NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 8,545 8,610 65 0.8% 8,610
High 8,610 8,645 35 0.4% 8,740
Low 8,510 8,555 45 0.5% 8,460
Close 8,595 8,630 35 0.4% 8,630
Range 100 90 -10 -10.0% 280
ATR 122 120 -2 -1.9% 0
Volume 5,747 4,726 -1,021 -17.8% 23,708
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 8,880 8,845 8,680
R3 8,790 8,755 8,655
R2 8,700 8,700 8,647
R1 8,665 8,665 8,638 8,683
PP 8,610 8,610 8,610 8,619
S1 8,575 8,575 8,622 8,593
S2 8,520 8,520 8,614
S3 8,430 8,485 8,605
S4 8,340 8,395 8,581
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,450 9,320 8,784
R3 9,170 9,040 8,707
R2 8,890 8,890 8,681
R1 8,760 8,760 8,656 8,825
PP 8,610 8,610 8,610 8,643
S1 8,480 8,480 8,604 8,545
S2 8,330 8,330 8,579
S3 8,050 8,200 8,553
S4 7,770 7,920 8,476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,740 8,460 280 3.2% 140 1.6% 61% False False 4,741
10 8,740 8,200 540 6.3% 169 2.0% 80% False False 7,067
20 8,745 8,200 545 6.3% 124 1.4% 79% False False 3,572
40 9,635 8,200 1,435 16.6% 68 0.8% 30% False False 1,786
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 40
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,028
2.618 8,881
1.618 8,791
1.000 8,735
0.618 8,701
HIGH 8,645
0.618 8,611
0.500 8,600
0.382 8,590
LOW 8,555
0.618 8,500
1.000 8,465
1.618 8,410
2.618 8,320
4.250 8,173
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 8,620 8,613
PP 8,610 8,595
S1 8,600 8,578

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

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