NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 8,680 8,585 -95 -1.1% 8,705
High 8,705 8,705 0 0.0% 8,745
Low 8,510 8,520 10 0.1% 8,510
Close 8,570 8,685 115 1.3% 8,685
Range 195 185 -10 -5.1% 235
ATR 148 150 3 1.8% 0
Volume 5,150 3,715 -1,435 -27.9% 17,838
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,192 9,123 8,787
R3 9,007 8,938 8,736
R2 8,822 8,822 8,719
R1 8,753 8,753 8,702 8,788
PP 8,637 8,637 8,637 8,654
S1 8,568 8,568 8,668 8,603
S2 8,452 8,452 8,651
S3 8,267 8,383 8,634
S4 8,082 8,198 8,583
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,352 9,253 8,814
R3 9,117 9,018 8,750
R2 8,882 8,882 8,728
R1 8,783 8,783 8,707 8,715
PP 8,647 8,647 8,647 8,613
S1 8,548 8,548 8,664 8,480
S2 8,412 8,412 8,642
S3 8,177 8,313 8,621
S4 7,942 8,078 8,556
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% 151 1.7% 74% False False 3,567
10 8,745 8,330 415 4.8% 164 1.9% 86% False False 4,455
20 9,000 8,330 670 7.7% 148 1.7% 53% False False 3,998
40 9,170 8,330 840 9.7% 150 1.7% 42% False False 4,354
60 9,170 8,200 970 11.2% 127 1.5% 50% False False 3,601
80 9,635 8,200 1,435 16.5% 97 1.1% 34% False False 2,701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,491
2.618 9,189
1.618 9,004
1.000 8,890
0.618 8,819
HIGH 8,705
0.618 8,634
0.500 8,613
0.382 8,591
LOW 8,520
0.618 8,406
1.000 8,335
1.618 8,221
2.618 8,036
4.250 7,734
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 8,661 8,659
PP 8,637 8,633
S1 8,613 8,608

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

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