NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 8,620 8,680 60 0.7% 8,625
High 8,690 8,705 15 0.2% 8,740
Low 8,585 8,510 -75 -0.9% 8,330
Close 8,675 8,570 -105 -1.2% 8,690
Range 105 195 90 85.7% 410
ATR 144 148 4 2.5% 0
Volume 2,871 5,150 2,279 79.4% 26,716
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,180 9,070 8,677
R3 8,985 8,875 8,624
R2 8,790 8,790 8,606
R1 8,680 8,680 8,588 8,638
PP 8,595 8,595 8,595 8,574
S1 8,485 8,485 8,552 8,443
S2 8,400 8,400 8,534
S3 8,205 8,290 8,517
S4 8,010 8,095 8,463
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 8,510 235 2.7% 159 1.9% 26% False True 3,830
10 8,830 8,330 500 5.8% 168 2.0% 48% False False 4,533
20 9,090 8,330 760 8.9% 146 1.7% 32% False False 4,019
40 9,170 8,330 840 9.8% 148 1.7% 29% False False 4,434
60 9,170 8,200 970 11.3% 125 1.5% 38% False False 3,539
80 9,635 8,200 1,435 16.7% 95 1.1% 26% False False 2,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,534
2.618 9,216
1.618 9,021
1.000 8,900
0.618 8,826
HIGH 8,705
0.618 8,631
0.500 8,608
0.382 8,585
LOW 8,510
0.618 8,390
1.000 8,315
1.618 8,195
2.618 8,000
4.250 7,681
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 8,608 8,628
PP 8,595 8,608
S1 8,583 8,589

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

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