NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 8,790 8,810 20 0.2% 9,045
High 8,820 8,900 80 0.9% 9,065
Low 8,745 8,750 5 0.1% 8,830
Close 8,795 8,860 65 0.7% 8,870
Range 75 150 75 100.0% 235
ATR 115 118 2 2.2% 0
Volume 4,506 5,049 543 12.1% 18,263
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,287 9,223 8,943
R3 9,137 9,073 8,901
R2 8,987 8,987 8,888
R1 8,923 8,923 8,874 8,955
PP 8,837 8,837 8,837 8,853
S1 8,773 8,773 8,846 8,805
S2 8,687 8,687 8,833
S3 8,537 8,623 8,819
S4 8,387 8,473 8,778
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% 122 1.4% 43% False False 4,812
10 9,100 8,745 355 4.0% 117 1.3% 32% False False 3,997
20 9,235 8,730 505 5.7% 127 1.4% 26% False False 5,207
40 9,245 8,620 625 7.1% 94 1.1% 38% False False 2,714
60 9,245 8,365 880 9.9% 65 0.7% 56% False False 1,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,538
2.618 9,293
1.618 9,143
1.000 9,050
0.618 8,993
HIGH 8,900
0.618 8,843
0.500 8,825
0.382 8,807
LOW 8,750
0.618 8,657
1.000 8,600
1.618 8,507
2.618 8,357
4.250 8,113
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 8,848 8,848
PP 8,837 8,835
S1 8,825 8,823

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

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