NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 8,790 8,865 75 0.9% 8,910
High 8,890 9,005 115 1.3% 8,915
Low 8,775 8,865 90 1.0% 8,525
Close 8,885 8,980 95 1.1% 8,555
Range 115 140 25 21.7% 390
ATR 127 128 1 0.8% 0
Volume 7,113 10,277 3,164 44.5% 16,424
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,370 9,315 9,057
R3 9,230 9,175 9,019
R2 9,090 9,090 9,006
R1 9,035 9,035 8,993 9,063
PP 8,950 8,950 8,950 8,964
S1 8,895 8,895 8,967 8,923
S2 8,810 8,810 8,954
S3 8,670 8,755 8,942
S4 8,530 8,615 8,903
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 9,005 8,505 500 5.6% 135 1.5% 95% True False 7,081
10 9,005 8,505 500 5.6% 137 1.5% 95% True False 5,369
20 9,100 8,505 595 6.6% 127 1.4% 80% False False 4,683
40 9,245 8,505 740 8.2% 122 1.4% 64% False False 4,054
60 9,245 8,375 870 9.7% 88 1.0% 70% False False 2,704
80 9,245 8,365 880 9.8% 67 0.7% 70% False False 2,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,600
2.618 9,372
1.618 9,232
1.000 9,145
0.618 9,092
HIGH 9,005
0.618 8,952
0.500 8,935
0.382 8,919
LOW 8,865
0.618 8,779
1.000 8,725
1.618 8,639
2.618 8,499
4.250 8,270
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 8,965 8,927
PP 8,950 8,873
S1 8,935 8,820

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

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