NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 8,810 8,740 -70 -0.8% 9,000
High 8,835 8,815 -20 -0.2% 9,000
Low 8,705 8,730 25 0.3% 8,670
Close 8,745 8,790 45 0.5% 8,810
Range 130 85 -45 -34.6% 330
ATR 141 137 -4 -2.8% 0
Volume 2,391 3,600 1,209 50.6% 18,579
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,033 8,997 8,837
R3 8,948 8,912 8,814
R2 8,863 8,863 8,806
R1 8,827 8,827 8,798 8,845
PP 8,778 8,778 8,778 8,788
S1 8,742 8,742 8,782 8,760
S2 8,693 8,693 8,775
S3 8,608 8,657 8,767
S4 8,523 8,572 8,743
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 8,895 8,670 225 2.6% 131 1.5% 53% False False 3,326
10 9,170 8,670 500 5.7% 134 1.5% 24% False False 3,390
20 9,170 8,620 550 6.3% 143 1.6% 31% False False 4,203
40 9,170 8,200 970 11.0% 137 1.6% 61% False False 4,016
60 9,635 8,200 1,435 16.3% 96 1.1% 41% False False 2,678
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,176
2.618 9,038
1.618 8,953
1.000 8,900
0.618 8,868
HIGH 8,815
0.618 8,783
0.500 8,773
0.382 8,763
LOW 8,730
0.618 8,678
1.000 8,645
1.618 8,593
2.618 8,508
4.250 8,369
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 8,784 8,781
PP 8,778 8,772
S1 8,773 8,763

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

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