NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 8,895 8,795 -100 -1.1% 9,110
High 8,915 8,795 -120 -1.3% 9,160
Low 8,725 8,640 -85 -1.0% 8,820
Close 8,800 8,690 -110 -1.3% 8,895
Range 190 155 -35 -18.4% 340
ATR 140 141 1 1.0% 0
Volume 8,186 7,004 -1,182 -14.4% 18,037
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,173 9,087 8,775
R3 9,018 8,932 8,733
R2 8,863 8,863 8,719
R1 8,777 8,777 8,704 8,743
PP 8,708 8,708 8,708 8,691
S1 8,622 8,622 8,676 8,588
S2 8,553 8,553 8,662
S3 8,398 8,467 8,648
S4 8,243 8,312 8,605
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 9,100 8,640 460 5.3% 137 1.6% 11% False True 5,376
10 9,285 8,640 645 7.4% 147 1.7% 8% False True 4,515
20 9,285 8,640 645 7.4% 132 1.5% 8% False True 3,908
40 9,285 8,330 955 11.0% 142 1.6% 38% False False 3,984
60 9,285 8,330 955 11.0% 141 1.6% 38% False False 4,168
80 9,285 8,200 1,085 12.5% 132 1.5% 45% False False 3,792
100 9,635 8,200 1,435 16.5% 108 1.2% 34% False False 3,034
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,454
2.618 9,201
1.618 9,046
1.000 8,950
0.618 8,891
HIGH 8,795
0.618 8,736
0.500 8,718
0.382 8,699
LOW 8,640
0.618 8,544
1.000 8,485
1.618 8,389
2.618 8,234
4.250 7,981
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 8,718 8,788
PP 8,708 8,755
S1 8,699 8,723

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

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