NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 8,855 8,980 125 1.4% 9,045
High 8,995 9,010 15 0.2% 9,065
Low 8,855 8,830 -25 -0.3% 8,830
Close 8,970 8,870 -100 -1.1% 8,870
Range 140 180 40 28.6% 235
ATR 116 121 5 3.9% 0
Volume 4,094 5,157 1,063 26.0% 18,263
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,443 9,337 8,969
R3 9,263 9,157 8,920
R2 9,083 9,083 8,903
R1 8,977 8,977 8,887 8,940
PP 8,903 8,903 8,903 8,885
S1 8,797 8,797 8,854 8,760
S2 8,723 8,723 8,837
S3 8,543 8,617 8,821
S4 8,363 8,437 8,771
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,627 9,483 8,999
R3 9,392 9,248 8,935
R2 9,157 9,157 8,913
R1 9,013 9,013 8,892 8,968
PP 8,922 8,922 8,922 8,899
S1 8,778 8,778 8,849 8,733
S2 8,687 8,687 8,827
S3 8,452 8,543 8,806
S4 8,217 8,308 8,741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,065 8,830 235 2.6% 133 1.5% 17% False True 3,652
10 9,235 8,830 405 4.6% 131 1.5% 10% False True 4,029
20 9,235 8,620 615 6.9% 135 1.5% 41% False False 4,456
40 9,245 8,490 755 8.5% 86 1.0% 50% False False 2,241
60 9,245 8,365 880 9.9% 58 0.7% 57% False False 1,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,775
2.618 9,481
1.618 9,301
1.000 9,190
0.618 9,121
HIGH 9,010
0.618 8,941
0.500 8,920
0.382 8,899
LOW 8,830
0.618 8,719
1.000 8,650
1.618 8,539
2.618 8,359
4.250 8,065
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 8,920 8,920
PP 8,903 8,903
S1 8,887 8,887

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

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