NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 8,680 8,550 -130 -1.5% 8,875
High 8,685 8,645 -40 -0.5% 8,955
Low 8,555 8,525 -30 -0.4% 8,745
Close 8,560 8,585 25 0.3% 8,905
Range 130 120 -10 -7.7% 210
ATR 124 124 0 -0.2% 0
Volume 3,896 4,212 316 8.1% 23,324
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 8,945 8,885 8,651
R3 8,825 8,765 8,618
R2 8,705 8,705 8,607
R1 8,645 8,645 8,596 8,675
PP 8,585 8,585 8,585 8,600
S1 8,525 8,525 8,574 8,555
S2 8,465 8,465 8,563
S3 8,345 8,405 8,552
S4 8,225 8,285 8,519
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 8,525 430 5.0% 138 1.6% 14% False True 3,657
10 9,010 8,525 485 5.6% 130 1.5% 12% False True 4,234
20 9,235 8,525 710 8.3% 131 1.5% 8% False True 4,287
40 9,245 8,525 720 8.4% 109 1.3% 8% False True 3,169
60 9,245 8,365 880 10.3% 76 0.9% 25% False False 2,114
80 9,245 8,365 880 10.3% 58 0.7% 25% False False 1,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,155
2.618 8,959
1.618 8,839
1.000 8,765
0.618 8,719
HIGH 8,645
0.618 8,599
0.500 8,585
0.382 8,571
LOW 8,525
0.618 8,451
1.000 8,405
1.618 8,331
2.618 8,211
4.250 8,015
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 8,585 8,690
PP 8,585 8,655
S1 8,585 8,620

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

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