NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 9,125 9,155 30 0.3% 8,825
High 9,235 9,165 -70 -0.8% 9,220
Low 9,100 8,990 -110 -1.2% 8,730
Close 9,140 9,040 -100 -1.1% 9,195
Range 135 175 40 29.6% 490
ATR 113 117 4 3.9% 0
Volume 6,061 4,629 -1,432 -23.6% 42,514
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,590 9,490 9,136
R3 9,415 9,315 9,088
R2 9,240 9,240 9,072
R1 9,140 9,140 9,056 9,103
PP 9,065 9,065 9,065 9,046
S1 8,965 8,965 9,024 8,928
S2 8,890 8,890 9,008
S3 8,715 8,790 8,992
S4 8,540 8,615 8,944
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 9,235 8,990 245 2.7% 154 1.7% 20% False True 5,497
10 9,235 8,730 505 5.6% 138 1.5% 61% False False 6,417
20 9,245 8,620 625 6.9% 118 1.3% 67% False False 3,425
40 9,245 8,375 870 9.6% 68 0.8% 76% False False 1,715
60 9,245 8,365 880 9.7% 47 0.5% 77% False False 1,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,909
2.618 9,623
1.618 9,448
1.000 9,340
0.618 9,273
HIGH 9,165
0.618 9,098
0.500 9,078
0.382 9,057
LOW 8,990
0.618 8,882
1.000 8,815
1.618 8,707
2.618 8,532
4.250 8,246
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 9,078 9,113
PP 9,065 9,088
S1 9,053 9,064

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

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