NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 8,980 8,875 -105 -1.2% 9,045
High 9,010 8,880 -130 -1.4% 9,065
Low 8,830 8,770 -60 -0.7% 8,830
Close 8,870 8,825 -45 -0.5% 8,870
Range 180 110 -70 -38.9% 235
ATR 121 120 -1 -0.6% 0
Volume 5,157 5,087 -70 -1.4% 18,263
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,155 9,100 8,886
R3 9,045 8,990 8,855
R2 8,935 8,935 8,845
R1 8,880 8,880 8,835 8,853
PP 8,825 8,825 8,825 8,811
S1 8,770 8,770 8,815 8,743
S2 8,715 8,715 8,805
S3 8,605 8,660 8,795
S4 8,495 8,550 8,765
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 8,770 295 3.3% 133 1.5% 19% False True 4,143
10 9,235 8,770 465 5.3% 133 1.5% 12% False True 4,140
20 9,235 8,620 615 7.0% 136 1.5% 33% False False 4,703
40 9,245 8,620 625 7.1% 88 1.0% 33% False False 2,368
60 9,245 8,365 880 10.0% 60 0.7% 52% False False 1,579
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 23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,348
2.618 9,168
1.618 9,058
1.000 8,990
0.618 8,948
HIGH 8,880
0.618 8,838
0.500 8,825
0.382 8,812
LOW 8,770
0.618 8,702
1.000 8,660
1.618 8,592
2.618 8,482
4.250 8,303
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 8,825 8,890
PP 8,825 8,868
S1 8,825 8,847

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

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