NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 8,835 8,790 -45 -0.5% 9,045
High 8,855 8,820 -35 -0.4% 9,065
Low 8,760 8,745 -15 -0.2% 8,830
Close 8,800 8,795 -5 -0.1% 8,870
Range 95 75 -20 -21.1% 235
ATR 118 115 -3 -2.6% 0
Volume 4,264 4,506 242 5.7% 18,263
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,012 8,978 8,836
R3 8,937 8,903 8,816
R2 8,862 8,862 8,809
R1 8,828 8,828 8,802 8,845
PP 8,787 8,787 8,787 8,795
S1 8,753 8,753 8,788 8,770
S2 8,712 8,712 8,781
S3 8,637 8,678 8,775
S4 8,562 8,603 8,754
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 9,010 8,745 265 3.0% 120 1.4% 19% False True 4,621
10 9,165 8,745 420 4.8% 119 1.4% 12% False True 3,955
20 9,235 8,620 615 7.0% 129 1.5% 28% False False 5,049
40 9,245 8,620 625 7.1% 91 1.0% 28% False False 2,587
60 9,245 8,365 880 10.0% 62 0.7% 49% False False 1,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,139
2.618 9,016
1.618 8,941
1.000 8,895
0.618 8,866
HIGH 8,820
0.618 8,791
0.500 8,783
0.382 8,774
LOW 8,745
0.618 8,699
1.000 8,670
1.618 8,624
2.618 8,549
4.250 8,426
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 8,791 8,813
PP 8,787 8,807
S1 8,783 8,801

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

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