NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 8,425 8,545 120 1.4% 8,625
High 8,565 8,740 175 2.0% 8,740
Low 8,370 8,515 145 1.7% 8,330
Close 8,535 8,690 155 1.8% 8,690
Range 195 225 30 15.4% 410
ATR 143 149 6 4.1% 0
Volume 5,590 5,027 -563 -10.1% 26,716
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,323 9,232 8,814
R3 9,098 9,007 8,752
R2 8,873 8,873 8,731
R1 8,782 8,782 8,711 8,828
PP 8,648 8,648 8,648 8,671
S1 8,557 8,557 8,670 8,603
S2 8,423 8,423 8,649
S3 8,198 8,332 8,628
S4 7,973 8,107 8,566
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,817 9,663 8,916
R3 9,407 9,253 8,803
R2 8,997 8,997 8,765
R1 8,843 8,843 8,728 8,920
PP 8,587 8,587 8,587 8,625
S1 8,433 8,433 8,653 8,510
S2 8,177 8,177 8,615
S3 7,767 8,023 8,577
S4 7,357 7,613 8,465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,740 8,330 410 4.7% 177 2.0% 88% True False 5,343
10 8,840 8,330 510 5.9% 148 1.7% 71% False False 4,355
20 9,170 8,330 840 9.7% 152 1.8% 43% False False 4,196
40 9,170 8,200 970 11.2% 154 1.8% 51% False False 4,949
60 9,365 8,200 1,165 13.4% 115 1.3% 42% False False 3,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,696
2.618 9,329
1.618 9,104
1.000 8,965
0.618 8,879
HIGH 8,740
0.618 8,654
0.500 8,628
0.382 8,601
LOW 8,515
0.618 8,376
1.000 8,290
1.618 8,151
2.618 7,926
4.250 7,559
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 8,669 8,638
PP 8,648 8,587
S1 8,628 8,535

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

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