NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 8,720 8,560 -160 -1.8% 8,925
High 8,745 8,625 -120 -1.4% 8,925
Low 8,720 8,500 -220 -2.5% 8,650
Close 8,760 8,615 -145 -1.7% 8,575
Range 25 125 100 400.0% 275
ATR 29 45 17 57.1% 0
Volume 1 1 0 0.0% 57
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 8,955 8,910 8,684
R3 8,830 8,785 8,650
R2 8,705 8,705 8,638
R1 8,660 8,660 8,627 8,683
PP 8,580 8,580 8,580 8,591
S1 8,535 8,535 8,604 8,558
S2 8,455 8,455 8,592
S3 8,330 8,410 8,581
S4 8,205 8,285 8,546
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 9,542 9,333 8,726
R3 9,267 9,058 8,651
R2 8,992 8,992 8,626
R1 8,783 8,783 8,600 8,750
PP 8,717 8,717 8,717 8,700
S1 8,508 8,508 8,550 8,475
S2 8,442 8,442 8,525
S3 8,167 8,233 8,500
S4 7,892 7,958 8,424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,790 8,500 290 3.4% 45 0.5% 40% False True 10
10 9,085 8,500 585 6.8% 36 0.4% 20% False True 6
20 9,635 8,500 1,135 13.2% 24 0.3% 10% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 9,156
2.618 8,952
1.618 8,827
1.000 8,750
0.618 8,702
HIGH 8,625
0.618 8,577
0.500 8,563
0.382 8,548
LOW 8,500
0.618 8,423
1.000 8,375
1.618 8,298
2.618 8,173
4.250 7,969
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 8,598 8,623
PP 8,580 8,620
S1 8,563 8,618

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

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