NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 9,245 9,060 -185 -2.0% 9,160
High 9,245 9,085 -160 -1.7% 9,245
Low 9,015 9,060 45 0.5% 9,015
Close 9,065 9,055 -10 -0.1% 9,065
Range 230 25 -205 -89.1% 230
ATR 66 63 -3 -4.5% 0
Volume 5 18 13 260.0% 21
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,142 9,123 9,069
R3 9,117 9,098 9,062
R2 9,092 9,092 9,060
R1 9,073 9,073 9,057 9,070
PP 9,067 9,067 9,067 9,065
S1 9,048 9,048 9,053 9,045
S2 9,042 9,042 9,051
S3 9,017 9,023 9,048
S4 8,992 8,998 9,041
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,798 9,662 9,192
R3 9,568 9,432 9,128
R2 9,338 9,338 9,107
R1 9,202 9,202 9,086 9,155
PP 9,108 9,108 9,108 9,085
S1 8,972 8,972 9,044 8,925
S2 8,878 8,878 9,023
S3 8,648 8,742 9,002
S4 8,418 8,512 8,939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,245 9,015 230 2.5% 75 0.8% 17% False False 7
10 9,245 8,905 340 3.8% 49 0.5% 44% False False 5
20 9,245 8,490 755 8.3% 33 0.4% 75% False False 6
40 9,245 8,365 880 9.7% 17 0.2% 78% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,191
2.618 9,151
1.618 9,126
1.000 9,110
0.618 9,101
HIGH 9,085
0.618 9,076
0.500 9,073
0.382 9,070
LOW 9,060
0.618 9,045
1.000 9,035
1.618 9,020
2.618 8,995
4.250 8,954
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 9,073 9,130
PP 9,067 9,105
S1 9,061 9,080

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

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