NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 8,895 9,030 135 1.5% 8,825
High 9,060 9,220 160 1.8% 9,220
Low 8,885 9,020 135 1.5% 8,730
Close 9,020 9,195 175 1.9% 9,195
Range 175 200 25 14.3% 490
ATR 101 108 7 7.0% 0
Volume 8,129 8,266 137 1.7% 42,514
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,745 9,670 9,305
R3 9,545 9,470 9,250
R2 9,345 9,345 9,232
R1 9,270 9,270 9,213 9,308
PP 9,145 9,145 9,145 9,164
S1 9,070 9,070 9,177 9,108
S2 8,945 8,945 9,158
S3 8,745 8,870 9,140
S4 8,545 8,670 9,085
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 10,518 10,347 9,465
R3 10,028 9,857 9,330
R2 9,538 9,538 9,285
R1 9,367 9,367 9,240 9,453
PP 9,048 9,048 9,048 9,091
S1 8,877 8,877 9,150 8,963
S2 8,558 8,558 9,105
S3 8,068 8,387 9,060
S4 7,578 7,897 8,926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,220 8,730 490 5.3% 137 1.5% 95% True False 8,502
10 9,220 8,620 600 6.5% 139 1.5% 96% True False 4,883
20 9,245 8,620 625 6.8% 94 1.0% 92% False False 2,465
40 9,245 8,365 880 9.6% 54 0.6% 94% False False 1,234
60 9,245 8,365 880 9.6% 37 0.4% 94% False False 824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10,070
2.618 9,744
1.618 9,544
1.000 9,420
0.618 9,344
HIGH 9,220
0.618 9,144
0.500 9,120
0.382 9,097
LOW 9,020
0.618 8,897
1.000 8,820
1.618 8,697
2.618 8,497
4.250 8,170
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 9,170 9,126
PP 9,145 9,057
S1 9,120 8,988

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

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