NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 8,775 8,755 -20 -0.2% 8,800
High 8,795 8,940 145 1.6% 8,885
Low 8,730 8,755 25 0.3% 8,620
Close 8,760 8,890 130 1.5% 8,835
Range 65 185 120 184.6% 265
ATR 88 95 7 7.8% 0
Volume 16,372 3,046 -13,326 -81.4% 6,181
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,417 9,338 8,992
R3 9,232 9,153 8,941
R2 9,047 9,047 8,924
R1 8,968 8,968 8,907 9,008
PP 8,862 8,862 8,862 8,881
S1 8,783 8,783 8,873 8,823
S2 8,677 8,677 8,856
S3 8,492 8,598 8,839
S4 8,307 8,413 8,788
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 8,940 8,620 320 3.6% 125 1.4% 84% True False 6,088
10 9,040 8,620 420 4.7% 105 1.2% 64% False False 3,286
20 9,245 8,620 625 7.0% 80 0.9% 43% False False 1,645
40 9,245 8,365 880 9.9% 45 0.5% 60% False False 824
60 9,245 8,365 880 9.9% 31 0.3% 60% False False 550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,726
2.618 9,424
1.618 9,239
1.000 9,125
0.618 9,054
HIGH 8,940
0.618 8,869
0.500 8,848
0.382 8,826
LOW 8,755
0.618 8,641
1.000 8,570
1.618 8,456
2.618 8,271
4.250 7,969
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 8,876 8,872
PP 8,862 8,853
S1 8,848 8,835

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

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