NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 8,375 8,425 50 0.6% 8,810
High 8,450 8,565 115 1.4% 8,840
Low 8,330 8,370 40 0.5% 8,605
Close 8,415 8,535 120 1.4% 8,630
Range 120 195 75 62.5% 235
ATR 139 143 4 2.9% 0
Volume 5,423 5,590 167 3.1% 16,835
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,075 9,000 8,642
R3 8,880 8,805 8,589
R2 8,685 8,685 8,571
R1 8,610 8,610 8,553 8,648
PP 8,490 8,490 8,490 8,509
S1 8,415 8,415 8,517 8,453
S2 8,295 8,295 8,499
S3 8,100 8,220 8,482
S4 7,905 8,025 8,428
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 8,830 8,330 500 5.9% 177 2.1% 41% False False 5,237
10 8,840 8,330 510 6.0% 139 1.6% 40% False False 4,183
20 9,170 8,330 840 9.8% 146 1.7% 24% False False 4,164
40 9,170 8,200 970 11.4% 151 1.8% 35% False False 4,825
60 9,405 8,200 1,205 14.1% 112 1.3% 28% False False 3,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,394
2.618 9,076
1.618 8,881
1.000 8,760
0.618 8,686
HIGH 8,565
0.618 8,491
0.500 8,468
0.382 8,445
LOW 8,370
0.618 8,250
1.000 8,175
1.618 8,055
2.618 7,860
4.250 7,541
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 8,513 8,506
PP 8,490 8,477
S1 8,468 8,448

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

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