NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 8,820 8,800 -20 -0.2% 9,000
High 8,820 8,840 20 0.2% 9,000
Low 8,725 8,785 60 0.7% 8,670
Close 8,785 8,810 25 0.3% 8,810
Range 95 55 -40 -42.1% 330
ATR 134 128 -6 -4.2% 0
Volume 3,199 3,149 -50 -1.6% 18,579
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 8,977 8,948 8,840
R3 8,922 8,893 8,825
R2 8,867 8,867 8,820
R1 8,838 8,838 8,815 8,853
PP 8,812 8,812 8,812 8,819
S1 8,783 8,783 8,805 8,798
S2 8,757 8,757 8,800
S3 8,702 8,728 8,795
S4 8,647 8,673 8,780
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 8,840 8,690 150 1.7% 101 1.1% 80% True False 3,129
10 9,090 8,670 420 4.8% 124 1.4% 33% False False 3,505
20 9,170 8,620 550 6.2% 140 1.6% 35% False False 4,022
40 9,170 8,200 970 11.0% 138 1.6% 63% False False 4,174
60 9,635 8,200 1,435 16.3% 98 1.1% 43% False False 2,784
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 9,074
2.618 8,984
1.618 8,929
1.000 8,895
0.618 8,874
HIGH 8,840
0.618 8,819
0.500 8,813
0.382 8,806
LOW 8,785
0.618 8,751
1.000 8,730
1.618 8,696
2.618 8,641
4.250 8,551
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 8,813 8,801
PP 8,812 8,792
S1 8,811 8,783

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

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