NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 8,800 8,820 20 0.2% 8,810
High 8,840 8,830 -10 -0.1% 8,840
Low 8,785 8,605 -180 -2.0% 8,605
Close 8,810 8,630 -180 -2.0% 8,630
Range 55 225 170 309.1% 235
ATR 128 135 7 5.4% 0
Volume 3,149 4,496 1,347 42.8% 16,835
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,363 9,222 8,754
R3 9,138 8,997 8,692
R2 8,913 8,913 8,671
R1 8,772 8,772 8,651 8,730
PP 8,688 8,688 8,688 8,668
S1 8,547 8,547 8,610 8,505
S2 8,463 8,463 8,589
S3 8,238 8,322 8,568
S4 8,013 8,097 8,506
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,397 9,248 8,759
R3 9,162 9,013 8,695
R2 8,927 8,927 8,673
R1 8,778 8,778 8,652 8,735
PP 8,692 8,692 8,692 8,670
S1 8,543 8,543 8,609 8,500
S2 8,457 8,457 8,587
S3 8,222 8,308 8,566
S4 7,987 8,073 8,501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,840 8,605 235 2.7% 118 1.4% 11% False True 3,367
10 9,000 8,605 395 4.6% 132 1.5% 6% False True 3,541
20 9,170 8,605 565 6.5% 143 1.7% 4% False True 3,925
40 9,170 8,200 970 11.2% 141 1.6% 44% False False 4,287
60 9,635 8,200 1,435 16.6% 102 1.2% 30% False False 2,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9,786
2.618 9,419
1.618 9,194
1.000 9,055
0.618 8,969
HIGH 8,830
0.618 8,744
0.500 8,718
0.382 8,691
LOW 8,605
0.618 8,466
1.000 8,380
1.618 8,241
2.618 8,016
4.250 7,649
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 8,718 8,723
PP 8,688 8,692
S1 8,659 8,661

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

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