NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 9,075 9,150 75 0.8% 9,210
High 9,200 9,285 85 0.9% 9,285
Low 9,065 9,010 -55 -0.6% 9,010
Close 9,080 9,110 30 0.3% 9,110
Range 135 275 140 103.7% 275
ATR 136 146 10 7.3% 0
Volume 4,877 3,432 -1,445 -29.6% 17,899
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,960 9,810 9,261
R3 9,685 9,535 9,186
R2 9,410 9,410 9,161
R1 9,260 9,260 9,135 9,198
PP 9,135 9,135 9,135 9,104
S1 8,985 8,985 9,085 8,923
S2 8,860 8,860 9,060
S3 8,585 8,710 9,035
S4 8,310 8,435 8,959
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,960 9,810 9,261
R3 9,685 9,535 9,186
R2 9,410 9,410 9,161
R1 9,260 9,260 9,135 9,198
PP 9,135 9,135 9,135 9,104
S1 8,985 8,985 9,085 8,923
S2 8,860 8,860 9,060
S3 8,585 8,710 9,035
S4 8,310 8,435 8,959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,285 9,010 275 3.0% 149 1.6% 36% True True 3,579
10 9,285 8,870 415 4.6% 134 1.5% 58% True False 3,397
20 9,285 8,510 775 8.5% 143 1.6% 77% True False 3,597
40 9,285 8,330 955 10.5% 148 1.6% 82% True False 3,896
60 9,285 8,200 1,085 11.9% 150 1.6% 84% True False 4,498
80 9,365 8,200 1,165 12.8% 122 1.3% 78% False False 3,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 10,454
2.618 10,005
1.618 9,730
1.000 9,560
0.618 9,455
HIGH 9,285
0.618 9,180
0.500 9,148
0.382 9,115
LOW 9,010
0.618 8,840
1.000 8,735
1.618 8,565
2.618 8,290
4.250 7,841
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 9,148 9,148
PP 9,135 9,135
S1 9,123 9,123

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

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