NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 8,895 8,965 70 0.8% 8,680
High 9,005 8,965 -40 -0.4% 9,005
Low 8,870 8,840 -30 -0.3% 8,680
Close 8,960 8,930 -30 -0.3% 8,930
Range 135 125 -10 -7.4% 325
ATR 153 151 -2 -1.3% 0
Volume 3,652 3,220 -432 -11.8% 20,141
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,287 9,233 8,999
R3 9,162 9,108 8,965
R2 9,037 9,037 8,953
R1 8,983 8,983 8,942 8,948
PP 8,912 8,912 8,912 8,894
S1 8,858 8,858 8,919 8,823
S2 8,787 8,787 8,907
S3 8,662 8,733 8,896
S4 8,537 8,608 8,861
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,847 9,713 9,109
R3 9,522 9,388 9,020
R2 9,197 9,197 8,990
R1 9,063 9,063 8,960 9,130
PP 8,872 8,872 8,872 8,905
S1 8,738 8,738 8,900 8,805
S2 8,547 8,547 8,871
S3 8,222 8,413 8,841
S4 7,897 8,088 8,751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,005 8,680 325 3.6% 154 1.7% 77% False False 4,028
10 9,005 8,510 495 5.5% 153 1.7% 85% False False 3,797
20 9,005 8,330 675 7.6% 150 1.7% 89% False False 4,076
40 9,170 8,330 840 9.4% 147 1.6% 71% False False 4,237
60 9,170 8,200 970 10.9% 138 1.5% 75% False False 3,937
80 9,635 8,200 1,435 16.1% 107 1.2% 51% False False 2,953
Crabel Price Patterns
NR True
NR4 True
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 26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,496
2.618 9,292
1.618 9,167
1.000 9,090
0.618 9,042
HIGH 8,965
0.618 8,917
0.500 8,903
0.382 8,888
LOW 8,840
0.618 8,763
1.000 8,715
1.618 8,638
2.618 8,513
4.250 8,309
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 8,921 8,926
PP 8,912 8,922
S1 8,903 8,918

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

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