NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 8,635 8,790 155 1.8% 8,910
High 8,810 8,890 80 0.9% 8,915
Low 8,635 8,775 140 1.6% 8,525
Close 8,795 8,885 90 1.0% 8,555
Range 175 115 -60 -34.3% 390
ATR 127 127 -1 -0.7% 0
Volume 11,376 7,113 -4,263 -37.5% 16,424
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,195 9,155 8,948
R3 9,080 9,040 8,917
R2 8,965 8,965 8,906
R1 8,925 8,925 8,896 8,945
PP 8,850 8,850 8,850 8,860
S1 8,810 8,810 8,875 8,830
S2 8,735 8,735 8,864
S3 8,620 8,695 8,854
S4 8,505 8,580 8,822
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 8,890 8,505 385 4.3% 131 1.5% 99% True False 5,868
10 8,955 8,505 450 5.1% 138 1.5% 84% False False 4,846
20 9,165 8,505 660 7.4% 128 1.4% 58% False False 4,401
40 9,245 8,505 740 8.3% 120 1.4% 51% False False 3,797
60 9,245 8,365 880 9.9% 85 1.0% 59% False False 2,533
80 9,245 8,365 880 9.9% 65 0.7% 59% False False 1,900
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,379
2.618 9,191
1.618 9,076
1.000 9,005
0.618 8,961
HIGH 8,890
0.618 8,846
0.500 8,833
0.382 8,819
LOW 8,775
0.618 8,704
1.000 8,660
1.618 8,589
2.618 8,474
4.250 8,286
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 8,868 8,823
PP 8,850 8,760
S1 8,833 8,698

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

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