NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 8,810 8,860 50 0.6% 8,875
High 8,900 8,955 55 0.6% 8,955
Low 8,750 8,820 70 0.8% 8,745
Close 8,860 8,905 45 0.5% 8,905
Range 150 135 -15 -10.0% 210
ATR 118 119 1 1.1% 0
Volume 5,049 4,418 -631 -12.5% 23,324
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,298 9,237 8,979
R3 9,163 9,102 8,942
R2 9,028 9,028 8,930
R1 8,967 8,967 8,918 8,998
PP 8,893 8,893 8,893 8,909
S1 8,832 8,832 8,893 8,863
S2 8,758 8,758 8,880
S3 8,623 8,697 8,868
S4 8,488 8,562 8,831
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,498 9,412 9,021
R3 9,288 9,202 8,963
R2 9,078 9,078 8,944
R1 8,992 8,992 8,924 9,035
PP 8,868 8,868 8,868 8,890
S1 8,782 8,782 8,886 8,825
S2 8,658 8,658 8,867
S3 8,448 8,572 8,847
S4 8,238 8,362 8,790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,955 8,745 210 2.4% 113 1.3% 76% True False 4,664
10 9,065 8,745 320 3.6% 123 1.4% 50% False False 4,158
20 9,235 8,730 505 5.7% 128 1.4% 35% False False 5,306
40 9,245 8,620 625 7.0% 97 1.1% 46% False False 2,823
60 9,245 8,365 880 9.9% 67 0.8% 61% False False 1,883
80 9,245 8,365 880 9.9% 53 0.6% 61% False False 1,413
Crabel Price Patterns
NR True
NR4 False
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,529
2.618 9,309
1.618 9,174
1.000 9,090
0.618 9,039
HIGH 8,955
0.618 8,904
0.500 8,888
0.382 8,872
LOW 8,820
0.618 8,737
1.000 8,685
1.618 8,602
2.618 8,467
4.250 8,246
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 8,899 8,887
PP 8,893 8,868
S1 8,888 8,850

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

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