NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 8,700 8,720 20 0.2% 8,610
High 8,770 8,745 -25 -0.3% 8,740
Low 8,630 8,640 10 0.1% 8,460
Close 8,690 8,710 20 0.2% 8,630
Range 140 105 -35 -25.0% 280
ATR 121 120 -1 -1.0% 0
Volume 5,185 3,520 -1,665 -32.1% 23,708
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,013 8,967 8,768
R3 8,908 8,862 8,739
R2 8,803 8,803 8,729
R1 8,757 8,757 8,720 8,728
PP 8,698 8,698 8,698 8,684
S1 8,652 8,652 8,701 8,623
S2 8,593 8,593 8,691
S3 8,488 8,547 8,681
S4 8,383 8,442 8,652
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 8,770 8,510 260 3.0% 108 1.2% 77% False False 4,661
10 8,770 8,410 360 4.1% 159 1.8% 83% False False 5,494
20 8,770 8,200 570 6.5% 132 1.5% 89% False False 4,004
40 9,635 8,200 1,435 16.5% 75 0.9% 36% False False 2,004
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,191
2.618 9,020
1.618 8,915
1.000 8,850
0.618 8,810
HIGH 8,745
0.618 8,705
0.500 8,693
0.382 8,680
LOW 8,640
0.618 8,575
1.000 8,535
1.618 8,470
2.618 8,365
4.250 8,194
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 8,704 8,694
PP 8,698 8,678
S1 8,693 8,663

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

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