NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 8,625 8,490 -135 -1.6% 8,810
High 8,630 8,520 -110 -1.3% 8,840
Low 8,430 8,375 -55 -0.7% 8,605
Close 8,475 8,405 -70 -0.8% 8,630
Range 200 145 -55 -27.5% 235
ATR 140 140 0 0.3% 0
Volume 5,257 5,419 162 3.1% 16,835
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 8,868 8,782 8,485
R3 8,723 8,637 8,445
R2 8,578 8,578 8,432
R1 8,492 8,492 8,418 8,463
PP 8,433 8,433 8,433 8,419
S1 8,347 8,347 8,392 8,318
S2 8,288 8,288 8,379
S3 8,143 8,202 8,365
S4 7,998 8,057 8,325
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 8,375 465 5.5% 144 1.7% 6% False True 4,304
10 8,895 8,375 520 6.2% 138 1.6% 6% False True 3,815
20 9,170 8,375 795 9.5% 143 1.7% 4% False True 3,989
40 9,170 8,200 970 11.5% 148 1.8% 21% False False 4,553
60 9,550 8,200 1,350 16.1% 106 1.3% 15% False False 3,037
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 15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,136
2.618 8,900
1.618 8,755
1.000 8,665
0.618 8,610
HIGH 8,520
0.618 8,465
0.500 8,448
0.382 8,431
LOW 8,375
0.618 8,286
1.000 8,230
1.618 8,141
2.618 7,996
4.250 7,759
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 8,448 8,603
PP 8,433 8,537
S1 8,419 8,471

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

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