NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 8,615 8,620 5 0.1% 8,625
High 8,745 8,690 -55 -0.6% 8,740
Low 8,585 8,585 0 0.0% 8,330
Close 8,610 8,675 65 0.8% 8,690
Range 160 105 -55 -34.4% 410
ATR 147 144 -3 -2.0% 0
Volume 3,630 2,871 -759 -20.9% 26,716
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 8,965 8,925 8,733
R3 8,860 8,820 8,704
R2 8,755 8,755 8,694
R1 8,715 8,715 8,685 8,735
PP 8,650 8,650 8,650 8,660
S1 8,610 8,610 8,666 8,630
S2 8,545 8,545 8,656
S3 8,440 8,505 8,646
S4 8,335 8,400 8,617
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 8,370 375 4.3% 159 1.8% 81% False False 3,918
10 8,840 8,330 510 5.9% 154 1.8% 68% False False 4,333
20 9,170 8,330 840 9.7% 142 1.6% 41% False False 4,019
40 9,170 8,330 840 9.7% 150 1.7% 41% False False 4,550
60 9,170 8,200 970 11.2% 122 1.4% 49% False False 3,453
80 9,635 8,200 1,435 16.5% 92 1.1% 33% False False 2,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,136
2.618 8,965
1.618 8,860
1.000 8,795
0.618 8,755
HIGH 8,690
0.618 8,650
0.500 8,638
0.382 8,625
LOW 8,585
0.618 8,520
1.000 8,480
1.618 8,415
2.618 8,310
4.250 8,139
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 8,663 8,672
PP 8,650 8,668
S1 8,638 8,665

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

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