NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 8,935 8,980 45 0.5% 8,560
High 9,060 9,135 75 0.8% 9,035
Low 8,905 8,965 60 0.7% 8,505
Close 8,970 9,090 120 1.3% 8,860
Range 155 170 15 9.7% 530
ATR 144 146 2 1.3% 0
Volume 4,478 8,907 4,429 98.9% 37,527
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,573 9,502 9,184
R3 9,403 9,332 9,137
R2 9,233 9,233 9,121
R1 9,162 9,162 9,106 9,198
PP 9,063 9,063 9,063 9,081
S1 8,992 8,992 9,075 9,028
S2 8,893 8,893 9,059
S3 8,723 8,822 9,043
S4 8,553 8,652 8,997
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 9,135 8,850 285 3.1% 188 2.1% 84% True False 5,998
10 9,135 8,505 630 6.9% 162 1.8% 93% True False 6,540
20 9,135 8,505 630 6.9% 146 1.6% 93% True False 5,387
40 9,235 8,505 730 8.0% 137 1.5% 80% False False 4,800
60 9,245 8,490 755 8.3% 103 1.1% 79% False False 3,204
80 9,245 8,365 880 9.7% 78 0.9% 82% False False 2,403
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,858
2.618 9,580
1.618 9,410
1.000 9,305
0.618 9,240
HIGH 9,135
0.618 9,070
0.500 9,050
0.382 9,030
LOW 8,965
0.618 8,860
1.000 8,795
1.618 8,690
2.618 8,520
4.250 8,243
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 9,077 9,064
PP 9,063 9,038
S1 9,050 9,013

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

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