NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 8,815 8,955 140 1.6% 8,895
High 8,995 9,110 115 1.3% 8,940
Low 8,795 8,935 140 1.6% 8,640
Close 8,940 9,065 125 1.4% 8,875
Range 200 175 -25 -12.5% 300
ATR 139 142 3 1.8% 0
Volume 6,008 4,891 -1,117 -18.6% 33,305
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,562 9,488 9,161
R3 9,387 9,313 9,113
R2 9,212 9,212 9,097
R1 9,138 9,138 9,081 9,175
PP 9,037 9,037 9,037 9,055
S1 8,963 8,963 9,049 9,000
S2 8,862 8,862 9,033
S3 8,687 8,788 9,017
S4 8,512 8,613 8,969
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 9,110 8,775 335 3.7% 128 1.4% 87% True False 9,999
10 9,110 8,640 470 5.2% 148 1.6% 90% True False 8,288
20 9,285 8,640 645 7.1% 142 1.6% 66% False False 5,929
40 9,285 8,330 955 10.5% 145 1.6% 77% False False 4,969
60 9,285 8,330 955 10.5% 144 1.6% 77% False False 4,708
80 9,285 8,200 1,085 12.0% 141 1.6% 80% False False 4,532
100 9,635 8,200 1,435 15.8% 116 1.3% 60% False False 3,626
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,854
2.618 9,568
1.618 9,393
1.000 9,285
0.618 9,218
HIGH 9,110
0.618 9,043
0.500 9,023
0.382 9,002
LOW 8,935
0.618 8,827
1.000 8,760
1.618 8,652
2.618 8,477
4.250 8,191
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 9,051 9,024
PP 9,037 8,983
S1 9,023 8,943

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

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