NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 9,365 9,435 70 0.7% 9,090
High 9,460 9,495 35 0.4% 9,460
Low 9,315 9,355 40 0.4% 9,090
Close 9,435 9,400 -35 -0.4% 9,435
Range 145 140 -5 -3.4% 370
ATR 149 149 -1 -0.4% 0
Volume 7,651 5,869 -1,782 -23.3% 30,851
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,837 9,758 9,477
R3 9,697 9,618 9,439
R2 9,557 9,557 9,426
R1 9,478 9,478 9,413 9,448
PP 9,417 9,417 9,417 9,401
S1 9,338 9,338 9,387 9,308
S2 9,277 9,277 9,374
S3 9,137 9,198 9,362
S4 8,997 9,058 9,323
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 10,438 10,307 9,639
R3 10,068 9,937 9,537
R2 9,698 9,698 9,503
R1 9,567 9,567 9,469 9,633
PP 9,328 9,328 9,328 9,361
S1 9,197 9,197 9,401 9,263
S2 8,958 8,958 9,367
S3 8,588 8,827 9,333
S4 8,218 8,457 9,232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,495 9,090 405 4.3% 145 1.5% 77% True False 7,344
10 9,495 8,625 870 9.3% 148 1.6% 89% True False 7,296
20 9,495 8,625 870 9.3% 146 1.6% 89% True False 5,596
40 9,495 8,505 990 10.5% 146 1.6% 90% True False 5,515
60 9,495 8,505 990 10.5% 142 1.5% 90% True False 5,162
80 9,495 8,490 1,005 10.7% 116 1.2% 91% True False 3,878
100 9,495 8,365 1,130 12.0% 93 1.0% 92% True False 3,103
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 False
Stretch 22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,090
2.618 9,862
1.618 9,722
1.000 9,635
0.618 9,582
HIGH 9,495
0.618 9,442
0.500 9,425
0.382 9,409
LOW 9,355
0.618 9,269
1.000 9,215
1.618 9,129
2.618 8,989
4.250 8,760
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 9,425 9,378
PP 9,417 9,357
S1 9,408 9,335

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

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