NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 8,795 8,840 45 0.5% 8,835
High 8,890 9,130 240 2.7% 9,130
Low 8,785 8,805 20 0.2% 8,620
Close 8,840 9,125 285 3.2% 9,125
Range 105 325 220 209.5% 510
ATR 127 141 14 11.1% 0
Volume 4,389 6,015 1,626 37.0% 23,600
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,995 9,885 9,304
R3 9,670 9,560 9,215
R2 9,345 9,345 9,185
R1 9,235 9,235 9,155 9,290
PP 9,020 9,020 9,020 9,048
S1 8,910 8,910 9,095 8,965
S2 8,695 8,695 9,066
S3 8,370 8,585 9,036
S4 8,045 8,260 8,946
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 10,488 10,317 9,406
R3 9,978 9,807 9,265
R2 9,468 9,468 9,219
R1 9,297 9,297 9,172 9,383
PP 8,958 8,958 8,958 9,001
S1 8,787 8,787 9,078 8,873
S2 8,448 8,448 9,032
S3 7,938 8,277 8,985
S4 7,428 7,767 8,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,130 8,620 510 5.6% 179 2.0% 99% True False 4,720
10 9,130 8,620 510 5.6% 154 1.7% 99% True False 4,889
20 9,130 8,200 930 10.2% 161 1.8% 99% True False 5,978
40 9,275 8,200 1,075 11.8% 105 1.1% 86% False False 3,008
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 34
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 10,511
2.618 9,981
1.618 9,656
1.000 9,455
0.618 9,331
HIGH 9,130
0.618 9,006
0.500 8,968
0.382 8,929
LOW 8,805
0.618 8,604
1.000 8,480
1.618 8,279
2.618 7,954
4.250 7,424
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 9,073 9,048
PP 9,020 8,972
S1 8,968 8,895

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

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