,495
2.618 8,365
4.250 8,153
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 8,770 8,780
PP 8,762 8,768
S1 8,753 8,757

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

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