NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 8,700 8,890 190 2.2% 8,705
High 8,945 8,970 25 0.3% 8,745
Low 8,680 8,830 150 1.7% 8,510
Close 8,885 8,890 5 0.1% 8,685
Range 265 140 -125 -47.2% 235
ATR 155 154 -1 -0.7% 0
Volume 5,391 4,090 -1,301 -24.1% 17,838
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,317 9,243 8,967
R3 9,177 9,103 8,929
R2 9,037 9,037 8,916
R1 8,963 8,963 8,903 8,960
PP 8,897 8,897 8,897 8,895
S1 8,823 8,823 8,877 8,820
S2 8,757 8,757 8,864
S3 8,617 8,683 8,852
S4 8,477 8,543 8,813
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 8,970 8,510 460 5.2% 178 2.0% 83% True False 4,426
10 8,970 8,370 600 6.7% 169 1.9% 87% True False 4,172
20 8,970 8,330 640 7.2% 155 1.7% 88% True False 4,092
40 9,170 8,330 840 9.4% 146 1.6% 67% False False 4,312
60 9,170 8,200 970 10.9% 134 1.5% 71% False False 3,822
80 9,635 8,200 1,435 16.1% 103 1.2% 48% False False 2,867
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 9,565
2.618 9,337
1.618 9,197
1.000 9,110
0.618 9,057
HIGH 8,970
0.618 8,917
0.500 8,900
0.382 8,884
LOW 8,830
0.618 8,744
1.000 8,690
1.618 8,604
2.618 8,464
4.250 8,235
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 8,900 8,868
PP 8,897 8,847
S1 8,893 8,825

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

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