NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 9,070 8,915 -155 -1.7% 9,110
High 9,070 8,935 -135 -1.5% 9,160
Low 8,905 8,820 -85 -1.0% 8,820
Close 8,915 8,895 -20 -0.2% 8,895
Range 165 115 -50 -30.3% 340
ATR 138 136 -2 -1.2% 0
Volume 2,802 5,667 2,865 102.2% 18,037
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,228 9,177 8,958
R3 9,113 9,062 8,927
R2 8,998 8,998 8,916
R1 8,947 8,947 8,906 8,915
PP 8,883 8,883 8,883 8,868
S1 8,832 8,832 8,885 8,800
S2 8,768 8,768 8,874
S3 8,653 8,717 8,864
S4 8,538 8,602 8,832
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,978 9,777 9,082
R3 9,638 9,437 8,989
R2 9,298 9,298 8,957
R1 9,097 9,097 8,926 9,028
PP 8,958 8,958 8,958 8,924
S1 8,757 8,757 8,864 8,688
S2 8,618 8,618 8,833
S3 8,278 8,417 8,802
S4 7,938 8,077 8,708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,160 8,820 340 3.8% 113 1.3% 22% False True 3,607
10 9,285 8,820 465 5.2% 131 1.5% 16% False True 3,593
20 9,285 8,680 605 6.8% 134 1.5% 36% False False 3,607
40 9,285 8,330 955 10.7% 141 1.6% 59% False False 3,802
60 9,285 8,330 955 10.7% 144 1.6% 59% False False 4,105
80 9,285 8,200 1,085 12.2% 129 1.4% 64% False False 3,603
100 9,635 8,200 1,435 16.1% 104 1.2% 48% False False 2,882
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,424
2.618 9,236
1.618 9,121
1.000 9,050
0.618 9,006
HIGH 8,935
0.618 8,891
0.500 8,878
0.382 8,864
LOW 8,820
0.618 8,749
1.000 8,705
1.618 8,634
2.618 8,519
4.250 8,331
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 8,889 8,960
PP 8,883 8,938
S1 8,878 8,917

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

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