NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 8,840 9,125 285 3.2% 8,835
High 9,130 9,125 -5 -0.1% 9,130
Low 8,805 9,005 200 2.3% 8,620
Close 9,125 9,045 -80 -0.9% 9,125
Range 325 120 -205 -63.1% 510
ATR 141 140 -2 -1.1% 0
Volume 6,015 6,448 433 7.2% 23,600
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,418 9,352 9,111
R3 9,298 9,232 9,078
R2 9,178 9,178 9,067
R1 9,112 9,112 9,056 9,085
PP 9,058 9,058 9,058 9,045
S1 8,992 8,992 9,034 8,965
S2 8,938 8,938 9,023
S3 8,818 8,872 9,012
S4 8,698 8,752 8,979
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% 160 1.8% 83% False False 4,874
10 9,130 8,620 510 5.6% 152 1.7% 83% False False 5,016
20 9,130 8,335 795 8.8% 158 1.7% 89% False False 5,641
40 9,170 8,200 970 10.7% 108 1.2% 87% False False 3,170
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,635
2.618 9,439
1.618 9,319
1.000 9,245
0.618 9,199
HIGH 9,125
0.618 9,079
0.500 9,065
0.382 9,051
LOW 9,005
0.618 8,931
1.000 8,885
1.618 8,811
2.618 8,691
4.250 8,495
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 9,065 9,016
PP 9,058 8,987
S1 9,052 8,958

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

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