NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 9,040 9,070 30 0.3% 9,210
High 9,100 9,070 -30 -0.3% 9,285
Low 9,040 8,905 -135 -1.5% 9,010
Close 9,070 8,915 -155 -1.7% 9,110
Range 60 165 105 175.0% 275
ATR 136 138 2 1.6% 0
Volume 3,224 2,802 -422 -13.1% 17,899
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,458 9,352 9,006
R3 9,293 9,187 8,961
R2 9,128 9,128 8,945
R1 9,022 9,022 8,930 8,993
PP 8,963 8,963 8,963 8,949
S1 8,857 8,857 8,900 8,828
S2 8,798 8,798 8,885
S3 8,633 8,692 8,870
S4 8,468 8,527 8,824
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 8,905 380 4.3% 145 1.6% 3% False True 3,160
10 9,285 8,905 380 4.3% 132 1.5% 3% False True 3,517
20 9,285 8,520 765 8.6% 137 1.5% 52% False False 3,509
40 9,285 8,330 955 10.7% 142 1.6% 61% False False 3,764
60 9,285 8,330 955 10.7% 144 1.6% 61% False False 4,125
80 9,285 8,200 1,085 12.2% 128 1.4% 66% False False 3,532
100 9,635 8,200 1,435 16.1% 103 1.2% 50% False False 2,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,771
2.618 9,502
1.618 9,337
1.000 9,235
0.618 9,172
HIGH 9,070
0.618 9,007
0.500 8,988
0.382 8,968
LOW 8,905
0.618 8,803
1.000 8,740
1.618 8,638
2.618 8,473
4.250 8,204
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 8,988 9,020
PP 8,963 8,985
S1 8,939 8,950

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

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