NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 8,745 8,835 90 1.0% 8,700
High 8,845 8,840 -5 -0.1% 8,895
Low 8,715 8,625 -90 -1.0% 8,630
Close 8,835 8,655 -180 -2.0% 8,835
Range 130 215 85 65.4% 265
ATR 123 129 7 5.4% 0
Volume 3,709 5,677 1,968 53.1% 25,297
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,352 9,218 8,773
R3 9,137 9,003 8,714
R2 8,922 8,922 8,695
R1 8,788 8,788 8,675 8,748
PP 8,707 8,707 8,707 8,686
S1 8,573 8,573 8,635 8,533
S2 8,492 8,492 8,616
S3 8,277 8,358 8,596
S4 8,062 8,143 8,537
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,582 9,473 8,981
R3 9,317 9,208 8,908
R2 9,052 9,052 8,884
R1 8,943 8,943 8,859 8,998
PP 8,787 8,787 8,787 8,814
S1 8,678 8,678 8,811 8,733
S2 8,522 8,522 8,787
S3 8,257 8,413 8,762
S4 7,992 8,148 8,689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,895 8,625 270 3.1% 144 1.7% 11% False True 5,157
10 8,895 8,460 435 5.0% 129 1.5% 45% False False 4,911
20 8,895 8,200 695 8.0% 152 1.8% 65% False False 5,117
40 9,550 8,200 1,350 15.6% 88 1.0% 34% False False 2,560
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 33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,754
2.618 9,403
1.618 9,188
1.000 9,055
0.618 8,973
HIGH 8,840
0.618 8,758
0.500 8,733
0.382 8,707
LOW 8,625
0.618 8,492
1.000 8,410
1.618 8,277
2.618 8,062
4.250 7,711
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 8,733 8,760
PP 8,707 8,725
S1 8,681 8,690

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

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