NIKKEI 225 Index Future (Globex) December 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 8,800 8,760 -40 -0.5% 9,060
High 8,850 8,760 -90 -1.0% 9,085
Low 8,685 8,620 -65 -0.7% 8,805
Close 8,755 8,645 -110 -1.3% 8,850
Range 165 140 -25 -15.2% 280
ATR 77 82 4 5.8% 0
Volume 1,078 778 -300 -27.8% 583
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,095 9,010 8,722
R3 8,955 8,870 8,684
R2 8,815 8,815 8,671
R1 8,730 8,730 8,658 8,703
PP 8,675 8,675 8,675 8,661
S1 8,590 8,590 8,632 8,563
S2 8,535 8,535 8,619
S3 8,395 8,450 8,607
S4 8,255 8,310 8,568
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,753 9,582 9,004
R3 9,473 9,302 8,927
R2 9,193 9,193 8,901
R1 9,022 9,022 8,876 8,968
PP 8,913 8,913 8,913 8,886
S1 8,742 8,742 8,824 8,688
S2 8,633 8,633 8,799
S3 8,353 8,462 8,773
S4 8,073 8,182 8,696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,040 8,620 420 4.9% 84 1.0% 6% False True 483
10 9,245 8,620 625 7.2% 85 1.0% 4% False True 245
20 9,245 8,620 625 7.2% 53 0.6% 4% False True 126
40 9,245 8,365 880 10.2% 29 0.3% 32% False False 63
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 11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,355
2.618 9,127
1.618 8,987
1.000 8,900
0.618 8,847
HIGH 8,760
0.618 8,707
0.500 8,690
0.382 8,674
LOW 8,620
0.618 8,534
1.000 8,480
1.618 8,394
2.618 8,254
4.250 8,025
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 8,690 8,755
PP 8,675 8,718
S1 8,660 8,682

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

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