NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 8,585 8,680 95 1.1% 8,705
High 8,705 8,785 80 0.9% 8,745
Low 8,520 8,680 160 1.9% 8,510
Close 8,685 8,740 55 0.6% 8,685
Range 185 105 -80 -43.2% 235
ATR 150 147 -3 -2.2% 0
Volume 3,715 3,788 73 2.0% 17,838
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,050 9,000 8,798
R3 8,945 8,895 8,769
R2 8,840 8,840 8,759
R1 8,790 8,790 8,750 8,815
PP 8,735 8,735 8,735 8,748
S1 8,685 8,685 8,731 8,710
S2 8,630 8,630 8,721
S3 8,525 8,580 8,711
S4 8,420 8,475 8,682
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 8,785 8,510 275 3.1% 150 1.7% 84% True False 3,830
10 8,785 8,330 455 5.2% 155 1.8% 90% True False 4,308
20 8,980 8,330 650 7.4% 147 1.7% 63% False False 4,029
40 9,170 8,330 840 9.6% 146 1.7% 49% False False 4,303
60 9,170 8,200 970 11.1% 129 1.5% 56% False False 3,664
80 9,635 8,200 1,435 16.4% 98 1.1% 38% False False 2,748
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 3 trading days
Fibonacci Retracements and Extensions
4.250 9,231
2.618 9,060
1.618 8,955
1.000 8,890
0.618 8,850
HIGH 8,785
0.618 8,745
0.500 8,733
0.382 8,720
LOW 8,680
0.618 8,615
1.000 8,575
1.618 8,510
2.618 8,405
4.250 8,234
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 8,738 8,709
PP 8,735 8,678
S1 8,733 8,648

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

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