NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 8,855 8,865 10 0.1% 8,895
High 8,940 8,880 -60 -0.7% 8,940
Low 8,810 8,815 5 0.1% 8,640
Close 8,875 8,815 -60 -0.7% 8,875
Range 130 65 -65 -50.0% 300
ATR 145 139 -6 -3.9% 0
Volume 8,883 10,217 1,334 15.0% 33,305
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,032 8,988 8,851
R3 8,967 8,923 8,833
R2 8,902 8,902 8,827
R1 8,858 8,858 8,821 8,848
PP 8,837 8,837 8,837 8,831
S1 8,793 8,793 8,809 8,783
S2 8,772 8,772 8,803
S3 8,707 8,728 8,797
S4 8,642 8,663 8,779
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,718 9,597 9,040
R3 9,418 9,297 8,958
R2 9,118 9,118 8,930
R1 8,997 8,997 8,903 8,908
PP 8,818 8,818 8,818 8,774
S1 8,697 8,697 8,848 8,608
S2 8,518 8,518 8,820
S3 8,218 8,397 8,793
S4 7,918 8,097 8,710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,940 8,640 300 3.4% 150 1.7% 58% False False 8,704
10 9,160 8,640 520 5.9% 132 1.5% 34% False False 6,155
20 9,285 8,640 645 7.3% 133 1.5% 27% False False 4,776
40 9,285 8,330 955 10.8% 141 1.6% 51% False False 4,426
60 9,285 8,330 955 10.8% 142 1.6% 51% False False 4,417
80 9,285 8,200 1,085 12.3% 137 1.5% 57% False False 4,147
100 9,635 8,200 1,435 16.3% 112 1.3% 43% False False 3,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,156
2.618 9,050
1.618 8,985
1.000 8,945
0.618 8,920
HIGH 8,880
0.618 8,855
0.500 8,848
0.382 8,840
LOW 8,815
0.618 8,775
1.000 8,750
1.618 8,710
2.618 8,645
4.250 8,539
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 8,848 8,809
PP 8,837 8,803
S1 8,826 8,798

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

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