NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 9,435 9,415 -20 -0.2% 9,090
High 9,495 9,465 -30 -0.3% 9,460
Low 9,355 9,355 0 0.0% 9,090
Close 9,400 9,370 -30 -0.3% 9,435
Range 140 110 -30 -21.4% 370
ATR 149 146 -3 -1.9% 0
Volume 5,869 6,246 377 6.4% 30,851
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,727 9,658 9,431
R3 9,617 9,548 9,400
R2 9,507 9,507 9,390
R1 9,438 9,438 9,380 9,418
PP 9,397 9,397 9,397 9,386
S1 9,328 9,328 9,360 9,308
S2 9,287 9,287 9,350
S3 9,177 9,218 9,340
S4 9,067 9,108 9,310
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 9,100 395 4.2% 139 1.5% 68% False False 7,181
10 9,495 8,625 870 9.3% 152 1.6% 86% False False 7,656
20 9,495 8,625 870 9.3% 146 1.6% 86% False False 5,865
40 9,495 8,505 990 10.6% 146 1.6% 87% False False 5,544
60 9,495 8,505 990 10.6% 143 1.5% 87% False False 5,264
80 9,495 8,505 990 10.6% 117 1.2% 87% False False 3,956
100 9,495 8,365 1,130 12.1% 94 1.0% 89% False False 3,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,933
2.618 9,753
1.618 9,643
1.000 9,575
0.618 9,533
HIGH 9,465
0.618 9,423
0.500 9,410
0.382 9,397
LOW 9,355
0.618 9,287
1.000 9,245
1.618 9,177
2.618 9,067
4.250 8,888
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 9,410 9,405
PP 9,397 9,393
S1 9,383 9,382

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

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