NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 9,030 9,200 170 1.9% 8,825
High 9,220 9,220 0 0.0% 9,220
Low 9,020 9,135 115 1.3% 8,730
Close 9,195 9,160 -35 -0.4% 9,195
Range 200 85 -115 -57.5% 490
ATR 108 106 -2 -1.5% 0
Volume 8,266 3,969 -4,297 -52.0% 42,514
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,427 9,378 9,207
R3 9,342 9,293 9,184
R2 9,257 9,257 9,176
R1 9,208 9,208 9,168 9,190
PP 9,172 9,172 9,172 9,163
S1 9,123 9,123 9,152 9,105
S2 9,087 9,087 9,145
S3 9,002 9,038 9,137
S4 8,917 8,953 9,113
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% 142 1.6% 88% True False 7,956
10 9,220 8,620 600 6.6% 139 1.5% 90% True False 5,266
20 9,245 8,620 625 6.8% 98 1.1% 86% False False 2,663
40 9,245 8,365 880 9.6% 56 0.6% 90% False False 1,333
60 9,245 8,365 880 9.6% 39 0.4% 90% False False 890
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 20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,581
2.618 9,443
1.618 9,358
1.000 9,305
0.618 9,273
HIGH 9,220
0.618 9,188
0.500 9,178
0.382 9,168
LOW 9,135
0.618 9,083
1.000 9,050
1.618 8,998
2.618 8,913
4.250 8,774
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 9,178 9,124
PP 9,172 9,088
S1 9,166 9,053

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

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