NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 8,660 8,810 150 1.7% 8,800
High 8,815 8,885 70 0.8% 8,885
Low 8,620 8,765 145 1.7% 8,620
Close 8,805 8,835 30 0.3% 8,835
Range 195 120 -75 -38.5% 265
ATR 90 92 2 2.4% 0
Volume 1,880 2,445 565 30.1% 6,181
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,188 9,132 8,901
R3 9,068 9,012 8,868
R2 8,948 8,948 8,857
R1 8,892 8,892 8,846 8,920
PP 8,828 8,828 8,828 8,843
S1 8,772 8,772 8,824 8,800
S2 8,708 8,708 8,813
S3 8,588 8,652 8,802
S4 8,468 8,532 8,769
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,575 9,470 8,981
R3 9,310 9,205 8,908
R2 9,045 9,045 8,884
R1 8,940 8,940 8,859 8,993
PP 8,780 8,780 8,780 8,806
S1 8,675 8,675 8,811 8,728
S2 8,515 8,515 8,787
S3 8,250 8,410 8,762
S4 7,985 8,145 8,689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,890 8,620 270 3.1% 141 1.6% 80% False False 1,264
10 9,245 8,620 625 7.1% 106 1.2% 34% False False 676
20 9,245 8,620 625 7.1% 67 0.8% 34% False False 341
40 9,245 8,365 880 10.0% 37 0.4% 53% False False 171
60 9,245 8,365 880 10.0% 28 0.3% 53% False False 115
Crabel Price Patterns
NR True
NR4 True
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 18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,395
2.618 9,199
1.618 9,079
1.000 9,005
0.618 8,959
HIGH 8,885
0.618 8,839
0.500 8,825
0.382 8,811
LOW 8,765
0.618 8,691
1.000 8,645
1.618 8,571
2.618 8,451
4.250 8,255
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 8,832 8,808
PP 8,828 8,780
S1 8,825 8,753

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

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