NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 8,965 8,920 -45 -0.5% 8,680
High 8,965 8,940 -25 -0.3% 9,005
Low 8,840 8,870 30 0.3% 8,680
Close 8,930 8,890 -40 -0.4% 8,930
Range 125 70 -55 -44.0% 325
ATR 151 145 -6 -3.8% 0
Volume 3,220 2,895 -325 -10.1% 20,141
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,110 9,070 8,929
R3 9,040 9,000 8,909
R2 8,970 8,970 8,903
R1 8,930 8,930 8,897 8,915
PP 8,900 8,900 8,900 8,893
S1 8,860 8,860 8,884 8,845
S2 8,830 8,830 8,877
S3 8,760 8,790 8,871
S4 8,690 8,720 8,852
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 3.7% 147 1.7% 65% False False 3,849
10 9,005 8,510 495 5.6% 149 1.7% 77% False False 3,840
20 9,005 8,330 675 7.6% 147 1.7% 83% False False 4,101
40 9,170 8,330 840 9.4% 147 1.6% 67% False False 4,192
60 9,170 8,200 970 10.9% 139 1.6% 71% False False 3,985
80 9,635 8,200 1,435 16.1% 107 1.2% 48% False False 2,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 9,238
2.618 9,123
1.618 9,053
1.000 9,010
0.618 8,983
HIGH 8,940
0.618 8,913
0.500 8,905
0.382 8,897
LOW 8,870
0.618 8,827
1.000 8,800
1.618 8,757
2.618 8,687
4.250 8,573
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 8,905 8,923
PP 8,900 8,912
S1 8,895 8,901

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

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