NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 8,850 9,090 240 2.7% 8,560
High 9,085 9,095 10 0.1% 9,035
Low 8,850 8,890 40 0.5% 8,505
Close 9,080 8,920 -160 -1.8% 8,860
Range 235 205 -30 -12.8% 530
ATR 138 143 5 3.4% 0
Volume 5,998 5,936 -62 -1.0% 37,527
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,583 9,457 9,033
R3 9,378 9,252 8,977
R2 9,173 9,173 8,958
R1 9,047 9,047 8,939 9,008
PP 8,968 8,968 8,968 8,949
S1 8,842 8,842 8,901 8,803
S2 8,763 8,763 8,883
S3 8,558 8,637 8,864
S4 8,353 8,432 8,807
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 9,095 8,775 320 3.6% 174 2.0% 45% True False 6,799
10 9,095 8,505 590 6.6% 154 1.7% 70% True False 6,012
20 9,095 8,505 590 6.6% 143 1.6% 70% True False 5,081
40 9,235 8,505 730 8.2% 130 1.5% 57% False False 4,469
60 9,245 8,490 755 8.5% 98 1.1% 57% False False 2,981
80 9,245 8,365 880 9.9% 74 0.8% 63% False False 2,236
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 True
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,966
2.618 9,632
1.618 9,427
1.000 9,300
0.618 9,222
HIGH 9,095
0.618 9,017
0.500 8,993
0.382 8,968
LOW 8,890
0.618 8,763
1.000 8,685
1.618 8,558
2.618 8,353
4.250 8,019
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 8,993 8,973
PP 8,968 8,955
S1 8,944 8,938

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

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