NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 8,910 8,795 -115 -1.3% 8,875
High 8,915 8,855 -60 -0.7% 8,955
Low 8,790 8,675 -115 -1.3% 8,745
Close 8,810 8,680 -130 -1.5% 8,905
Range 125 180 55 44.0% 210
ATR 119 124 4 3.6% 0
Volume 2,024 3,735 1,711 84.5% 23,324
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,277 9,158 8,779
R3 9,097 8,978 8,730
R2 8,917 8,917 8,713
R1 8,798 8,798 8,697 8,768
PP 8,737 8,737 8,737 8,721
S1 8,618 8,618 8,664 8,588
S2 8,557 8,557 8,647
S3 8,377 8,438 8,631
S4 8,197 8,258 8,581
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 8,675 280 3.2% 133 1.5% 2% False True 3,946
10 9,010 8,675 335 3.9% 132 1.5% 1% False True 4,150
20 9,235 8,675 560 6.5% 137 1.6% 1% False True 4,440
40 9,245 8,620 625 7.2% 104 1.2% 10% False False 2,967
60 9,245 8,365 880 10.1% 72 0.8% 36% False False 1,979
80 9,245 8,365 880 10.1% 56 0.6% 36% False False 1,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,620
2.618 9,326
1.618 9,146
1.000 9,035
0.618 8,966
HIGH 8,855
0.618 8,786
0.500 8,765
0.382 8,744
LOW 8,675
0.618 8,564
1.000 8,495
1.618 8,384
2.618 8,204
4.250 7,910
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 8,765 8,815
PP 8,737 8,770
S1 8,708 8,725

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

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