NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 9,125 9,045 -80 -0.9% 8,835
High 9,125 9,170 45 0.5% 9,130
Low 9,005 9,040 35 0.4% 8,620
Close 9,045 9,165 120 1.3% 9,125
Range 120 130 10 8.3% 510
ATR 140 139 -1 -0.5% 0
Volume 6,448 40 -6,408 -99.4% 23,600
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,515 9,470 9,237
R3 9,385 9,340 9,201
R2 9,255 9,255 9,189
R1 9,210 9,210 9,177 9,233
PP 9,125 9,125 9,125 9,136
S1 9,080 9,080 9,153 9,103
S2 8,995 8,995 9,141
S3 8,865 8,950 9,129
S4 8,735 8,820 9,094
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 9,170 8,660 510 5.6% 167 1.8% 99% True False 4,146
10 9,170 8,620 550 6.0% 155 1.7% 99% True False 4,668
20 9,170 8,410 760 8.3% 157 1.7% 99% True False 5,081
40 9,170 8,200 970 10.6% 111 1.2% 99% True False 3,171
60 9,635 8,200 1,435 15.7% 75 0.8% 67% False False 2,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,723
2.618 9,510
1.618 9,380
1.000 9,300
0.618 9,250
HIGH 9,170
0.618 9,120
0.500 9,105
0.382 9,090
LOW 9,040
0.618 8,960
1.000 8,910
1.618 8,830
2.618 8,700
4.250 8,488
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 9,145 9,106
PP 9,125 9,047
S1 9,105 8,988

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

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