NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 8,680 8,700 20 0.2% 8,705
High 8,785 8,945 160 1.8% 8,745
Low 8,680 8,680 0 0.0% 8,510
Close 8,740 8,885 145 1.7% 8,685
Range 105 265 160 152.4% 235
ATR 147 155 8 5.7% 0
Volume 3,788 5,391 1,603 42.3% 17,838
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,632 9,523 9,031
R3 9,367 9,258 8,958
R2 9,102 9,102 8,934
R1 8,993 8,993 8,909 9,048
PP 8,837 8,837 8,837 8,864
S1 8,728 8,728 8,861 8,783
S2 8,572 8,572 8,837
S3 8,307 8,463 8,812
S4 8,042 8,198 8,739
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 8,945 8,510 435 4.9% 171 1.9% 86% True False 4,183
10 8,945 8,330 615 6.9% 167 1.9% 90% True False 4,305
20 8,945 8,330 615 6.9% 152 1.7% 90% True False 4,060
40 9,170 8,330 840 9.5% 145 1.6% 66% False False 4,299
60 9,170 8,200 970 10.9% 132 1.5% 71% False False 3,754
80 9,635 8,200 1,435 16.2% 102 1.1% 48% False False 2,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 10,071
2.618 9,639
1.618 9,374
1.000 9,210
0.618 9,109
HIGH 8,945
0.618 8,844
0.500 8,813
0.382 8,781
LOW 8,680
0.618 8,516
1.000 8,415
1.618 8,251
2.618 7,986
4.250 7,554
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 8,861 8,834
PP 8,837 8,783
S1 8,813 8,733

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

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