NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	8,965	8,920	-45	-0.5%	8,680
High	8,965	8,940	-25	-0.3%	9,005
Low	8,840	8,870	30	0.3%	8,680
Close	8,930	8,890	-40	-0.4%	8,930
Range	125	70	-55	-44.0%	325
ATR	151	145	-6	-3.8%	0
Volume	3,220	2,895	-325	-10.1%	20,141

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,110	9,070	8,929
R3	9,040	9,000	8,909
R2	8,970	8,970	8,903
R1	8,930	8,930	8,897	8,915
PP	8,900	8,900	8,900	8,893
S1	8,860	8,860	8,884	8,845
S2	8,830	8,830	8,877
S3	8,760	8,790	8,871
S4	8,690	8,720	8,852

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,847	9,713	9,109
R3	9,522	9,388	9,020
R2	9,197	9,197	8,990
R1	9,063	9,063	8,960	9,130
PP	8,872	8,872	8,872	8,905
S1	8,738	8,738	8,900	8,805
S2	8,547	8,547	8,871
S3	8,222	8,413	8,841
S4	7,897	8,088	8,751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,005	8,680	325	3.7%	147	1.7%	65%	False	False	3,849
10	9,005	8,510	495	5.6%	149	1.7%	77%	False	False	3,840
20	9,005	8,330	675	7.6%	147	1.7%	83%	False	False	4,101
40	9,170	8,330	840	9.4%	147	1.6%	67%	False	False	4,192
60	9,170	8,200	970	10.9%	139	1.6%	71%	False	False	3,985
80	9,635	8,200	1,435	16.1%	107	1.2%	48%	False	False	2,989

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	9,238
2.618	9,123
1.618	9,053
1.000	9,010
0.618	8,983
HIGH	8,940
0.618	8,913
0.500	8,905
0.382	8,897
LOW	8,870
0.618	8,827
1.000	8,800
1.618	8,757
2.618	8,687
4.250	8,573

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	8,905	8,923
PP	8,900	8,912
S1	8,895	8,901

Download as Excel Spreadsheet

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

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