NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 8,560 8,635 75 0.9% 8,910
High 8,670 8,810 140 1.6% 8,915
Low 8,505 8,635 130 1.5% 8,525
Close 8,655 8,795 140 1.6% 8,555
Range 165 175 10 6.1% 390
ATR 124 127 4 3.0% 0
Volume 4,086 11,376 7,290 178.4% 16,424
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,272 9,208 8,891
R3 9,097 9,033 8,843
R2 8,922 8,922 8,827
R1 8,858 8,858 8,811 8,890
PP 8,747 8,747 8,747 8,763
S1 8,683 8,683 8,779 8,715
S2 8,572 8,572 8,763
S3 8,397 8,508 8,747
S4 8,222 8,333 8,699
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,835 9,585 8,770
R3 9,445 9,195 8,662
R2 9,055 9,055 8,627
R1 8,805 8,805 8,591 8,735
PP 8,665 8,665 8,665 8,630
S1 8,415 8,415 8,519 8,345
S2 8,275 8,275 8,484
S3 7,885 8,025 8,448
S4 7,495 7,635 8,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,810 8,505 305 3.5% 134 1.5% 95% True False 5,225
10 8,955 8,505 450 5.1% 134 1.5% 64% False False 4,585
20 9,235 8,505 730 8.3% 129 1.5% 40% False False 4,348
40 9,245 8,505 740 8.4% 118 1.3% 39% False False 3,619
60 9,245 8,365 880 10.0% 83 0.9% 49% False False 2,414
80 9,245 8,365 880 10.0% 64 0.7% 49% False False 1,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,554
2.618 9,268
1.618 9,093
1.000 8,985
0.618 8,918
HIGH 8,810
0.618 8,743
0.500 8,723
0.382 8,702
LOW 8,635
0.618 8,527
1.000 8,460
1.618 8,352
2.618 8,177
4.250 7,891
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 8,771 8,749
PP 8,747 8,703
S1 8,723 8,658

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

View Archives - Comment on this page... - Back to Index of Symbols