NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 8,895 8,950 55 0.6% 8,680
High 8,995 8,960 -35 -0.4% 9,005
Low 8,885 8,875 -10 -0.1% 8,680
Close 8,950 8,945 -5 -0.1% 8,930
Range 110 85 -25 -22.7% 325
ATR 143 139 -4 -2.9% 0
Volume 2,983 1,964 -1,019 -34.2% 20,141
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,182 9,148 8,992
R3 9,097 9,063 8,969
R2 9,012 9,012 8,961
R1 8,978 8,978 8,953 8,953
PP 8,927 8,927 8,927 8,914
S1 8,893 8,893 8,937 8,868
S2 8,842 8,842 8,930
S3 8,757 8,808 8,922
S4 8,672 8,723 8,898
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 8,840 165 1.8% 105 1.2% 64% False False 2,942
10 9,005 8,510 495 5.5% 142 1.6% 88% False False 3,684
20 9,005 8,330 675 7.5% 148 1.7% 91% False False 4,009
40 9,170 8,330 840 9.4% 145 1.6% 73% False False 4,098
60 9,170 8,200 970 10.8% 141 1.6% 77% False False 4,067
80 9,635 8,200 1,435 16.0% 110 1.2% 52% False False 3,051
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,321
2.618 9,183
1.618 9,098
1.000 9,045
0.618 9,013
HIGH 8,960
0.618 8,928
0.500 8,918
0.382 8,908
LOW 8,875
0.618 8,823
1.000 8,790
1.618 8,738
2.618 8,653
4.250 8,514
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 8,936 8,941
PP 8,927 8,937
S1 8,918 8,933

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

View Archives - Comment on this page... - Back to Index of Symbols