NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 9,210 9,190 -20 -0.2% 8,920
High 9,240 9,250 10 0.1% 9,230
Low 9,150 9,150 0 0.0% 8,870
Close 9,190 9,165 -25 -0.3% 9,220
Range 90 100 10 11.1% 360
ATR 138 135 -3 -2.0% 0
Volume 2,514 3,456 942 37.5% 16,072
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,488 9,427 9,220
R3 9,388 9,327 9,193
R2 9,288 9,288 9,183
R1 9,227 9,227 9,174 9,208
PP 9,188 9,188 9,188 9,179
S1 9,127 9,127 9,156 9,108
S2 9,088 9,088 9,147
S3 8,988 9,027 9,138
S4 8,888 8,927 9,110
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 9,250 8,875 375 4.1% 120 1.3% 77% True False 3,232
10 9,250 8,830 420 4.6% 118 1.3% 80% True False 3,300
20 9,250 8,330 920 10.0% 142 1.6% 91% True False 3,803
40 9,250 8,330 920 10.0% 143 1.6% 91% True False 3,896
60 9,250 8,200 1,050 11.5% 146 1.6% 92% True False 4,303
80 9,550 8,200 1,350 14.7% 115 1.3% 71% False False 3,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,675
2.618 9,512
1.618 9,412
1.000 9,350
0.618 9,312
HIGH 9,250
0.618 9,212
0.500 9,200
0.382 9,188
LOW 9,150
0.618 9,088
1.000 9,050
1.618 8,988
2.618 8,888
4.250 8,725
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 9,200 9,178
PP 9,188 9,173
S1 9,177 9,169

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

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