NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 8,980 9,095 115 1.3% 8,850
High 9,135 9,105 -30 -0.3% 9,135
Low 8,965 8,915 -50 -0.6% 8,850
Close 9,090 8,975 -115 -1.3% 8,975
Range 170 190 20 11.8% 285
ATR 146 149 3 2.2% 0
Volume 8,907 6,112 -2,795 -31.4% 31,431
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,568 9,462 9,080
R3 9,378 9,272 9,027
R2 9,188 9,188 9,010
R1 9,082 9,082 8,993 9,040
PP 8,998 8,998 8,998 8,978
S1 8,892 8,892 8,958 8,850
S2 8,808 8,808 8,940
S3 8,618 8,702 8,923
S4 8,428 8,512 8,871
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,842 9,693 9,132
R3 9,557 9,408 9,054
R2 9,272 9,272 9,027
R1 9,123 9,123 9,001 9,198
PP 8,987 8,987 8,987 9,024
S1 8,838 8,838 8,949 8,913
S2 8,702 8,702 8,923
S3 8,417 8,553 8,897
S4 8,132 8,268 8,818
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 3.2% 191 2.1% 44% False False 6,286
10 9,135 8,505 630 7.0% 173 1.9% 75% False False 6,895
20 9,135 8,505 630 7.0% 146 1.6% 75% False False 5,435
40 9,235 8,505 730 8.1% 141 1.6% 64% False False 4,945
60 9,245 8,490 755 8.4% 106 1.2% 64% False False 3,306
80 9,245 8,365 880 9.8% 80 0.9% 69% False False 2,479
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 20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,913
2.618 9,603
1.618 9,413
1.000 9,295
0.618 9,223
HIGH 9,105
0.618 9,033
0.500 9,010
0.382 8,988
LOW 8,915
0.618 8,798
1.000 8,725
1.618 8,608
2.618 8,418
4.250 8,108
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 9,010 9,020
PP 8,998 9,005
S1 8,987 8,990

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

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