NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 9,110 9,125 15 0.2% 9,210
High 9,160 9,135 -25 -0.3% 9,285
Low 9,080 8,990 -90 -1.0% 9,010
Close 9,100 9,050 -50 -0.5% 9,110
Range 80 145 65 81.3% 275
ATR 141 141 0 0.2% 0
Volume 2,807 3,537 730 26.0% 17,899
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,493 9,417 9,130
R3 9,348 9,272 9,090
R2 9,203 9,203 9,077
R1 9,127 9,127 9,063 9,093
PP 9,058 9,058 9,058 9,041
S1 8,982 8,982 9,037 8,948
S2 8,913 8,913 9,024
S3 8,768 8,837 9,010
S4 8,623 8,692 8,970
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 8,990 295 3.3% 156 1.7% 20% False True 3,654
10 9,285 8,875 410 4.5% 138 1.5% 43% False False 3,443
20 9,285 8,510 775 8.6% 141 1.6% 70% False False 3,609
40 9,285 8,330 955 10.6% 142 1.6% 75% False False 3,743
60 9,285 8,330 955 10.6% 148 1.6% 75% False False 4,376
80 9,285 8,200 1,085 12.0% 125 1.4% 78% False False 3,456
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,751
2.618 9,515
1.618 9,370
1.000 9,280
0.618 9,225
HIGH 9,135
0.618 9,080
0.500 9,063
0.382 9,046
LOW 8,990
0.618 8,901
1.000 8,845
1.618 8,756
2.618 8,611
4.250 8,374
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 9,063 9,138
PP 9,058 9,108
S1 9,054 9,079

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

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