NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 9,160 9,075 -85 -0.9% 8,920
High 9,185 9,200 15 0.2% 9,230
Low 9,040 9,065 25 0.3% 8,870
Close 9,085 9,080 -5 -0.1% 9,220
Range 145 135 -10 -6.9% 360
ATR 136 136 0 0.0% 0
Volume 3,620 4,877 1,257 34.7% 16,072
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,520 9,435 9,154
R3 9,385 9,300 9,117
R2 9,250 9,250 9,105
R1 9,165 9,165 9,093 9,208
PP 9,115 9,115 9,115 9,136
S1 9,030 9,030 9,068 9,073
S2 8,980 8,980 9,055
S3 8,845 8,895 9,043
S4 8,710 8,760 9,006
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 9,040 210 2.3% 119 1.3% 19% False False 3,874
10 9,250 8,840 410 4.5% 119 1.3% 59% False False 3,375
20 9,250 8,510 740 8.1% 141 1.5% 77% False False 3,677
40 9,250 8,330 920 10.1% 144 1.6% 82% False False 3,920
60 9,250 8,200 1,050 11.6% 147 1.6% 84% False False 4,442
80 9,405 8,200 1,205 13.3% 119 1.3% 73% False False 3,334
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 9,774
2.618 9,554
1.618 9,419
1.000 9,335
0.618 9,284
HIGH 9,200
0.618 9,149
0.500 9,133
0.382 9,117
LOW 9,065
0.618 8,982
1.000 8,930
1.618 8,847
2.618 8,712
4.250 8,491
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 9,133 9,145
PP 9,115 9,123
S1 9,098 9,102

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

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