NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 9,000 9,135 135 1.5% 8,920
High 9,145 9,230 85 0.9% 9,230
Low 8,945 9,105 160 1.8% 8,870
Close 9,135 9,220 85 0.9% 9,220
Range 200 125 -75 -37.5% 360
ATR 143 142 -1 -0.9% 0
Volume 3,326 4,904 1,578 47.4% 16,072
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,560 9,515 9,289
R3 9,435 9,390 9,255
R2 9,310 9,310 9,243
R1 9,265 9,265 9,232 9,288
PP 9,185 9,185 9,185 9,196
S1 9,140 9,140 9,209 9,163
S2 9,060 9,060 9,197
S3 8,935 9,015 9,186
S4 8,810 8,890 9,151
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 10,187 10,063 9,418
R3 9,827 9,703 9,319
R2 9,467 9,467 9,286
R1 9,343 9,343 9,253 9,405
PP 9,107 9,107 9,107 9,138
S1 8,983 8,983 9,187 9,045
S2 8,747 8,747 9,154
S3 8,387 8,623 9,121
S4 8,027 8,263 9,022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,230 8,870 360 3.9% 118 1.3% 97% True False 3,214
10 9,230 8,680 550 6.0% 136 1.5% 98% True False 3,621
20 9,230 8,330 900 9.8% 150 1.6% 99% True False 4,038
40 9,230 8,330 900 9.8% 147 1.6% 99% True False 3,981
60 9,230 8,200 1,030 11.2% 144 1.6% 99% True False 4,204
80 9,635 8,200 1,435 15.6% 114 1.2% 71% False False 3,154
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,761
2.618 9,557
1.618 9,432
1.000 9,355
0.618 9,307
HIGH 9,230
0.618 9,182
0.500 9,168
0.382 9,153
LOW 9,105
0.618 9,028
1.000 8,980
1.618 8,903
2.618 8,778
4.250 8,574
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 9,203 9,164
PP 9,185 9,108
S1 9,168 9,053

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

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