NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 8,685 8,675 -10 -0.1% 9,020
High 8,790 8,895 105 1.2% 9,080
Low 8,665 8,670 5 0.1% 8,665
Close 8,685 8,880 195 2.2% 8,750
Range 125 225 100 80.0% 415
ATR 138 144 6 4.5% 0
Volume 8,510 10,265 1,755 20.6% 22,040
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,490 9,410 9,004
R3 9,265 9,185 8,942
R2 9,040 9,040 8,921
R1 8,960 8,960 8,901 9,000
PP 8,815 8,815 8,815 8,835
S1 8,735 8,735 8,860 8,775
S2 8,590 8,590 8,839
S3 8,365 8,510 8,818
S4 8,140 8,285 8,756
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 8,895 8,625 270 3.0% 131 1.5% 94% True False 6,428
10 9,115 8,625 490 5.5% 134 1.5% 52% False False 5,303
20 9,135 8,625 510 5.7% 155 1.7% 50% False False 5,054
40 9,135 8,505 630 7.1% 141 1.6% 60% False False 4,869
60 9,245 8,505 740 8.3% 133 1.5% 51% False False 4,387
80 9,245 8,375 870 9.8% 105 1.2% 58% False False 3,292
100 9,245 8,365 880 9.9% 84 0.9% 59% False False 2,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,851
2.618 9,484
1.618 9,259
1.000 9,120
0.618 9,034
HIGH 8,895
0.618 8,809
0.500 8,783
0.382 8,756
LOW 8,670
0.618 8,531
1.000 8,445
1.618 8,306
2.618 8,081
4.250 7,714
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 8,848 8,840
PP 8,815 8,800
S1 8,783 8,760

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

View Archives - Comment on this page... - Back to Index of Symbols