NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 8,735 8,720 -15 -0.2% 9,020
High 8,755 8,730 -25 -0.3% 9,080
Low 8,685 8,625 -60 -0.7% 8,665
Close 8,715 8,665 -50 -0.6% 8,750
Range 70 105 35 50.0% 415
ATR 142 139 -3 -1.8% 0
Volume 2,651 4,598 1,947 73.4% 22,040
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 8,988 8,932 8,723
R3 8,883 8,827 8,694
R2 8,778 8,778 8,684
R1 8,722 8,722 8,675 8,698
PP 8,673 8,673 8,673 8,661
S1 8,617 8,617 8,656 8,593
S2 8,568 8,568 8,646
S3 8,463 8,512 8,636
S4 8,358 8,407 8,607
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 10,077 9,828 8,978
R3 9,662 9,413 8,864
R2 9,247 9,247 8,826
R1 8,998 8,998 8,788 8,915
PP 8,832 8,832 8,832 8,790
S1 8,583 8,583 8,712 8,500
S2 8,417 8,417 8,674
S3 8,002 8,168 8,636
S4 7,587 7,753 8,522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,075 8,625 450 5.2% 143 1.7% 9% False True 4,864
10 9,115 8,625 490 5.7% 133 1.5% 8% False True 4,363
20 9,135 8,625 510 5.9% 150 1.7% 8% False True 4,985
40 9,235 8,505 730 8.4% 140 1.6% 22% False False 4,666
60 9,245 8,505 740 8.5% 129 1.5% 22% False False 4,075
80 9,245 8,365 880 10.2% 100 1.2% 34% False False 3,057
100 9,245 8,365 880 10.2% 81 0.9% 34% False False 2,446
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 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,176
2.618 9,005
1.618 8,900
1.000 8,835
0.618 8,795
HIGH 8,730
0.618 8,690
0.500 8,678
0.382 8,665
LOW 8,625
0.618 8,560
1.000 8,520
1.618 8,455
2.618 8,350
4.250 8,179
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 8,678 8,710
PP 8,673 8,695
S1 8,669 8,680

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

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