NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 8,705 8,615 -90 -1.0% 8,625
High 8,705 8,745 40 0.5% 8,740
Low 8,595 8,585 -10 -0.1% 8,330
Close 8,635 8,610 -25 -0.3% 8,690
Range 110 160 50 45.5% 410
ATR 146 147 1 0.7% 0
Volume 2,472 3,630 1,158 46.8% 26,716
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,127 9,028 8,698
R3 8,967 8,868 8,654
R2 8,807 8,807 8,639
R1 8,708 8,708 8,625 8,678
PP 8,647 8,647 8,647 8,631
S1 8,548 8,548 8,595 8,518
S2 8,487 8,487 8,581
S3 8,327 8,388 8,566
S4 8,167 8,228 8,522
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 8,745 8,330 415 4.8% 162 1.9% 67% True False 4,428
10 8,840 8,330 510 5.9% 153 1.8% 55% False False 4,366
20 9,170 8,330 840 9.8% 144 1.7% 33% False False 3,878
40 9,170 8,330 840 9.8% 151 1.8% 33% False False 4,759
60 9,170 8,200 970 11.3% 120 1.4% 42% False False 3,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,425
2.618 9,164
1.618 9,004
1.000 8,905
0.618 8,844
HIGH 8,745
0.618 8,684
0.500 8,665
0.382 8,646
LOW 8,585
0.618 8,486
1.000 8,425
1.618 8,326
2.618 8,166
4.250 7,905
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 8,665 8,630
PP 8,647 8,623
S1 8,628 8,617

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

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