NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 8,965 8,850 -115 -1.3% 8,560
High 9,035 9,085 50 0.6% 9,035
Low 8,860 8,850 -10 -0.1% 8,505
Close 8,860 9,080 220 2.5% 8,860
Range 175 235 60 34.3% 530
ATR 131 138 7 5.7% 0
Volume 4,675 5,998 1,323 28.3% 37,527
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,710 9,630 9,209
R3 9,475 9,395 9,145
R2 9,240 9,240 9,123
R1 9,160 9,160 9,102 9,200
PP 9,005 9,005 9,005 9,025
S1 8,925 8,925 9,059 8,965
S2 8,770 8,770 9,037
S3 8,535 8,690 9,016
S4 8,300 8,455 8,951
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 10,390 10,155 9,152
R3 9,860 9,625 9,006
R2 9,330 9,330 8,957
R1 9,095 9,095 8,909 9,213
PP 8,800 8,800 8,800 8,859
S1 8,565 8,565 8,812 8,683
S2 8,270 8,270 8,763
S3 7,740 8,035 8,714
S4 7,210 7,505 8,569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,085 8,635 450 5.0% 168 1.9% 99% True False 7,887
10 9,085 8,505 580 6.4% 152 1.7% 99% True False 5,792
20 9,085 8,505 580 6.4% 138 1.5% 99% True False 4,945
40 9,235 8,505 730 8.0% 126 1.4% 79% False False 4,321
60 9,245 8,490 755 8.3% 95 1.0% 78% False False 2,882
80 9,245 8,365 880 9.7% 71 0.8% 81% False False 2,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 10,084
2.618 9,700
1.618 9,465
1.000 9,320
0.618 9,230
HIGH 9,085
0.618 8,995
0.500 8,968
0.382 8,940
LOW 8,850
0.618 8,705
1.000 8,615
1.618 8,470
2.618 8,235
4.250 7,851
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 9,043 9,043
PP 9,005 9,005
S1 8,968 8,968

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

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